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15062000
-169000000
10-Q
false
N.A.
2009-06-30
BANK OF AMERICA CORP /DE/
0000070858
BAC
--12-31
Yes
No
Yes
Large Accelerated Filer
31804000000
107509000000
150000000
2235000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="100%"></td>
</tr>
<tr bgcolor="#E6E6E6">
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 2-Merger and
Restructuring Activity</b></font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b> </b></font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>Merrill
Lynch</i></b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation acquired Merrill Lynch
through its merger with a subsidiary of the Corporation in exchange
for common and preferred stock with a value of $29.1 billion,
creating a financial services franchise with significantly enhanced
wealth management, investment banking and international
capabilities. Under the terms of the merger agreement, Merrill
Lynch common shareholders received 0.8595 of a share of Bank of
America Corporation common stock in exchange for each share of
Merrill Lynch common stock. In addition, Merrill Lynch
non-convertible preferred shareholders received Bank of America
Corporation preferred stock having substantially similar terms.
Merrill</font> <font face="Times New Roman" size="2">Lynch
convertible preferred stock remains outstanding and is convertible
into Bank of America common stock at an equivalent exchange ratio.
With the acquisition, the Corporation has one of the largest wealth
management businesses in the world with approximately 15,000
financial advisors and more than $1.8 trillion in client assets.
Global investment management capabilities include an economic
ownership of approximately 50 percent in BlackRock, Inc.
(BlackRock), a publicly traded investment management company. In
addition, the acquisition adds strengths in debt and equity
underwriting, sales and trading, and merger and acquisition advice,
creating significant opportunities to deepen relationships with
corporate and institutional clients around the globe. Merrill
Lynch’s results of operations were included in the
Corporation’s results beginning January 1,
2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The Merrill
Lynch merger is being accounted for under the acquisition method of
accounting in accordance with SFAS 141R. Accordingly, the purchase
price was preliminarily allocated to the acquired assets and
liabilities based on their estimated fair values at the Merrill
Lynch acquisition date as summarized in the following table.
Preliminary goodwill of $5.0 billion is calculated as the purchase
premium after adjusting for the fair value of net assets acquired
and represents the value expected from the synergies created from
combining the Merrill Lynch wealth management and corporate and
investment banking businesses with the Corporation’s
capabilities in consumer and commercial banking as well as the
economies of scale expected from combining the operations of the
two companies.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>  Merrill Lynch Preliminary
Purchase Price Allocation</b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="92%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font face="Times New Roman" size=
"1">  (Dollars in billions, except per share
amounts)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Purchase
price</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merrill Lynch common shares exchanged
(in millions)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,600   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Exchange ratio</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">0.8595   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">The Corporation’s common shares
issued (in millions)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,375   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchase price per share of the
Corporation’s common stock</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">14.08   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total value of the Corporation’s
common stock and cash exchanged for fractional shares</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19.4   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merrill Lynch preferred stock</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8.6   </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value of outstanding employee stock
awards</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1.1   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total purchase price</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29.1   </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Preliminary allocation of
the purchase price</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merrill Lynch stockholders’
equity</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19.9   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merrill Lynch goodwill and intangible
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2.6)  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Pre-tax adjustments to reflect acquired
assets and liabilities at fair value:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Derivatives and securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1.2)  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(6.1)  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Intangible assets</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.7   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1.5)  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">15.4   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Pre-tax total adjustments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12.3   </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Deferred income taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(5.5)  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">After-tax total adjustments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">6.8   </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value of net assets
acquired</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">24.1   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Preliminary goodwill resulting from
the Merrill Lynch merger <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5.0   </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The value
of the shares of common stock exchanged with Merrill Lynch
shareholders was based upon the closing price of the
Corporation’s common stock at December 31, 2008, the
last trading day prior to the date of acquisition.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
Merrill Lynch’s preferred stock exchanged for Bank of America
preferred stock having substantially similar terms and also
includes $1.5 billion of convertible preferred stock.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (3)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Consists
of trade name of $1.2 billion and customer relationship and core
deposit intangibles of $4.5 billion. The amortization life is 10
years for the customer relationship and core deposit intangibles
which will be primarily amortized on a straight-line
basis.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><i>  </i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">No
goodwill is expected to be deductible for federal income tax
purposes. The goodwill was allocated to <i>Global Wealth &
Investment Management</i> <i>(GWIM)</i> and <i>Global
Markets.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Preliminary Condensed Statement of
Net Assets Acquired</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
condensed statement of net assets acquired reflects the preliminary
values assigned to Merrill Lynch’s net assets as of the
acquisition date.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="85%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  (Dollars in billions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"2"><b>January 1, 2009      </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Federal funds sold and securities
borrowed or purchased under agreements to resell</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">138.8  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">87.9  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">97.1  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Investment securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">70.5  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">55.9  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Intangible assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.7  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">195.0  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>650.9  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size=
"2"><b>  Liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">98.1  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Federal funds purchased and securities
loaned or sold under agreements to repurchase</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">111.6  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">18.1  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Derivative liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">72.0  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial paper and other short-term
borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">37.9  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">99.6  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">189.5  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total liabilities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>626.8  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Fair value of net assets
acquired <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>24.1  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The fair
value of net assets acquired excludes preliminary goodwill
resulting from the Merrill Lynch merger of $5.0 billion.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
value of net assets acquired includes preliminary fair value
adjustments to certain receivables that were not considered
impaired as of the acquisition date. These fair value adjustments
were determined using incremental spread impacts for credit and
liquidity risk which are part of the rate used to discount
contractual cash flows. However, the Corporation believes that all
contractual cash flows related to these financial instruments will
be collected. As such, these receivables were not considered
impaired at the acquisition date and were not subject to the
requirements of SOP 03-3. Receivables acquired that were not
subject to the requirements of SOP 03-3 include non-impaired loans
and customer receivables with a preliminary fair value and gross
contractual amounts receivable of $152.8 billion and $159.8 billion
at the time of acquisition. For more information on the SOP 03-3
portfolio, see <i>Note 6 – Outstanding Loans and
Leases</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Contingencies</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
value of net assets acquired includes certain contingent
liabilities that were recorded as of the acquisition date. Merrill
Lynch has been named as a defendant in various pending legal
actions and proceedings arising in connection with its activities
as a global diversified financial services institution. Some of
these legal actions and proceedings include claims for substantial
compensatory and/or punitive damages or claims for indeterminate
amounts of damages. Merrill Lynch is also involved in
investigations and/or proceedings by governmental and
self-regulatory agencies. Due to the number of variables and
assumptions involved in assessing the possible outcome of these
legal actions, sufficient information does not exist to reasonably
estimate the fair value of these contingent liabilities. As such,
these contingencies have been measured in accordance with SFAS
No. 5, “Accounting for Contingencies”. For further
information, see <i>Note 12</i> – <i>Commitments and
Contingencies.</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In connection
with the Merrill Lynch acquisition, on January 1, 2009, the
Corporation recorded certain guarantees, primarily standby
liquidity facilities and letters of credit, with a fair value of
approximately $1.0 billion. At the time of acquisition, the maximum
amount that could be drawn from these guarantees was approximately
$20.0 billion.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Countrywide</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
July 1, 2008, the Corporation acquired Countrywide through its
merger with a subsidiary of the Corporation. Under the terms of the
agreement, Countrywide shareholders received 0.1822 of a share of
Bank of America Corporation common stock in exchange for each share
of Countrywide common stock. The acquisition of Countrywide
significantly expanded the Corporation’s mortgage originating
and servicing capabilities, making it a leading mortgage originator
and servicer. As provided by the merger agreement, 583 million
shares of Countrywide common stock were exchanged for
107 million shares of the Corporation’s common stock.
Countrywide’s results of operations were included in the
Corporation’s results beginning July 1, 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>LaSalle</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
October 1, 2007, the Corporation acquired all the outstanding
shares of ABN AMRO North America Holding Company, parent of LaSalle
Bank Corporation (LaSalle), for $21.0 billion in cash. As part of
the acquisition, ABN AMRO Bank N.V. (the seller) capitalized
approximately $6.3 billion as equity of intercompany debt prior to
the date of acquisition. With this acquisition, the Corporation
significantly expanded its presence in metropolitan Chicago,
Illinois and Michigan by adding LaSalle’s commercial banking
clients, retail customers and banking centers. LaSalle’s
results of operations were included in the Corporation’s
results beginning October 1, 2007.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>U.S. Trust
Corporation</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%">
<font face="Times New Roman" size="2">On July 1, 2007, the
Corporation acquired all the outstanding shares of U.S. Trust
Corporation for $3.3 billion in cash. U.S. Trust
Corporation’s results of operations were included in the
Corporation’s results beginning July 1, 2007. The
acquisition significantly increased the size and capabilities of
the Corporation’s wealth management business and positions it
as one of the largest financial services companies managing private
wealth in the U.S.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Unaudited Pro Forma Condensed
Combined Financial Information</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">If the
Merrill Lynch and Countrywide mergers had been completed on
January 1, 2008, total revenue, net of interest expense would
have been $19.5 billion and $42.3 billion, net loss from continuing
operations would have been $3.4 billion and $4.8 billion, and basic
and diluted loss per common share would have been $0.72 and $1.06
for the three and six months ended June 30, 2008. These
results include the impact of amortizing certain purchase
accounting adjustments such as intangible assets as well as fair
value adjustments to loans, securities and issued debt. The pro
forma financial information does not indicate the impact of
possible business model changes nor does it consider any potential
impacts of current market conditions or revenues, expense
efficiencies, asset dispositions, share repurchases, or other
factors. For the three and six months ended June 30, 2009,
Merrill Lynch contributed $2.4 billion and $12.4 billion in
revenue, net of interest expense, and $(1.8) billion and $1.8
billion in net income (loss). These amounts are before the
consideration of certain merger-related costs, revenue
opportunities and certain consolidating tax benefits that were
recognized in legacy Bank of America legal entities.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Merger and Restructuring
Charges</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Merger and
restructuring charges are recorded in the Consolidated Statement of
Income and include incremental costs to integrate the operations of
the Corporation, Merrill Lynch, Countrywide, LaSalle and U.S. Trust
Corporation. These charges represent costs associated with these
one-time activities and do not represent ongoing costs of the fully
integrated combined organization. The following table presents
severance and employee-related charges, systems integrations and
related charges, and other merger-related charges.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="66%"></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>  Three Months Ended June 30  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>  Six Months Ended June 30  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008      </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Severance and
employee-related charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>491</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">30</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>982</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">75  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Systems integrations and
related charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>292</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">155</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>484</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">245  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>46</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">62  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total merger and restructuring
charges <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>829</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">212</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,594</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">382  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Included
for the three and six months ended June 30, 2009, are
merger-related charges of $580 million and approximately $1.1
billion related to the Merrill Lynch acquisition, $227 million and
$420 million related to the Countrywide acquisition, and $22
million and $81 million related to the LaSalle acquisition.
Included for the three and six months ended June 30, 2008, are
merger-related charges of $174 million and $303 million related to
the LaSalle acquisition and $38 million and $79 million related to
the U.S. Trust Corporation acquisition.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During the
three and six months ended June 30, 2009, the $580 million and
approximately $1.1 billion merger-related charges for the Merrill
Lynch acquisition included $448 million and $880 million for
severance and other employee-related costs, $103 million and $141
million of system integration costs, and $29 million and $72
million in other merger-related costs.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Merger-related Exit Cost and
Restructuring Reserves</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents the changes in exit cost and restructuring reserves
for the three and six months ended June 30, 2009 and
2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"> <font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>    Exit Cost Reserves <sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup>    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>    Restructuring Reserves <sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup>    </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009        </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  <b>Balance,
January 1</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>523</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">377</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>86</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">108   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Exit costs and restructuring
charges:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merrill Lynch</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>n/a</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>382</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Countrywide</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>60</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">LaSalle</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">87</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1)</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">31   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. Trust Corporation</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Cash payments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(192)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(59)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(135)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(55)  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Balance, March 31</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>331</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">405</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>392</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">97   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Exit costs and restructuring
charges:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merrill Lynch</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>n/a</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>350</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Countrywide</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>48</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">LaSalle</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4)</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. Trust Corporation</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1)</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">MBNA</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Cash payments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(113)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(53)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(355)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(12)  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Balance, June 30</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>218</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">350</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>430</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">113   </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Exit cost
reserves were established in purchase accounting resulting in an
increase in goodwill.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1">Restructuring reserves were established by a charge to merger
and restructuring charges.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 4px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  n/a = not
applicable</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As of
December 31, 2008, there were $523 million of exit cost
reserves related to the Countrywide, LaSalle and U.S. Trust
Corporation acquisitions, including $347 million for severance,
relocation and other employee-related costs and $176 million for
contract terminations. During the three and six months ended
June 30, 2009, there were no increases to the exit cost
reserves. Cash payments of $113 million during the three months
ended June 30, 2009 consisted of $101 million in severance,
relocation and other employee-related costs and $12 million in
contract terminations. Cash payments of $305 million during the six
months ended June 30, 2009 consisted of $223 million in
severance, relocation and other employee-related costs and $82
million in contract terminations. Exit costs were not recorded in
purchase accounting for the Merrill Lynch acquisition in accordance
with SFAS 141R.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As of
December 31, 2008, there were $86 million of restructuring
reserves related to the Countrywide, LaSalle and U.S. Trust
Corporation acquisitions related to severance and other
employee-related costs. During the three and six months ended
June 30, 2009, $393 million and $834 million were added to the
restructuring reserves related to severance and other
employee-related costs primarily associated with the Merrill Lynch
acquisition. Cash payments of $355 million and $490 million during
the three and six months ended June 30, 2009 were all related
to severance and other employee-related costs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Payments
under exit cost and restructuring reserves associated with the U.S.
Trust Corporation acquisition will be substantially completed in
2009 while payments associated with the LaSalle, Countrywide and
Merrill Lynch acquisitions will continue into 2010.</font></p>
</div>
0.75
0.75
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr bgcolor="#E6E6E6">
<td valign="top"><font face="Times New Roman" size="2"><b>NOTE
12-Commitments and Contingencies</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In the normal
course of business, the Corporation enters into a number of
off-balance sheet commitments. These commitments expose the
Corporation to varying degrees of credit and market risk and are
subject to the same credit and market risk limitation reviews as
those instruments recorded on the Corporation’s Consolidated
Balance Sheet.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Credit Extension
Commitments</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation enters into commitments to extend credit such as loan
commitments, SBLCs and commercial letters of credit to meet the
financing needs of its customers. The unfunded legally binding
lending commitments shown in the following table are net of amounts
distributed (e.g., syndicated) to other financial institutions of
$39.4 billion and $46.9 billion at June 30, 2009 and
December 31, 2008. At June 30, 2009, the carrying amount
of these commitments, excluding fair value adjustments, was $2.0
billion, including deferred revenue of $35 million and a reserve
for unfunded legally binding lending commitments of $2.0 billion.
At December 31, 2008, the comparable amounts were $454
million, $33 million and $421 million. The carrying amount of these
commitments is recorded in accrued expenses and other
liabilities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The table
below also includes the notional value of commitments of $26.8
billion and $16.9 billion at June 30, 2009 and
December 31, 2008, which are measured at fair value in
accordance with SFAS 159. However, the table below excludes the
fair value adjustment of $1.45 billion and $1.12 billion on these
commitments that was recorded in accrued expenses and other
liabilities. For information regarding the Corporation’s loan
commitments accounted for at fair value, see <i>Note 16 –
Fair Value Disclosures.</i></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="54%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><font size=
"+0">  (Dollars in millions)</font></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Expires in 1<br />
year or less</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Expires after 1<br />
year through 3<br />
years</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Expires after 3<br />
years through<br />
5 years</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Expires</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>5 years</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Credit extension
commitments, June 30, 2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loan commitments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>149,809</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>169,915</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>56,397</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27,593</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>403,714  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Home equity lines of
credit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,621</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,662</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,242</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>86,732</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>100,257  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font size=
"+0"><font face="Times New Roman" size="2">  Standby
letters of credit and financial guarantees</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>30,450</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27,331</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,741</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,491</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>78,013  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commercial letters of
credit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,995</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>43</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,452</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,515  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font size=
"+0"><font face="Times New Roman" size="2">Legally binding
commitments</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>185,875</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>199,951</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>70,405</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>129,268</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>585,499  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font size=
"+0"><font face="Times New Roman" size="2">  Credit card
lines</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>583,534</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>583,534  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Total credit extension
commitments</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>769,409</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>199,951</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>70,405</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>129,268</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,169,033  </b></font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Credit extension
commitments, December 31, 2008</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loan commitments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">128,992</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">120,234</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">67,111</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">31,200</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">347,537  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Home equity lines of
credit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,883</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,322</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,799</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">96,415</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">107,419  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font size=
"+0"><font face="Times New Roman" size="2">  Standby
letters of credit and financial guarantees</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">33,350</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">26,090</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,328</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9,812</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">77,580  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commercial letters of
credit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,228</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,507</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">3,765  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font size=
"+0"><font face="Times New Roman" size="2">Legally binding
commitments</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">168,453</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">148,675</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">80,239</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">138,934</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">536,301  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font size=
"+0"><font face="Times New Roman" size="2">  Credit card
lines</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">827,350</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">827,350  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Total credit extension
commitments</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">995,803</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">148,675</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">80,239</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">138,934</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,363,651  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><font size="+0">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">At
June 30, 2009, the notional value of SBLC and financial
guarantees classified as investment grade and non-investment grade
based on the credit quality of the underlying reference name within
the instrument were $46.8 billion and $31.2 billion compared to
$54.4 billion and $23.2 billion at December 31,
2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><font size="+0">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
commitments to unconsolidated VIEs and certain QSPEs disclosed in
<i>Note 9 – Variable Interest Entities</i>, including $34.8
billion and $41.6 billion to multi-seller conduits, and $12.0
billion and $6.8 billion to municipal bond trusts at June 30,
2009 and December 31, 2008. Also includes commitments to
SPEs that are not disclosed in <i>Note 9 – Variable Interest
Entities</i> because the Corporation does not hold a significant
variable interest, including $669 million and $980 million to
customer-sponsored conduits at June 30, 2009 and
December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><font size="+0">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
business card unused lines of credit.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Legally
binding commitments to extend credit generally have specified rates
and maturities. Certain of these commitments have adverse change
clauses that help to protect the Corporation against deterioration
in the borrowers’ ability to pay.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Other
Commitments</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Global Principal Investments and
Other Equity Investments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the Corporation had
unfunded equity investment commitments of approximately $3.1
billion and $1.9 billion. These commitments generally relate
to the Corporation’s Global Principal Investments business,
which is comprised of a diversified portfolio of investments in
private equity, real estate and other alternative investments.
These investments are made either directly in a company or held
through a fund. Bridge equity commitments provide equity bridge
financing to facilitate clients’ investment activities. These
conditional commitments are generally retired prior to or shortly
following funding via syndication or the client’s decision to
terminate. Where the Corporation has a binding equity bridge
commitment and there is a market disruption or other unexpected
event, there is heightened exposure in the portfolio and higher
potential for loss, unless an orderly disposition of the exposure
can be made. At June 30, 2009, the Corporation did not have
any unfunded bridge equity commitments. The Corporation had funded
equity bridges of $1.2 billion that were committed prior to the
market disruption. These equity bridges are considered held for
investment and recorded in other assets at $407 million. During the
three and six months ended June 30, 2009, the Corporation
recorded $113 million and $263 million in losses related to these
investments through equity investment income.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Loan Purchases</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In 2005, the
Corporation entered into an agreement for the committed purchase of
retail automotive loans over a five-year period, ending
June 30, 2010. The Corporation purchased $3.0 billion of such
loans for the six months ending June 30, 2009 and purchased
$12.0 billion of such loans in 2008 under this agreement. As of
June 30, 2009, the Corporation was committed for additional
purchases of up to $10.0 billion over the remaining term of the
agreement. All loans purchased under this agreement are subject to
a comprehensive set of credit criteria. This agreement is accounted
for as a derivative liability which had a balance of $274 million
at June 30, 2009 and $316 million at December 31,
2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the Corporation had commitments to purchase
loans (e.g., residential mortgage and commercial real estate) of
$2.7 billion, which upon settlement will be included in loans or
loans held-for-sale.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Operating Leases</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation is a party to operating leases for certain of its
premises and equipment. Commitments under these leases approximate
$1.6 billion, $2.9 billion, $2.6 billion, $2.1 billion and $1.7
billion for the remainder of 2009 through 2013, respectively, and
$9.3 billion for all years thereafter.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Other Commitments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the Corporation had commitments to enter into
forward-dated resale and securities borrowing agreements of $89.6
billion. In addition, the Corporation had commitments to enter into
forward-dated repurchase and securities lending agreements of $73.1
billion. All of these commitments expire within the next 12
months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Beginning in
the second half of 2007, the Corporation provided support to
certain cash funds managed within <i>GWIM</i>. The funds for which
the Corporation provided support typically invested in high
quality, short-term securities with a portfolio weighted-average
maturity of 90 days or less, including securities issued by SIVs
and senior debt holdings of financial service companies. Due to
market disruptions, certain investments in SIVs and senior debt
securities were downgraded by the rating agencies and experienced a
decline in fair value. The Corporation entered into capital
commitments, under which the Corporation provided cash to these
funds in the event the net asset value per unit of a fund declined
below certain thresholds. At June 30, 2009 and
December 31, 2008, the Corporation had gross (i.e., funded and
unfunded) capital commitments to the funds of $972 million and $1.0
billion. Substantially all of these capital commitments will expire
during the fourth quarter of 2009. The Corporation does not expect
these capital commitments to be extended or renewed. During the
three and six months ended June 30, 2009, the Corporation had
gains of $50 million and losses of $67 million related to these
capital commitments compared to losses of $36 million and $256
million for the same periods in 2008. At June 30, 2009 and
December 31, 2008, the remaining loss exposure on capital
commitments was $207 million and $300 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation may from time to time, but is under no obligation to,
provide additional support to funds managed within <i>GWIM</i>.
Future support, if any, may take the form of additional capital
commitments to the funds or the purchase of assets from the
funds.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation does not consolidate the cash funds managed within
<i>GWIM</i> because the subordinated support provided by the
Corporation will not absorb a majority of the variability created
by the assets of the funds. In reaching this conclusion, the
Corporation considered both interest rate and credit risk. The cash
funds had total assets under management of $135.8 billion and
$185.9 billion at June 30, 2009 and December 31,
2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In connection
with federal and state securities regulators, the Corporation
agreed to purchase at par auction rate securities (ARS) held by
certain customers. During the six months ended June 30, 2009,
the Corporation purchased $4.2 billion of ARS from its customers.
At June 30, 2009, the Corporation’s outstanding buyback
commitment was $954 million including $745 million related to
Merrill Lynch.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition,
the Corporation has entered into agreements with providers of
market data, communications, systems consulting and other
office-related services. At June 30, 2009, the minimum fee
commitments over the remaining life of these agreements totaled
$1.9 billion.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Other
Guarantees</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Bank-owned Life
Insurance Book Value Protection</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation sells products that offer book value protection to
insurance carriers who offer group life insurance
policies to corporations, primarily banks. The book value
protection is provided on portfolios of intermediate
investment-grade fixed income securities and is intended to cover
any shortfall in the event that policyholders surrender their
policies and market value is below book value. To manage its
exposure, the Corporation imposes significant restrictions on
surrenders and the manner in which the portfolio is liquidated and
the funds are accessed. In addition, investment parameters of the
underlying portfolio are restricted. These constraints,
combined with structural protections, including a cap on the amount
of risk assumed on each policy, are designed to provide
adequate buffers and guard against payments even under extreme
stress scenarios. These guarantees are booked as derivatives and
marked to market in the trading portfolio. At June 30,
2009 and December 31, 2008, the notional amount of these
guarantees totaled $15.5 billion and $15.1 billion and the risk
adjusted notional amount of these guarantees totaled $4.9 billion
and $4.8 billion with estimated maturity
dates between 2030 and 2040. As of June 30,
2009 and December 31, 2008, the Corporation has not made a
payment under these products. The probability of surrender has
increased due to investment manager underperformance and
deteriorating financial health of policyholders, but remains a
small percentage of total notional.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Employee Retirement
Protection</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation sells products that offer book value protection
primarily to plan sponsors of Employee Retirement Income Security
Act of 1974 (ERISA) governed pension plans, such as 401(k) plans
and 457 plans. The book value protection is provided on
portfolios of intermediate/short-term investment-grade fixed income
securities and is intended to cover any shortfall in the event that
plan participants continue to withdraw funds after all
securities have been liquidated and there is
remaining book value. The Corporation retains the option
to exit the contract at any time. If the Corporation exercises
its option, the purchaser can require the Corporation
to purchase high quality fixed income securities, typically
government or government-backed agency securities, with
the proceeds of the liquidated assets to assure the return of
principal. To manage its exposure, the Corporation imposes
significant restrictions and constraints on the timing of the
withdrawals, the manner in which the portfolio is liquidated and
the funds are accessed, and the investment parameters of the
underlying portfolio. These constraints, combined with
structural protections, are designed to provide adequate buffers
and guard against payments even under extreme stress scenarios.
These guarantees are booked as derivatives and marked to market in
the trading portfolio. At June 30, 2009 and
December 31, 2008, the notional amount of these guarantees
totaled $37.7 billion and $37.4 billion with estimated maturity
dates between 2009 and 2014 if the exit option is
exercised on all deals. As of June 30, 2009 and
December 31, 2008, the Corporation has not made a payment
under these products and has assessed the probability of payments
under these guarantees as remote.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Merchant Services</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation provides credit and debit card processing services to
various merchants by processing credit and debit card transactions
on the merchants’ behalf. In connection with these services,
a liability may arise in the event of a billing dispute between the
merchant and a cardholder that is ultimately resolved in the
cardholder’s favor and the merchant defaults upon its
obligation to reimburse the cardholder. A cardholder, through its
issuing bank, generally has until the later of up to six months
after the date a transaction is processed or the delivery of the
product or service to present a chargeback to the Corporation as
the merchant processor. If the Corporation is unable to collect
this amount from the merchant, it bears the loss for the amount
paid to the cardholder. For the three and six months ended
June 30, 2009, the Corporation processed</font> <font face=
"Times New Roman" size="2">$79.6 billion and $154.4 billion of
transactions and recorded losses as a result of these chargebacks
of $7 million and $14 million. For the three and six months ended
June 30, 2008, the Corporation processed $95.1 billion and
$183.4 billion of transactions and recorded losses as a result of
these chargebacks of $5 million and $10 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the Corporation held
as collateral $41 million and $38 million of merchant escrow
deposits which the Corporation has the right to offset against
amounts due from the individual merchants. The Corporation also has
the right to offset any payments with cash flows otherwise due to
the merchant. Accordingly, the Corporation believes that the
maximum potential exposure is not representative of the actual
potential loss exposure. The Corporation believes the maximum
potential exposure for chargebacks would not exceed the total
amount of merchant transactions processed through Visa and
MasterCard for the last six months, which represents the claim
period for the cardholder, plus any outstanding delayed-delivery
transactions. As of June 30, 2009 and December 31, 2008,
the maximum potential exposure totaled approximately $118.9 billion
and $147.1 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 26, 2009, the Corporation contributed its merchant
processing business to a joint venture in exchange for a 46.5
percent ownership interest in the joint venture. The Corporation
will indemnify the joint venture for any losses resulting from
transactions processed through June 26, 2009 on the
contributed merchant portfolio. The joint venture will be liable
for any losses on transactions from the contributed portfolio that
occur after June 26, 2009. However, if the joint venture fails
to meet its obligation to reimburse the cardholder for disputed
transactions, then the Corporation could be held liable for the
disputed amount. The Corporation does not expect to make material
payments in connection with these guarantees.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Brokerage Business</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For a portion
of the Corporation’s brokerage business, the Corporation has
contracted with a third party to provide clearing services that
include underwriting margin loans to the Corporation’s
clients. This contract stipulates that the Corporation will
indemnify the third party for any margin loan losses that occur in
its issuing margin to the Corporation’s clients. The maximum
potential future payment under this indemnification was $637
million and $577 million at June 30, 2009 and
December 31, 2008. Historically, any payments made under this
indemnification have not been material. As these margin loans are
highly collateralized by the securities held by the brokerage
clients, the Corporation has assessed the probability of making
such payments in the future as remote. This indemnification would
end with the termination of the clearing contract.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Written Put Options</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
December 31, 2008, the Corporation provided liquidity support
in the form of written put options on $542 million of commercial
paper issued by CDOs. The underlying collateral in the CDOs
included mortgage-backed securities, ABS, and CDO securities issued
by other vehicles. These written put options were recorded as
derivatives on the Corporation’s Balance Sheet and were
carried at fair value with changes in fair value recorded in
trading account profits (losses). These arrangements were
terminated during the first quarter of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Other Derivative
Contracts</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation funds selected assets, including securities issued by
CDOs and CLOs, through derivative contracts, typically total return
swaps, with third parties and SPEs that are not consolidated on the
Corporation’s Balance Sheet. At June 30, 2009, the total
notional amount of these derivative contracts was approximately
$3.3 billion with commercial banks and $5.5 billion with SPEs. The
underlying securities are senior securities and substantially all
of the Corporation’s exposures are insured. Accordingly, the
Corporation’s exposure to loss consists principally of
counterparty risk to the insurers. In certain circumstances,
generally as a result of ratings downgrades, the Corporation may be
required to purchase the underlying assets, which would not result
in additional gain or loss to the Corporation as such exposure is
already reflected in the fair value of the derivative
contracts.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Other Guarantees</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation also sells products that guarantee the return of
principal to investors at a preset future date. These guarantees
cover a broad range of underlying asset classes and are designed to
cover the shortfall between the market value of the underlying
portfolio and the principal amount on the preset future date. To
manage its exposure, the Corporation requires that these guarantees
be backed by structural and investment constraints and certain
pre-defined triggers that would require the underlying assets or
portfolio to be liquidated and invested in zero-coupon bonds that
mature at the preset future date. The Corporation is required to
fund any shortfall at the preset future date between the proceeds
of the liquidated assets and the purchase price of the zero-coupon
bonds. These guarantees are booked as derivatives and marked to
market in the trading portfolio. At June 30, 2009 and
December 31, 2008, the notional amount of these guarantees
totaled $2.8 billion and $1.3 billion. These guarantees have
various maturities ranging from two to five years. At June 30,
2009 and December 31,</font> <font face="Times New Roman"
size="2">2008, the Corporation had not made a payment under these
products and has assessed the probability of payments under these
guarantees as remote.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation has entered into additional guarantee agreements,
including lease end obligation agreements, partial credit
guarantees on certain leases, real estate joint venture guarantees,
sold risk participation swaps and sold put options that require
gross settlement. The maximum potential future payment under these
agreements was approximately $7.6 billion and $7.3 billion at
June 30, 2009 and December 31, 2008. The estimated
maturity dates of these obligations are between 2009 and 2033. The
Corporation has made no material payments under these
guarantees.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For
additional information on recourse obligations related to
residential mortgage loans sold and other guarantees related to
securitizations, see <i>Note 8 –
Securitizations.</i></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Litigation and Regulatory
Matters</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
supplements the disclosure in <i>Note 13 – Commitments and
Contingencies</i> to the Consolidated Financial Statements filed as
Exhibit 99.2 to the Corporation’s Current Report on Form 8-K
filed on May 28, 2009 and in <i>Note 12 – Commitments
and Contingencies</i> to the Consolidated Financial Statements of
the Corporation’s Quarterly Report on Form 10-Q for the
quarter ended March 31, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Auction Rate Securities (ARS)
Claims</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
May 22, 2009, the plaintiffs filed a second amended
consolidated complaint in <i>In Re Merrill Lynch Auction Rate
Securities Litigation</i> (previously referenced as <i>Burton</i>
and <i>Stanton</i>). On July 24, 2009, Merrill Lynch filed a
motion to dismiss the second amended consolidated
complaint.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Since October
2007, numerous arbitrations and individual lawsuits have been filed
in various jurisdictions against the Corporation, Bank of America,
N.A. (BANA), Banc of America Securities LLC (BAS), Banc of America
Investment Services, Inc. (BAI) and Merrill Lynch, Pierce,
Fenner & Smith Incorporated (MLPF&S), and in some
cases also against Merrill Lynch, by parties who purchased auction
rate securities. The plaintiffs in these matters generally allege
various causes of action arising out of their purchases, including
fraud, negligence, and breach of fiduciary duty and other duties,
and seek compensatory damages totaling in excess of $2.0 billion as
well as rescission, among other relief.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Countrywide Bond Insurance
Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
July 8, 2009, the court granted in part and denied in
part the Countrywide defendants’ motion to
dismiss, allowing MBIA’s fraud and primary contract
claims to proceed, but dismissing MBIA’s negligent
misrepresentation claim. In addition, on July 10, 2009, MBIA
filed another action in Los Angeles County Superior Court captioned
<i>MBIA Insurance Company v. Bank of America Corporation,
Countrywide Financial Corporation, Countrywide Home Loans, Inc.,
Countrywide Securities Corporation, et. al,</i> which also names as
defendants several other Countrywide subsidiaries, various
securitization trusts, and certain former officers and directors of
Countrywide. This new action, which seeks to recover the insurance
payments made by MBIA to the securitization trusts and other
damages, is based upon the same allegations as the New York action
brought by MBIA, and pleads causes of action under California
securities law in addition to various fraud and misrepresentation
claims similar to those pleaded in the New York action.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Countrywide Mortgage-Backed
Securities Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 15, 2009, the court in <i>Luther</i> ordered the
plaintiffs to file a new action in federal court and stayed the
state court action pending such a filing.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Countrywide State and Local
Enforcement Actions</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
April 23, 2009, a Final Judgment and Consent Decree was
entered and resolved the Indiana lawsuit. On June 29, 2009, a
Final Judgment by Stipulation was entered and resolved the
Connecticut lawsuit. Accordingly, all of the lawsuits brought by
state attorneys general have been resolved as to CFC and its
affiliates. The administrative proceeding commenced by the Director
of the Washington State Department of Financial Institutions
against a CFC wholly-owned subsidiary remains pending.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Data Treasury
Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In the patent
infringement cases filed by Data Treasury Corporation against the
Corporation and BANA, the court has scheduled a trial in March
2010.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Heilig-Meyers
Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
May 14, 2009, the U.S. District Court for the Southern
District of New York denied BAS’s post trial motions to set
aside the verdict. BAS has filed an appeal in the U.S. Court of
Appeals for the Second Circuit.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>IndyMac</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
May 14, 2009, the Corporation, Countrywide Securities
Corporation, IndyMac MBS, IndyMac ABS, and other underwriters and
individuals, were named as defendants in a putative class action
complaint, entitled <i>Police & Fire Retirement System of
the City of Detroit v. IndyMac MBS, Inc., et al</i>., filed in the
U.S. District Court for the Southern District of New York. On
June 29, 2009, the Corporation and other underwriters and
individuals were named as defendants in another putative class
action complaint, entitled <i>Wyoming State Treasurer, et al. v.
John Olinski, et al</i>., also filed in the U.S. District Court for
the Southern District of New York. The allegations, claims, and
remedies sought in these cases are substantially similar to
those in the <i>IBEW Local 103</i> case, which was removed to the
U.S. District Court for the Central District of
California.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>In re Initial Public Offering
Securities Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 9, 2009, the U.S. District Court for the Southern
District of New York entered an order preliminarily approving the
settlement. If the District Court grants final approval to the
settlement and the decision survives any appeals that may be
brought, the settlement will resolve the claims of all settlement
class members (as defined in the settlement agreement) who do not
opt out.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Lehman Brothers Holdings,
Inc.</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In <i>re
Lehman Brothers Securities and ERISA Litigation</i>: BAS,
MLPF&S and other defendants have moved to dismiss the
consolidated amended complaint. All cases against the defendants
have now been transferred or conditionally transferred to the
multi-district litigation in the U.S. District Court for the
Southern District of New York.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Lyondell Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
July 23, 2009, an adversary proceeding, <i>Official Committee
of Unsecured Creditors v. Citibank, N.A., et al.</i>, was filed in
the United States Bankruptcy Court for the Southern District of New
York. This adversary proceeding, in which MLPF&S and Merrill
Lynch Capital Corporation and more than fifty other individuals and
entities are named defendants, relates to ongoing Chapter 11
bankruptcy proceedings in <i>In re Lyondell Chemical Company, et
al</i>. The plaintiff in the adversary proceeding, the Official
Committee of Unsecured Creditors of Lyondell Chemical Company and
affiliates (the Committee), alleges in its complaint that the
December 20, 2007 merger (the Basell Merger) between Lyondell
Chemical Company and Basell AF S.C.A. (Basell) rendered
LyondellBasell, Inc. (the combined company) insolvent, inadequately
capitalized, or unable to pay its debts. Merrill Lynch is the
administrative agent under an interim “bridge” facility
(the Bridge Facility) and one of the joint lead arrangers under a
senior credit facility (the Senior Facility). The Bridge Facility
and the Senior Facility were executed in connection with the Basell
Merger. Merrill Lynch is a secured lender under each facility. The
Committee alleges that certain loans made and liens granted in
connection with the Bridge Facility and Senior Facility were
fraudulent transfers and therefore avoidable under Section 548
of the Bankruptcy Code and state fraudulent transfer laws. The
Committee also seeks to recover fees and other payments, including
interest, made in connection with the Basell Merger and on account
of the facilities. Other claims against Merrill Lynch relate to its
role as advisor to Basell’s parent company, Access
Industries, in connection with the Basell Merger. The Committee
also seeks unspecified damages on the theory that Merrill Lynch
allegedly aided and abetted a breach of fiduciary duty.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>MBIA Insurance Corporation CDO
Litigation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Defendants
filed a motion to dismiss on July 1, 2009.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Merrill Lynch Subprime-Related
Matters</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%">
<font face="Times New Roman" size="2"><b><i>Connecticut Carpenters
Pension Fund, et al. v. Merrill Lynch & Co., Inc., et al.;
Iron Workers Local No. 25 Pension Fund v. Credit-Based Asset
Servicing and Securitization LLC, et al.; Public Employees’
Ret. System of Mississippi v. Merrill Lynch & Co. Inc.;
Wyoming State Treasurer v. Merrill Lynch & Co.
Inc.</i></b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">These cases
were consolidated and, on May 20, 2009, a consolidated amended
complaint was filed. On June 17, 2009, Merrill Lynch filed a
motion to dismiss the consolidated amended complaint.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>In Re Merrill Lynch &
Co., Inc. Securities, Derivative and ERISA
Litigation</i></b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
July 27, 2009, the U.S. District Court for the Southern
District of New York granted final approval of the Securities
Action settlement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Merrill Lynch Merger-Related
Matters</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 10, 2009, the Judicial Panel on Multidistrict Litigation
issued an order transferring the actions related to the
Corporation’s merger with Merrill Lynch pending in federal
courts outside the U.S. District Court for the Southern District of
New York for coordinated or consolidated pretrial proceedings with
securities actions, ERISA actions, and derivative actions pending
in the U.S. District Court for the Southern District of New York.
The securities actions, ERISA actions and derivative actions have
been separately consolidated and are now pending under the caption
<i>In re Bank of America Securities, Derivative, and Employment
Retirement Income Security Act (ERISA) Litigation</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
May 8, 2009, an amended complaint was filed in six
consolidated derivative actions pending in the Delaware Court of
Chancery, and on June 19, 2009, the Corporation and the
current and former directors named in the amended complaint filed
motions to dismiss.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation has previously disclosed inquiries by governmental
authorities relating to the Corporation’s acquisition of
Merrill Lynch and incentive compensation paid to employees for
2008. On August 3, 2009, the Corporation, without admitting or
denying the allegations set forth in a complaint filed that date by
the Securities and Exchange Commission (the SEC), consented to
entry of a final judgment by the U.S. District Court for the
Southern District of New York, relating to allegations that the
Corporation’s joint proxy statement filed on November 3, 2008
failed to disclose the discretionary incentive compensation that
Merrill Lynch could award to its employees prior to completion of
the acquisition. The proposed judgment, which is subject to court
approval, would enjoin the Corporation from directly or indirectly
violating Section 14(a) of the Securities Exchange Act of 1934 and
Rule 14a-9 thereunder and would also order the Corporation to pay a
civil money penalty of $33 million pursuant to Section 21(d)(3) of
the Securities Exchange Act of 1934.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
SEC’s inquiry relating to the Corporation’s acquisition
of Merrill Lynch is ongoing, and the Corporation continues to
cooperate with the SEC and other governmental
authorities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Miller</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 1, 2009, the California Supreme Court affirmed the Court
of Appeal’s November 20, 2006 reversal of the adverse
trial judgment in <i>Paul J. Miller v. Bank of America, N.A</i>.,
confirming that BANA’s practice of debiting from deposit
accounts governmental benefits, received by direct deposit, to
repay fees incurred in those same accounts did not constitute a
violation of California law.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Parmalat</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Proceedings in
Italy</i></b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 17, 2009, the Public Prosecutor’s Office for the
Court of Milan, Italy filed an appeal of the decision dated
December 18, 2008 by the Court of Milan, Italy. The latter
decision fully acquitted each of the former employees of all
criminal charges in the Milan proceedings.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On July 31,
2009, the Public Prosecutor’s Office for the Court of Parma,
Italy filed formal charges against 10 former employees and one
current employee of the Corporation, alleging the commission of
crimes of fraudulent bankruptcy, fraud, usury and embezzlement in
connection with the insolvency of Parmalat S.p.A.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Proceedings in the United
States</i></b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
July 28, 2009, the Corporation entered into settlement
agreements (Settlement Agreements) with Parmalat Finanziaria S.p.A
in Extraordinary Administration, Parmalat S.p.A. in Extraordinary
Administration, Parmalat S.p.A. and related Parmalat entities
in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Extraordinary Administration
(collectively, Parmalat). The Settlement Agreements resolve all
claims of Parmalat and its subsidiaries and affiliates (as defined
in the Settlement Agreements) against the Corporation and its
former and current employees which were or could have been asserted
in the Bondi Action, and any and all claims against the Corporation
and its former and current employees in other jurisdictions. In
addition to the release by the Corporation of its counterclaims in
the Bondi Action, consideration for the Settlement Agreements is
composed of cash and non-cash items equal to $100 million in value.
The Settlement Agreements will become final and binding on the
parties, and consideration is payable, only upon the entry of a
contribution bar order by the U.S. District Court for the Southern
District of New York. The Corporation intends to file its Request
for Entry of a Contribution Bar Order with the District Court
before the end of August 2009.</font></p>
</div>
0.02
672000000
1036000000
0
247000000
1169000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td valign="top" bgcolor="#E6E6E6">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE
4-Derivatives</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation designates derivatives as trading derivatives, economic
hedges, or as derivatives used for SFAS 133 hedge accounting
purposes. For additional information on the Corporation’s
derivatives and hedging activities, see <i>Note 1 – Summary
of Significant Accounting Principles</i> to the Consolidated
Financial Statements filed as Exhibit 99.2 to the
Corporation’s Current Report on Form 8-K filed on
May 28, 2009.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Derivative
Balances</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation enters into derivatives to facilitate client
transactions, for proprietary trading purposes and to manage risk
exposures. The following table identifies derivative instruments
included on the Consolidated Balance Sheet in derivative assets and
liabilities at June 30, 2009 and December 31, 2008.
Balances are provided on a gross basis, prior to the application of
the impact of counterparty and collateral netting. Total derivative
assets and liabilities are adjusted on an aggregate basis to take
into consideration the effects of legally enforceable master
netting agreements and have been reduced by the cash collateral
applied.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="42%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="23"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size="1"><b>Gross
Derivative Assets</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size="1"><b>Gross
Derivative Liabilities</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
billions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Contract/<br />
Notional <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Derivatives<br />
Used in<br />
Trading<br />
Activities<br />
and as<br />
Economic<br />
Hedges</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Derivatives<br />
Designated as<br />
SFAS 133<br />
Hedging<br />
Instruments <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Total </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Derivatives<br />
Used in<br />
Trading<br />
Activities<br />
and as<br />
Economic<br />
Hedges</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Derivatives<br />
Designated as<br />
SFAS 133<br />
Hedging<br />
Instruments <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Interest rate
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>49,577.5      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,288.6    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,293.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,260.4    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.6    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,261.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,130.4      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8.4    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7.1    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,696.1      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.1    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>90.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>90.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,550.3      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>90.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>90.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.8    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Foreign exchange
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>652.1      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>25.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4.0    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29.2    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.7    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Spot, futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,840.6      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>34.1    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>34.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>34.6    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.1    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>34.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>486.3      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>478.0      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17.2    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Equity
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>57.5      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>97.8      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4.2    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.7    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>249.0      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.0    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>31.0    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>31.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>257.9      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28.4    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.1    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Commodity
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>90.3      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,906.5      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.8    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.8    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>68.2      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6.7    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64.8      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6.5    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Credit
derivatives</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased
protection:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,634.7      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>195.7    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>195.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23.0    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return
swaps/other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15.9      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2.1    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.4    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>0.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written
protection:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,620.2      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>193.3    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>193.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return
swaps/other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>27.3      </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2.5    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>-    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2.5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4.5    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>-    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4.5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Gross derivative
assets/liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,750.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8.9    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,759.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,720.6    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.5    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,722.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Less: Legally enforceable
master netting agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,594.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,594.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Less: Cash collateral
applied</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(63.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(76.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)     </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> <b>Total derivative
assets/liabilities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>101.7</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>51.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
the total contract/notional amount of the derivatives outstanding
and includes both written and purchased protection.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Excludes
$4.4 billion of long-term debt designated as a hedge of foreign
currency risk.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="43%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="23"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size="1">Gross
Derivative Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size="1">Gross
Derivative Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
billions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Contract/<br />
Notional <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Derivatives<br />
Used in<br />
Trading<br />
Activities and<br />
as Economic<br />
Hedges</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Derivatives<br />
Designated as<br />
SFAS 133<br />
Hedging<br />
Instruments <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">Total </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Derivatives<br />
Used in<br />
Trading<br />
Activities and<br />
as Economic<br />
Hedges</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Derivatives<br />
Designated as<br />
SFAS 133<br />
Hedging<br />
Instruments <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Interest rate
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">26,577.4    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,213.2    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.2    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,215.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,186.0    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,186.0</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,432.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7.9    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7.9</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,731.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">61.9    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">61.9</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,656.6    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">60.2    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">60.2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Foreign exchange
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">438.9    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">17.5    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.6    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21.1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20.5    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.3    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Spot, futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,376.5    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">52.3    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">52.3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">51.3    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">51.3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">199.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7.5    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7.5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">175.7    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8.0    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8.0</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Equity
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">34.7    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.0    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.0</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">14.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.3    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">214.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.2    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">28.7    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">28.7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">217.5    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">27.4    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">27.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.9    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.0</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Commodity
contracts</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.4    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.1    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Futures and
forwards</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9.6    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.2    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.0    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.0</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">17.6    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15.6    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.7    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Credit
derivatives</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Purchased
protection:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,025.9    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">125.7    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">125.7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.4    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6.6    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.2    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Written
protection:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,000.0    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.4    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">118.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">118.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return swaps</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">6.2    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">0.4    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">-    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">0.1    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">-    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Gross derivative
assets/liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,529.7    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5.8    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,535.5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,498.0    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.4    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,499.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Less: Legally enforceable
master netting agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,438.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,438.4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Less: Cash collateral
applied</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(34.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(30.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">)     </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> <b>Total derivative
assets/liabilities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">62.3</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">30.7</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
the total contract/notional amount of the derivatives outstanding
and includes both written and purchased protection.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Excludes
$2.0 billion of long-term debt designated as a hedge of foreign
currency risk.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>ALM and Risk Management
Derivatives</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s asset and liability management (ALM) and risk
management activities include the use of derivatives to mitigate
risk to the Corporation including both derivatives that are
designated as SFAS 133 accounting hedges and economic hedges.
Interest rate, commodity, credit and foreign exchange contracts are
utilized in the Corporation’s ALM and risk management
activities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation maintains an overall interest rate risk management
strategy that incorporates the use of interest rate contracts to
minimize significant fluctuations in earnings that are caused by
interest rate volatility. The Corporation’s goal is to manage
interest rate sensitivity so that movements in interest rates do
not significantly adversely affect net interest income. As a result
of interest rate fluctuations hedged fixed-rate assets and
liabilities appreciate or depreciate in market value. Gains or
losses on the derivative instruments that are linked to the hedged
fixed-rate assets and liabilities are expected to substantially
offset this unrealized appreciation or depreciation.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Interest rate
contracts, which are generally non-leveraged generic interest rate
and basis swaps, options and futures, allow the Corporation to
manage its interest rate risk position. Non-leveraged generic
interest rate swaps involve the exchange of fixed-rate and
variable-rate interest payments based on the contractual underlying
notional amount. Basis swaps involve the exchange of interest
payments based on the contractual underlying notional amounts,
where both the pay rate and the receive rate are floating rates
based on different indices. Option products primarily consist of
caps, floors and swaptions. Futures contracts used for the
Corporation’s ALM activities are primarily index futures
providing for cash payments based upon the movements of an
underlying rate index.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Interest rate
and market risk can be substantial in the mortgage business. To
hedge interest rate risk in mortgage banking production income the
Corporation utilizes forward loan sale commitments and other
derivative instruments including purchased options. The Corporation
also utilizes derivatives such as interest rate options, interest
rate swaps, forward settlement contracts and euro-dollar futures as
economic hedges of the fair value of mortgage servicing rights
(MSRs). For additional information on MSRs, see <i>Note 18 –
Mortgage Servicing Rights</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation uses foreign currency contracts to manage the foreign
exchange risk associated with certain foreign currency-denominated
assets and liabilities, as well as the Corporation’s
investments in foreign subsidiaries. Foreign exchange contracts,
which include spot and forward contracts, represent agreements to
exchange the currency of one country for the currency of another
country at an agreed-upon price on an agreed-upon settlement date.
Exposure to loss on these contracts will increase or decrease over
their respective lives as currency exchange and interest rates
fluctuate.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation enters into derivative commodity contracts such as
futures, swaps, options and forwards as well as non-derivative
commodity contracts to provide price risk management services to
customers or to manage price risk associated with its physical and
financial commodity positions. The non-derivative commodity
contracts and physical inventories of commodities expose the
Corporation to earnings volatility. Cash flow and fair value
hedging provide a method to mitigate a portion of this earnings
volatility.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation purchases credit derivatives to manage credit risk
related to certain funded and unfunded credit exposures. Credit
derivatives include credit default swaps, total return swaps and
swaptions. These derivatives are accounted for as economic hedges
and changes in fair value are recorded in other income.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Derivatives Designated as SFAS 133
Hedging Instruments</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation uses various types of interest rate, commodity and
foreign exchange derivative contracts to protect against changes in
the fair value of its assets and liabilities due to fluctuations in
interest rates, exchange rates and commodity prices (fair value
hedges). The Corporation also uses these types of contracts to
protect against changes in the cash flows of its assets and
liabilities, and other forecasted transactions (cash flow hedges).
The Corporation hedges its net investment in consolidated foreign
operations determined to have functional currencies other than the
U.S. dollar using forward exchange contracts that typically settle
in 90 days, cross-currency basis swaps, and by issuing
foreign-denominated debt.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table summarizes certain information related to the
Corporation’s fair value derivative hedges accounted for
under SFAS 133 for the three and six months ended June 30,
2009 and 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="59%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="24"><font face="Times New Roman" size=
"1"><b>Amounts Recognized in Income for the Three Months
Ended</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1">June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Derivative</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Hedged<br />
Item</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Hedge<br />
Ineffectiveness</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Derivative</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Hedged<br />
Item</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Hedge<br />
Ineffectiveness</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  SFAS 133 fair value
hedges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
long-term borrowings</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,851</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,529</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(322</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,415</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,367</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(48</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate and foreign
currency risk on long-term borrowings </font><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,014</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(987</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,084</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,073</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
available-for-sale securities </font><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>207</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(231</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commodity price risk on
commodity inventory </font><font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(2,626</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,312</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(314</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(2,495</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,436</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(59</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="26" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="24"><font face="Times New Roman" size=
"1"><b>Amounts Recognized in Income for the Six Months
Ended</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size="1"><b>June
30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size="1">June
30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Derivative</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Hedged<br />
Item</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Hedge<br />
Ineffectiveness</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Derivative</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Hedged<br />
Item</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Hedge<br />
Ineffectiveness</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  SFAS 133 fair value
hedges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
long-term borrowings</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4,617</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,165</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(452</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(58</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">63</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate and foreign
currency risk on long-term borrowings </font><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>63</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>85</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,169</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,170</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
available-for-sale securities </font><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>260</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(312</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commodity price risk on
commodity inventory </font><font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>60</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(57</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(4,234</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,818</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(416</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,118</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,116</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
are recorded in interest expense on long-term debt.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
are recorded in interest income on AFS securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (3)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
are recorded in trading account profits (losses).</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 4px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  n/a = not
applicable</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table summarizes certain information related to the
Corporation’s cash flow and net investment hedges accounted
for under SFAS 133 for the three and six months ended June 30,
2009 and 2008. During the next 12 months, net losses in accumulated
OCI of approximately $460 million ($290 million after-tax) on
derivative instruments that qualified as cash flow hedges under
SFAS 133 are expected to be reclassified into earnings. These net
losses reclassified into earnings are expected to reduce net
interest income related to the respective hedged items.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="42%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="24"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Amounts</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Recognized in</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>OCI on</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>Derivatives <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Amounts</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Reclassified</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>from OCI into</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Income <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Hedge</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Ineffectiveness</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>and Amount</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Excluded from</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Effectiveness</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Testing <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1,2)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Amounts</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Recognized in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">OCI on</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Derivatives <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Amounts</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Reclassified</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1">from OCI into</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Income <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Hedge<br />
Ineffectiveness</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">and Amount</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Excluded from</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Effectiveness</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Testing <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1,2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  SFAS 133 cash flow
hedges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
variable rate portfolios </font><font face="Times New Roman"
size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3,4,5,6)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(187</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(376</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">285</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(352</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commodity price risk on
forecasted purchases and sales </font><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Price risk on equity
investments included in available-for-sale securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(79</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(182</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(374</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">206</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(352</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Net investment
hedges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Foreign exchange risk</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(8)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(3,015</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(46</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(53</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="47%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="24"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Amounts<br />
Recognized<br />
in OCI on<br />
Derivatives<br />
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Amounts<br />
Reclassified<br />
from OCI<br />
into<br />
Income <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Hedge<br />
Ineffectiveness</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>and Amount</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Excluded<br />
from<br />
Effectiveness<br />
Testing <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1,2)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Amounts<br />
Recognized<br />
in OCI on<br />
Derivatives<br />
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Amounts<br />
Reclassified<br />
from OCI<br />
into Income<br />
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Hedge<br />
Ineffectiveness<br />
and Amount<br />
Excluded from<br />
Effectiveness<br />
Testing <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1,2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  SFAS 133 cash flow
hedges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
variable rate portfolios </font><font face="Times New Roman"
size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3,4,5,6)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(786</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>38</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(445</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(608</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commodity price risk on
forecasted purchases and sales </font><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>63</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Price risk on equity
investments included in available-for-sale securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(54</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(147</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(26</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(781</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(592</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(608</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Net investment
hedges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Foreign exchange risk</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(8)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,999</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(107</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(79</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">)   </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"> (1)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
are on a pre-tax basis.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"> (2)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
related to SFAS 133 cash flow hedges represent hedge
ineffectiveness and amounts related to net investment hedges
represent amounts excluded from effectiveness testing.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"> (3)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Losses
reclassified from OCI reduced interest income on assets by $64
million and $104 million and increased interest expense $312
million and $248 million during the three months ended
June 30, 2009 and 2008. Losses reclassified from OCI reduced
interest income on assets by $107 million and $205 million and
increased interest expense $679 million and $403 million during the
six months ended June 30, 2009 and 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"> (4)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Hedge
ineffectiveness of $35 million and $38 million were recorded in
interest income during the three and six months ended June 30,
2009. Hedge ineffectiveness of $(5) million and $(8) million were
recorded in interest expense during the three and six months ended
June 30, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"> <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
recognized in OCI on derivatives exclude amounts related to
terminated hedges of available-for-sale securities of $(6) million
and $65 million for the three and six months ended June 30,
2009 compared to $(22) million and $18 million for the same periods
in 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"> <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
reclassified from OCI exclude amounts related to derivative
interest accruals which increased interest income by $53 million
and $56 million for the three and six months ended June 30, 2009
compared to amounts which increased interest expense by $47 million
and $69 million for the same periods in 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"> <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Gains
reclassified from OCI into income were recorded in trading account
profits (losses).</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"> (8)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
recognized in OCI on derivatives exclude losses of $472 million and
$439 million related to long-term debt designated as a net
investment hedge for the three and six months ended June 30,
2009.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 4px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"> n/a = not applicable</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Economic Hedges</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Derivatives
designated as economic hedges are used by the Corporation to reduce
certain risk exposure but are not accounted for as qualifying SFAS
133 hedges. The following table presents gains (losses) on these
derivatives for the three and six months ended June 30, 2009
and 2008. These gains (losses) are partially offset by the income
or expense that is recorded on the economic hedged item.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="71%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Six Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Price risk on mortgage
banking production income</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1,
2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,437</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">100</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,692</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">144</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate risk on
mortgage banking servicing income</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,386</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(558</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,176</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(292</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Credit risk on loans and
leases</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(342</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(59</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(272</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">279</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate and foreign
currency risk on long-term borrowings and other foreign exchange
transactions</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">112</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(518</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,320</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(31</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(18</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">35</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,294</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(432</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>708</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,486</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Gains
(losses) on these derivatives are recorded in mortgage banking
income.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
gain on interest rate lock commitments related to the origination
of mortgage loans that will be held for sale, which are considered
derivative instruments, of $1.2 billion and $3.7 billion for the
three and six months ended June 30, 2009 compared to $12
million and $69 million for the same periods in 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (3)</sup>  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Gains
(losses) on these derivatives are recorded in other
income.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Sales and Trading
Revenue</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation enters into trading derivatives to facilitate client
transactions, for proprietary trading purposes, and to manage risk
exposures arising from trading assets and liabilities. It is the
Corporation’s policy to include these derivative instruments
in its trading activities which includes derivative and
non-derivative cash instruments. The resulting risk from these
derivatives is managed on a portfolio basis as part of the
Corporation’s <i>Global Markets</i> business segment. The
related sales and trading revenue generated within <i>Global
Markets</i> is recorded on different income statement line items
including trading account profits (losses) and net interest income
as well as other revenue categories. The vast majority of income
related to derivative instruments is recorded in trading account
profits (losses). The following table identifies the amounts in the
income statement line items attributable to the Corporation’s
sales and trading revenue categorized by primary risk for the three
and six months ended June 30, 2009 and 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="47%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="32"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Trading <br />
Account <br />
Profits </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>(Losses) </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other  <br />
Revenues  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Net <br />
Interest <br />
Income </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading <br />
Account <br />
Profits <br />
(Losses) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Other  <br />
Revenues  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Net <br />
Interest <br />
Income </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate
risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(343</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>277</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(61</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">460</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">23</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">485</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Foreign exchange
risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>305</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>315</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">271</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">276</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Equity risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>359</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>792</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,165</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">40</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">187</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">43</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">270</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Credit risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,704</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(386</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,175</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,493</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(686</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(635</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,048</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(273</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other risk</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(16</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(120</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(146</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">98</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">113</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total sales and trading
revenue</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,015</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>399</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,352</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,766</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">183</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(420</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,108</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">871</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Non-sales and
trading-related revenue </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>149</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>n/a</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>n/a</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>149</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">174</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">174</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,164</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>399</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,352</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,915</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">357</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(420</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,108</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,045</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="32"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Trading <br />
Account <br />
Profits </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other  <br />
Revenues  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Net <br />
Interest <br />
Income </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading <br />
Account <br />
Profits <br />
(Losses) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Other  <br />
Revenues  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Net <br />
Interest <br />
Income </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest rate
risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,547</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>601</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,168</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">799</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">29</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">841</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Foreign exchange
risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>652</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>670</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">611</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">621</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Equity risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,145</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,391</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>78</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,614</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">42</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">393</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">133</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">568</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Credit risk</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,908</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,474</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,674</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,967</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,870</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,981</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,856</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other risk</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>683</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(273</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>374</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">96</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">44</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">132</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total sales and trading
revenue</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,935</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(94</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,093</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,934</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,419</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,417</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,142</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(694</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Non-sales and
trading-related revenue </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>430</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>n/a</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>n/a</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>430</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,365</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(94</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,093</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>10,364</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,426</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,417</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,142</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(701</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 2px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  n/a = not
applicable</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Credit
Derivatives</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation enters into credit derivatives primarily to facilitate
client transactions and to manage credit risk exposures. Credit
derivatives derive value based on an underlying third
party-referenced obligation or a portfolio of referenced
obligations and generally require the Corporation as the seller of
credit protection to make payments to a buyer upon the occurrence
of a predefined credit event. Such credit events generally include
bankruptcy of the referenced credit entity and failure to pay under
the obligation, as well as acceleration of indebtedness and payment
repudiation or moratorium. For credit derivatives based on a
portfolio of referenced credits or credit indices, the Corporation
may not be required to make payment until a specified amount of
loss has occurred and/or may only be required to make payment up to
a specified amount.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Credit
derivative instruments in which the Corporation is the seller of
credit protection and their expiration at June 30, 2009 and
December 31, 2008 are summarized as follows. These instruments
have been classified as investment and non-investment grade based
on the credit quality of the underlying reference
obligation.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="52%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1"><b>Carrying Value</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Less than One  <br />
Year </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>One to Three  <br />
Years </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Three to Five Years  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Over Five  <br />
Years </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,542</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,488</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23,641</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>37,987</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>76,658  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,081</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>26,457</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>39,363</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>46,711</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>116,612  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,623</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>38,945</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>63,004</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>84,698</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>193,270  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return
swaps/other:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>121</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>133</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>76</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,227</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,557  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>26</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>192</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>519</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,234</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,971  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>147</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>325</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>595</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,461</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,528  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total credit
derivatives</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,770</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>39,270</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>63,599</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>88,159</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>197,798  </b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="14">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Maximum
Payout/Notional</b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>133,573</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>314,538</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>657,512</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>386,927</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,492,550  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>137,306</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>286,543</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>358,020</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>345,777</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,127,646  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>270,879</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>601,081</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,015,532</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>732,704</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,620,196  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return
swaps/other:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>369</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>290</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,537</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,397</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,593  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>559</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>639</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>882</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>12,631</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,711  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>928</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>929</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,419</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>22,028</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>27,304  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total credit
derivatives</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>271,807</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>602,010</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,018,951</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>754,732</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,647,500  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; PAGE-BREAK-BEFORE: always">
</p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="59%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="14">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">December 31, 2008</font></p>
</td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1">Carrying Value</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Less<br />
than<br />
One  <br />
Year </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1">One
to<br />
Three  <br />
Years </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1">Three
to<br />
Five<br />
Years  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Over Five Years  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,039</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13,062</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">32,594</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">29,153</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">75,848  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,483</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">9,222</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">19,243</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">13,012</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">42,960  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,522</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">22,284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">51,837</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">42,165</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">118,808  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return
swaps/other:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">36</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">57  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total credit
derivatives</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,558</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">22,292</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">51,837</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">42,178</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">118,865  </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="14">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Maximum
Payout/Notional</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Credit default swaps:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">49,535</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">169,508</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">395,768</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">187,075</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">801,886  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17,217</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">48,829</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">89,650</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">42,452</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">198,148  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">66,752</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">218,337</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">485,418</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">229,527</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,000,034  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Total return
swaps/other:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"> Non-investment grade</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,178</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">628</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">37</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,360</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">6,203  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total credit
derivatives</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">67,930</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">218,965</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">485,455</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">233,887</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,006,237  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"> <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
Corporation considers ratings of BBB- or higher as meeting the
definition of investment grade.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"> <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
non-rated credit derivative instruments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The notional
value represents the maximum amount payable by the Corporation for
most credit derivatives. However, the Corporation does not solely
monitor its exposure to credit derivatives based on notional value
because this measure does not take into consideration the
probability of occurrence. As such, the notional value is not a
reliable indicator of the Corporation’s exposure to these
contracts. Instead, a risk framework is used to define risk
tolerances and establish limits to help ensure that certain credit
risk-related losses occur within acceptable, predefined
limits.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation economically hedges its market risk exposure to credit
derivatives by entering into a variety of offsetting derivative
contracts and security positions. For example, in certain
instances, the Corporation may purchase credit protection with
identical underlying referenced names to offset its exposure. The
carrying value and notional value of written credit protection for
which the Corporation held purchased protection with identical
underlying referenced names at June 30, 2009 was $166.1
billion and $2.3 trillion compared to $92.4 billion and $819.4
billion at December 31, 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Credit Risk Management of
Derivatives and Credit-related Contingent
Features</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation executes the majority of its derivative positions in
the over-the-counter market with large, international financial
institutions, including broker/dealers and, to a lesser degree,
with a variety of non-financial companies. Substantially all of the
derivative transactions are executed on a daily margin basis.
Therefore, events such as a credit downgrade (depending on the
ultimate rating level) or a breach of credit covenants would
typically require an increase in the amount of collateral required
of the counterparty (where applicable), and/or allow the
Corporation to take additional protective measures such as early
termination of all trades. Further, as discussed above, the
Corporation enters into legally enforceable master netting
agreements which reduce risk by permitting the closeout and netting
of transactions with the same counterparty upon the occurrence of
certain events.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Substantially
all of the Corporation’s derivative contracts contain credit
risk-related contingent features, primarily in the form of
International Swaps and Derivatives Association, Inc. (ISDA) master
agreements that aid in enhancing the creditworthiness of these
instruments as compared to other obligations of the respective
counterparty with whom the Corporation has transacted (e.g., other
debt or equity). These contingent features may be for the benefit
of the Corporation, as well as its counterparties in respect to
changes in the Corporation’s creditworthiness. At
June 30, 2009, the Corporation received cash and securities
collateral of $74.8 billion and posted cash and securities
collateral of $85.0 billion in the normal course of business under
derivative agreements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In connection
with certain over-the-counter derivatives transactions and other
trading agreements, the Corporation could be required to provide
additional collateral or to terminate transactions with certain
counterparties in the event of a downgrade of the senior debt
ratings of Bank of America Corporation and its subsidiaries. The
amount of additional collateral required depends on the contract
and is usually a fixed incremental amount and/or the market value
of the exposure. At June 30, 2009, the amount of
additional collateral and termination payments that would be
required for such derivatives transactions and trading agreements
was approximately $1.8 billion if the long-term credit rating of
Bank of America Corporation and its subsidiaries was incrementally
downgraded by one level by all rating agencies. A second
incremental one level downgrade by the rating agencies would have
required approximately $1.1 billion in additional
collateral.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation records counterparty credit risk valuation adjustments
on derivative assets, including our credit default protection
purchased, in order to properly reflect the credit quality of the
counterparty. These adjustments are necessary as the market quotes
on derivatives do not fully reflect the credit risk of the
counterparties to the derivative assets. The Corporation considers
collateral and legally enforceable master netting agreements that
mitigate its credit exposure to each counterparty in determining
the counterparty credit risk valuation adjustment. All or a portion
of these counterparty credit risk valuation adjustments can be
reversed or otherwise adjusted in future periods due to changes in
the value of the derivative contract, collateral, and
creditworthiness of the counterparty. During the three and six
months ended June 30, 2009, credit valuation adjustments for
counterparty credit risk related to derivative assets of $697
million and $491 million compared to $44 million and $(718) million
during the same periods in 2008 were recognized as trading account
profits (losses). At June 30, 2009, the cumulative
counterparty credit risk valuation adjustment that was netted
against the derivative asset balance was $11.6 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition,
the fair value of the Corporation or its subsidiaries’
derivative liabilities is adjusted to reflect the impact of the
Corporation’s credit quality. During the three and six months
ended June 30, 2009, credit valuation adjustments of $(1.6)
billion and $83 million compared to $88 million and $241 million
for the same periods in 2008 were recognized in trading account
profits (losses) for changes in the Corporation or its
subsidiaries’ credit risk. At June 30, 2009, the
Corporation’s cumulative credit risk valuation adjustment
that was netted against the derivative liabilities balance was $1.6
billion.</font></p>
</div>
-32000000
1238000000
0
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td valign="top" bgcolor="#E6E6E6">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>Note 16 – Fair Value
Disclosures</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">SFAS 157
defines fair value as the exchange price that would be received for
an asset or paid to transfer a liability (an exit price) in the
principal or most advantageous market for the asset or liability in
an orderly transaction between market participants on the
measurement date. The Corporation determines the fair values of its
financial instruments based on the fair value hierarchy established
in SFAS 157 which requires an entity to maximize the use of
observable inputs and minimize the use of unobservable inputs when
measuring fair value. The standard describes three levels of inputs
that may be used to measure fair value. The Corporation carries
certain corporate loans and loan commitments, LHFS, securities
financing agreements, long-term deposits and certain structured
notes that are classified as long-term debt at fair value in
accordance with SFAS 159. The Corporation also carries at fair
value trading account assets and liabilities, derivative assets and
liabilities, AFS debt securities, MSRs, and certain other assets. A
detailed discussion regarding the fair value hierarchy and how the
Corporation measures fair value is presented in <i>Note 1 –
Summary of Significant Accounting Principles</i> to the
Consolidated Financial Statements filed as Exhibit 99.2 to the
Corporation’s Current Report on Form 8-K filed on
May 28, 2009.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Fair Value
Measurement</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Level 1, 2 and 3 Valuation
Techniques</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Financial
instruments are considered Level 1 when valuation can be based on
quoted prices in active markets for identical assets or
liabilities. Level 2 financial instruments are valued using quoted
prices for similar assets or liabilities; quoted prices in markets
that are not active; or models using inputs that are observable or
can be corroborated by observable market data of substantially the
full term of the assets or liabilities. Financial instruments are
considered Level 3 when their values are determined using pricing
models, discounted cash flow methodologies or similar techniques
and at least one significant model assumption or input is
unobservable and when determination of the fair value requires
significant management judgment or estimation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation also uses market indices for direct inputs to certain
models, where the cash settlement is directly linked to
appreciation or depreciation of that particular index (primarily in
the context of structured credit products). In those cases, no
material adjustments are made to the index-based values. In other
cases, market indices are also used as inputs to valuation, but are
adjusted for trade specific factors such as rating, credit quality,
vintage and other factors.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Corporate Loans and Loan
Commitments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of loans and loan commitments are based on market prices,
where available, or discounted cash flows using market-based credit
spreads of comparable debt instruments or credit derivatives of the
specific borrower or comparable borrowers. Results of discounted
cash flow calculations may be adjusted, as appropriate, to reflect
other market conditions or the perceived credit risk of the
borrower.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Securities Financing
Agreements</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of certain reverse repurchase arrangements, repurchase
arrangements, and securities borrowed transactions are determined
using quantitative models, including discounted cash flow models
that require the use of multiple market inputs including interest
rates and spreads to generate continuous yield or pricing curves
and volatility factors. The majority of market inputs are actively
quoted and can be validated through external sources, including
brokers, market transactions and third party pricing services. As
part of certain securities lending agreements, securities are
received as collateral and are recorded at fair market value in
other assets, and the liability to return these securities is
recorded at fair market value in accrued expenses and other
liabilities.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="100%"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 0.6em; TEXT-INDENT: -0.6em"><font face=
"Times New Roman" size="2"><b>Deposits, Commercial Paper and Other
Short-term Borrowings and Certain Structured Notes that are
Classified as Long-term debt</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of deposits, commercial paper and other short-term
borrowings and certain structured notes that are classified as
long-term debt are determined using quantitative models, including
discounted cash flow models that require the use of multiple market
inputs including interest rates and spreads to generate continuous
yield or pricing curves and volatility factors. The majority of
market inputs are actively quoted and can be validated through
external sources, including brokers, market transactions and third
party pricing services. The Corporation considers, consistent with
the requirements of SFAS 157, the impact of its own
creditworthiness in the valuation of these liabilities. The credit
risk is determined by reference to existing direct market costs of
credit.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Trading Account Assets and
Liabilities and Available-for-Sale Debt Securities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of trading account assets and liabilities are primarily
based on actively traded markets where prices are based on either
direct market quotes or observed transactions. The fair values of
AFS debt securities are generally based on quoted market prices or
market prices for similar assets. Liquidity is a significant factor
in the determination of the fair values of trading account assets
or liabilities and AFS debt securities. Market price quotes may not
be readily available for some positions, or positions within a
market sector where trading activity has slowed significantly or
ceased such as certain CDO positions and certain ABS. Some of these
instruments are valued using a net asset value approach, which
considers the value of the underlying securities. Underlying assets
are valued using external pricing services, where available, or
matrix pricing based on the vintages and ratings. Situations of
illiquidity generally are triggered by the market’s
perception of credit uncertainty regarding a single company or a
specific market sector. In these instances, fair value is
determined based on limited available market information and other
factors, principally from reviewing the issuer’s financial
statements and changes in credit ratings made by one or more rating
agencies.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Derivative Assets and
Liabilities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of derivative assets and liabilities traded in the
over-the-counter market are determined using quantitative models
that require the use of multiple market inputs including interest
rates, prices, and indices to generate continuous yield or pricing
curves and volatility factors, which are used to value the
position. The majority of market inputs are actively quoted and can
be validated through external sources, including brokers, market
transactions and third party pricing services. Estimation risk is
greater for derivative asset and liability positions that are
either option-based or have longer maturity dates where observable
market inputs are less readily available or are unobservable, in
which case, quantitative-based extrapolations of rate, price or
index scenarios are used in determining fair values. The fair
values of derivative assets and liabilities include adjustments for
market liquidity, counterparty credit quality and other deal
specific factors, where appropriate. Consistent with the way the
Corporation fair values long-term deposits, commercial paper and
other short-term borrowings and certain structured notes as
discussed above, the Corporation incorporates, within its fair
value measurements of over-the-counter derivatives, the net credit
differential between the counterparty credit risk and the
Corporation’s own credit risk. An estimate of severity of
loss is also used in the determination of fair value,
primarily based on historical experience, adjusted for recent
name specific expectations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Mortgage Servicing
Rights</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of MSRs are determined using models which depend on
estimates of prepayment rates, the resultant weighted-average lives
of the MSRs and the OAS levels. For more information on MSRs, see
<i>Note 18 – Mortgage Servicing Rights</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Loans Held-for-Sale</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of LHFS are based on quoted market prices, where available,
or are determined by discounting estimated cash flows using
interest rates approximating the Corporation’s current
origination rates for similar loans adjusted to reflect the
inherent credit risk.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Other Assets</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation fair values certain other assets including AFS equity
securities and certain retained residual interests in
securitization vehicles. The fair values of AFS equity securities
are generally based on quoted market prices or market prices for
similar assets. However, non-public investments are initially
valued at transaction price and subsequently adjusted when evidence
is available to support such adjustments. Retained residual
interests in securitization vehicles are based on certain
observable inputs such as interest rates and credit spreads, as
well as unobservable inputs such as estimated net charge-off and
payment rates.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For private
equity and principal investments held at fair value, valuation
methodologies include publicly traded comparables derived by
multiplying a key performance metric (e.g., earnings before
interest, taxes, depreciation and amortization) of the portfolio
company by the relevant valuation multiple observed for comparable
companies, acquisition comparables, entry level multiples, or
discounted cash flows and are subject to appropriate discounts for
lack of liquidity or marketability. Other factors which may
influence changes to the fair value include, but are not limited
to, recapitalizations, subsequent rounds of financing, and
offerings in the equity or debt capital markets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Asset-backed Secured
Financings</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
values of asset-backed secured financings are based on external
broker bids, where available, or are determined by discounting
estimated cash flows using interest rates approximating the
Corporation’s current origination rates for similar loans
adjusted to reflect the inherent credit risk.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Recurring Fair Value</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Assets and
liabilities measured at fair value on a recurring basis at
June 30, 2009, including financial instruments for which the
Corporation accounts for in accordance with SFAS 159, are
summarized in the table below:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="57%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="15"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size="1"><b>Fair
Value Measurements Using</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Netting<br />
Adjustments <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Assets/Liabilities<br />
at Fair Value</b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Federal funds sold and
securities borrowed or purchased under agreements to
resell</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>69,826</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>69,826  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. government and agency
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>20,612</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>50,712</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>71,324  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading loans, and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,820</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>43,287</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,578</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>58,685  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15,444</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,804</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,433</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29,681  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,040</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,778</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>865</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,683  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset- backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,731</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,098  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>56,916</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>116,312</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26,243</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>199,471  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,445</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,720,674</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>34,712</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,658,124</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>101,707  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. Treasury securities and agency
debentures</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,030</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,886</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,916  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage-backed securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 6em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>137,468</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>137,468  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 6em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency collateralized mortgage
obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,862</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,862  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 6em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>33,559</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,897</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>42,456  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>114</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,050</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,061</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,225  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,541</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,942</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,483  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,676</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,147</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,776</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22,599  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Tax-exempt securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>10,404</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,106</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>12,510  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total available-for-sale
debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,820</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>222,917</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,782</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>257,519  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,962</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,962  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,535</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,535  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans
held-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>30,989</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,313</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>38,302  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,576</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,970</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,168</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>30,714  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>92,757</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,166,688</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>121,715</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,658,124</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>723,036  </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size=
"2"><b>  Liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest-bearing deposits in
domestic offices</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,658</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,658  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Federal funds purchased and
securities loaned or sold under agreements to repurchase</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>48,601</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>48,601  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. government and agency
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,309</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,744</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16,053  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,287</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,562</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,849  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,436</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>859</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>352</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,647  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities and
other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,828</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,835  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total trading account
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>35,032</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,993</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>359</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>53,384  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Derivative
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,943</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,693,842</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>25,311</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,670,796</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>51,300  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Commercial paper and other
short-term borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,387</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,387  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,055</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>357</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,063</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,475  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>35,721</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,289</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>41,010  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total
liabilities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>49,030</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,799,559</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>33,022</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,670,796</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>210,815  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represent the impact of legally enforceable master netting
agreements that allow the Corporation to settle positive and
negative positions and also cash collateral held or placed with the
same counterparties.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Loans and
leases at June 30, 2009 included $22.4 billion of leases that
were not eligible for the fair value option as leases are
specifically excluded from fair value option election in accordance
with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Other
assets is primarily comprised of AFS equity securities and other
equity investments. Substantially all of other assets are eligible
for, and the Corporation has not chosen to elect, fair value
accounting at June 30, 2009.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Assets and
liabilities measured at fair value on a recurring basis at
December 31, 2008, including financial instruments for which
the Corporation accounts for in accordance with SFAS 159, are
summarized in the table below:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="58%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="15"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size=
"2">    Fair Value Measurements Using    </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="2">Level
1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="2">Level
2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="2">Level
3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"2">Netting<br />
Adjustments </font><font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="2">Assets/Liabilities<br />
at Fair Value</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Federal funds sold and
securities borrowed or purchased under agreements to
resell</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,330</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,330  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">44,889</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">107,315</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,318</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">159,522  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,109</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,525,106</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,289</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,473,252</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">62,252  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,789</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">255,413</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">18,702</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">276,904  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,413</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,413  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12,733</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12,733  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans
held-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15,582</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,382</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">18,964  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">25,089</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,245</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,572</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">29,906  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">74,876</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,906,991</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">59,409</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(1,473,252</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">568,024  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="3" height="16"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size=
"2"><b>  Liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest-bearing deposits in
domestic offices</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,717</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,717  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">42,974</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">14,313</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">57,287  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Derivative
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,872</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,488,509</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,019</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,468,691</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">30,709  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,940</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,978  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total
liabilities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">47,884</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,504,539</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">7,959</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(1,468,691</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">91,691  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represent the impact of legally enforceable master netting
agreements that allow the Corporation to settle positive and
negative positions and also cash collateral held or placed with the
same counterparties.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Loans and
leases at December 31, 2008 included $22.4 billion of leases
that were not eligible for the fair value option as leases are
specifically excluded from fair value option election in accordance
with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Other
assets is primarily comprised of AFS equity securities and other
equity investments. Substantially all of other assets are eligible
for, and the Corporation has not chosen to elect, fair value
accounting at December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The tables
below present a reconciliation of all assets and liabilities
measured at fair value on a recurring basis using significant
unobservable inputs (Level 3) during the three and six months ended
June 30, 2009 and 2008, including realized and unrealized
gains (losses) included in earnings and OCI.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="52%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="top" colspan="24">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>  Level 3
– Fair Value Measurements</i></b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="22"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30, 2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Balance<br />
April 1, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Included in<br />
Earnings</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Included in<br />
OCI</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Purchases,<br />
Issuances, and<br />
Settlements</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Transfers<br />
in to / out of<br />
Level 3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Balance<br />
June 30,</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading loans, and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,458</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,259</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(746</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,578</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,671</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(104</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,433</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>601</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>174</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>865</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset- backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,623</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>96</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,426</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(2,778</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28,353</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>199</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,074</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,383</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26,243</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net derivative assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,416</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>406</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,580</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,159</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,401</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 6em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,364</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(637</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,936</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,510</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>744</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,897</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,219</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,061</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,725</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>136</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(115</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>206</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,942</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,700</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>132</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(196</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(859</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,776</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Tax-exempt securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>267</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(17</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,326</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>530</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,106</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total available-for-sale
debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22,275</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(727</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,087</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,474</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,782</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,955</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,171</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,164</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,962</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,096</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,829</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>610</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,535</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans held-for-sale</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,362</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>269</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(198</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(120</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,313</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,055</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>146</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(43</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,168</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(326</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(352</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,783</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>603</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>78</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,063</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Long-term debt</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(8,067</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,112</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>370</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,520</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(5,289</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Net
derivatives at June 30, 2009 included derivative assets of
$34.7 billion and derivative liabilities of $25.3
billion.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represent items which are accounted for at fair value in accordance
with SFAS 159 including commercial loan commitments, certain loans
held-for-sale, structured notes that are recorded as long-term
debt, and secured financings recorded in accrued expenses and other
liabilities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Other
assets is primarily comprised of AFS equity securities and other
equity investments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="55%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="top" colspan="23">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>  Level 3
– Fair Value Measurements</i></b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="21"><font face="Times New Roman" size="1">Three
Months Ended June 30, 2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Balance<br />
March 31, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Included in<br />
Earnings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Included in<br />
OCI</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Purchases,<br />
Issuances, and<br />
Settlements</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Transfers<br />
in to / out of<br />
Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Balance</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">June 30,<br />
2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,522</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(211</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(227</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">562</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,646</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net Derivative assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">316</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(801</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,949</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(147</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,317</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9,658</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(310</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">78</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,263</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,161</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,324</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,057</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">55</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(98</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,014</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,163</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">635</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">452</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,250</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans held-for-sale</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,222</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(50</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(305</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,145</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,012</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,274</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">171</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(436</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,012</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(903</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">180</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(723</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Net
derivatives at June 30, 2008 included derivative assets of
$10.3 billion and derivative liabilities of $9.0
billion.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represent items which are accounted for at fair value in accordance
with SFAS 159 including commercial loans, loan commitments and
loans held-for-sale.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Other
assets is primarily comprised of AFS equity securities and other
equity investments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="52%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="28"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Fair Value
Measurements</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="26"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Balance<br />
January 1,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Merrill<br />
Lynch<br />
Acquisition</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Included<br />
in<br />
Earnings</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Included<br />
in OCI</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Purchases,<br />
Issuances,<br />
and<br />
Settlements</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Transfers<br />
in to / out of<br />
Level 3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Balance<br />
June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading loans, and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,540</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,012</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(272</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,445</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>743</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,578</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>546</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,848</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(278</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,543</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(226</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,433</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>30</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>761</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>865</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset- backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,232</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,294</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(165</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,658</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,652</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,318</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,184</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(651</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,766</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(374</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26,243</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net derivative assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,270</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,307</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,274</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,991</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,541</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,401</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 6em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,096</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,509</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(740</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,109</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,678</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>601</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,897</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,247</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,061</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,598</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>95</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>347</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,942</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,599</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>487</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,147</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,143</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,776</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Tax-exempt securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>162</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,292</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>627</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,106</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total available-for-sale
debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,702</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,509</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(888</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,617</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,590</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>432</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,782</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,413</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,452</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>156</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,059</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,962</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,733</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>209</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,927</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>666</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,535</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans held-for-sale</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,382</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,872</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>133</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(120</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,313</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,572</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,696</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(116</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,168</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(344</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(352</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Corporate securities and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,940</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,337</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,121</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>54</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,063</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Long-term debt</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(7,481</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,604</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(51</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,847</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(5,289</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Net
derivatives at June 30, 2009 included derivative assets of
$34.7 billion and derivative liabilities of $25.3 billion. Net
derivatives acquired in connection with the acquisition of Merrill
Lynch on January 1, 2009 included derivative assets of $37.3
billion and derivative liabilities of $35.0 billion.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represent items which are accounted for at fair value in accordance
with SFAS 159 including commercial loan commitments, certain loans
held-for-sale, structured notes that are recorded as long-term
debt, and secured financings recorded in accrued expenses and other
liabilities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Other
assets is primarily comprised of AFS equity securities and other
equity investments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 30px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="53%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="24"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Fair Value
Measurements</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="22"><font face="Times New Roman" size="1">Six
Months Ended June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Balance<br />
January 1, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Included in<br />
Earnings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Included in<br />
OCI</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Purchases,<br />
Issuances, and<br />
Settlements</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Transfers<br />
in to / (out of)<br />
Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Balance</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">June 30,<br />
2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,027</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(771</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(795</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,185</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,646</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net Derivative assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,203</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(311</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,473</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">358</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,317</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,507</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(799</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(504</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,011</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,131</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,324</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,590</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(70</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">494</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,014</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,053</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">588</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">609</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,250</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans held-for-sale</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,334</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(106</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(384</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,168</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,012</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,987</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">650</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(481</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(144</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,012</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(660</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(63</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(723</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Net
derivatives at June 30, 2008 included derivative assets of
$10.3 billion and derivative liabilities of $9.0
billion.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represent items which are accounted for at fair value in accordance
with SFAS 159 including commercial loans, loan commitments and
loans held-for-sale.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Other
assets is primarily comprised of AFS equity securities and other
equity investments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The tables
below summarize gains and losses due to changes in fair value,
including both realized and unrealized gains (losses), recorded in
earnings for Level 3 assets and liabilities during the three and
six months ended June 30, 2009 and 2008. These amounts include
those gains (losses) generated by loans, LHFS, loan commitments and
structured notes which are accounted for at fair value in
accordance with SFAS 159.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 18px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="50%"></td>
<td valign="bottom" width="3%"></td>
<td width="7%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="24"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Total Realized and Unrealized
Gains (Losses) Included in Earnings</i></b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="middle" colspan="17"><font face=
"Times New Roman" size="1"><b>Three Months Ended June 30,
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"> <font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Equity<br />
Investment<br />
Income</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Trading<br />
Account Profits<br />
(Losses)</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Mortgage Banking<br />
Income (Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Other<br />
Income<br />
(Loss)</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Total  </b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"> <font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading loans, and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset- backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>111</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>96</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>88</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>111</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>199</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net derivative
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(651</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,057</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>406</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 6em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(640</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(637</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total available-for-sale
debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(730</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(727</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,181</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,171</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,829</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,829</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans held-for-sale</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>460</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>269</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>142</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>146</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>511</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>603</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Long-term debt</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(846</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(266</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,112</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>142</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,607</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,063</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,160</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,758</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Mortgage
banking income does not reflect impact of Level 1 and Level 2
hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represented items which are accounted for at fair value in
accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="58%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="26"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Total Realized and Unrealized
Gains (Losses) Included in Earnings</i></b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="24"><font face="Times New Roman" size="1">Three
Months Ended June 30, 2008    </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Card Income<br />
(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Equity<br />
Investment<br />
Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Trading<br />
Account<br />
Profits<br />
(Losses)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Mortgage<br />
Banking<br />
Income<br />
(Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Other Income<br />
(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(211</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(211</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net derivative
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(708</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(93</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(801</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(310</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(310</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans and leases</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">55</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">55</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">635</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">635</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loans held-for-sale</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(40</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(50</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(87</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">258</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">171</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">179</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">180</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(87</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">258</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(928</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">502</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(76</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(331</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(1)</sup> Mortgage banking income does not reflect impact of Level
1 and Level 2 hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup> Amounts represented items which are accounted for at fair
value in accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="51%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="22"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Total Realized and Unrealized
Gains (Losses) Included in Earnings</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="20"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Card<br />
Income</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Equity<br />
Investment<br />
Income</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Trading<br />
Account Profits<br />
(Losses)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Mortgage Banking<br />
Income (Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other<br />
Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total      </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading loans, and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(272</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(272</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)     </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(278</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(278</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset-backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(289</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>124</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(165</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(775</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>124</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(651</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>710</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,564</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,274</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage-backed securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(728</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(740</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 5em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Foreign securities</font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 5em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Corporate/Agency
bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>(49</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>) </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>(49</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>) </b></font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(20</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(20</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(876</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(888</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>163</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>156</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage servicing rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,927</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,927</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(209</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(88</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>430</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>133</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>63</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(185</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(116</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities </font><font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>133</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>989</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,121</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Long-term debt</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,345</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(259</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,604</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>63</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,656</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,649</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>262</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,326</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Mortgage
banking income does not reflect impact of Level 1 and Level 2
hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represented items which are accounted for at fair value in
accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="22"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Total Realized and Unrealized
Gains (Losses) Included in Earnings</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="20"><font face="Times New Roman" size="1">Six
Months Ended June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Card Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Equity<br />
Investment<br />
Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
Account<br />
Profits<br />
(Losses)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Mortgage<br />
Banking<br />
Income<br />
(Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Other Income<br />
(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total      </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(771</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(771</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)     </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(350</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">39</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(311</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(799</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(799</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(68</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(70</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage servicing rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">588</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">588</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(40</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(66</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(106</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">377</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">265</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">650</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(59</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">377</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">265</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,167</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">561</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(918</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(882</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Mortgage
banking income does not reflect impact of Level 1 and Level 2
hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represented items which are accounted for at fair value in
accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The tables
below summarize changes in unrealized gains (losses) recorded in
earnings during the three and six months ended June 30, 2009
and 2008 for Level 3 assets and liabilities that were still held at
June 30, 2009 and 2008. These amounts include changes in fair
value generated by loans, LHFS, loan commitments and structured
notes which are accounted for at fair value in accordance with SFAS
159.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="65%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="23"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Changes in Unrealized Gains
(Losses) Relating to Assets and Liabilities Still Held at Reporting
Date</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="21"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">(Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Card<br />
Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Equity<br />
Investment<br />
Income</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Trading<br />
Account<br />
Profits<br />
(Losses)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Mortgage<br />
Banking<br />
Income<br />
(Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other<br />
Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading loans, and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>110</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>110</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(102</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(102</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset-backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(156</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>51</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(105</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(69</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>51</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(681</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,064</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>383</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage-backed securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 7em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Non-agency MBS</font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 7em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>-</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(617</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>(88</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>) </b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(617</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>(88</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>) </b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(47</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="2"><b>)
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(47</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="2"><b>)
 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(755</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(755</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,105</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,105</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage servicing rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,428</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,428</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>471</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>276</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>120</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>50</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>145</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>482</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>581</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Long-term debt</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,030</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(266</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,296</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(25</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>120</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,961</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,602</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,087</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,823</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(1)</sup> Mortgage banking income does not reflect impact of Level
1 and Level 2 hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup> Amounts represented items which are accounted for at fair
value in accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="23"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Changes in Unrealized Gains
(Losses) Relating to Assets and Liabilities Still Held at Reporting
Date</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="21"><font face="Times New Roman" size="1">Three
Months Ended June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Card Income<br />
(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Equity<br />
Investment<br />
Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
Account<br />
Profits<br />
(Losses)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Mortgage<br />
Banking<br />
Income<br />
(Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Other Income<br />
(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(212</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(212</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)     </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(562</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(86</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(648</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(282</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(282</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage servicing rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">615</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">615</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(103</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">171</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">68</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(103</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">171</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(788</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">523</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(258</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(455</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(1)</sup> Mortgage banking income does not reflect impact of Level
1 and Level 2 hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup> Amounts represented items which are accounted for at fair
value in accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="66%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="24"><font face="Times New Roman" size=
"2"><b><i>  Level 3 – Changes in Unrealized Gains
(Losses) Relating to Assets and Liabilities Still Held at Reporting
Date</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="22"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Card<br />
Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Equity<br />
Investment<br />
Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Trading<br />
Account<br />
Profits<br />
(Losses)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Mortgage<br />
Banking<br />
Income<br />
(Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other<br />
Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate securities, trading
loans, and other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(289</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(289</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)     </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(274</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(274</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage trading loans and asset-backed
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(437</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>64</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(373</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(936</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(872</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,300</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,591</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,891</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Available-for-sale debt
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage-backed securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(209</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(221</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 7em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(332</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage servicing rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,456</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,456</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(208</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>449</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>149</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(165</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>50</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(174</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account liabilities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>133</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>915</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,048</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Long-term debt</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,563</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(259</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,822</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(59</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(165</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,411</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,140</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>742</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,247</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Mortgage
banking income does not reflect impact of Level 1 and Level 2
hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represented items which are accounted for at fair value in
accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="60%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="22"><font face="Times New Roman" size=
"2"><b><i>  Level 3 –Changes in Unrealized Gains
(Losses) Relating to Assets and Liabilities Still Held at Reporting
Date</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="20"><font face="Times New Roman" size="1">Six
Months Ended June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Card Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Equity<br />
Investment<br />
Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
Account<br />
Profits<br />
(Losses)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Mortgage<br />
Banking<br />
Income<br />
(Loss) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Other Income<br />
(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(800</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(800</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)     </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(404</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(442</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(758</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(758</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans and leases</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(152</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(152</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage servicing rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">519</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">519</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(43</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(66</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(109</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">100</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">118</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">208</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accrued expenses and other
liabilities</font> <font face="Times New Roman" size=
"1"><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(309</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(309</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">100</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">118</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,257</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">415</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,219</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,843</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Mortgage
banking income does not reflect impact of Level 1 and Level 2
hedges against MSRs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
represented items which are accounted for at fair value in
accordance with SFAS 159.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Non-recurring Fair
Value</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Certain
assets and liabilities are measured at fair value on a
non-recurring basis and are not included in the tables above. These
assets and liabilities primarily include LHFS and foreclosed
properties. The amounts below represent only balances measured at
fair value during the period and still held as of the reporting
date.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="17"><font face="Times New Roman" size=
"2"><b><i>  Assets and Liabilities Measured at Fair Value
on a Non-Recurring Basis</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size=
"1"><b>Period ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size="1">Gains
(Losses)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Level 1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Level 2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Three months<br />
ended June 30, 2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Six months ended<br />
June 30, 2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,236</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,318</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(107</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(691</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other Assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>113</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(60</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(60</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreclosed properties</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>609</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(86</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(207</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="9" height="16"></td>
<td colspan="8" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="8"><font face="Times New Roman" size=
"1"><b>Period ended June 30, 2008</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size="1">Gains
(Losses)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>Level
3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1">Three
months ended<br />
June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1">Six
months ended<br />
June 30, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,560</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,930</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(215</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(905</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreclosed properties</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>103</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(19</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(35</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
are included in other assets on the Consolidated Balance Sheet and
represent fair value and related losses of foreclosed properties
that were written down subsequent to their initial classification
as foreclosed properties.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition
to the amounts presented in the non-recurring basis table above, on
June 26, 2009 the Corporation entered into a joint venture
agreement with First Data Corporation creating Banc of America
Merchant Services, LLC. The Corporation recorded a pre-tax
gain of $3.8 billion related to the contribution of its merchant
servicing business to the joint venture. The investment in the
joint venture was initially recorded in other assets as a Level 3
non-recurring fair value of $4.7 billion and will be accounted for
under the equity method of accounting.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Fair Value Option
Elections</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Corporate Loans and Loan
Commitments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation elected to account for certain large corporate loans
and loan commitments which exceeded the Corporation’s single
name credit risk concentration guidelines at fair value in
accordance with SFAS 159. Lending commitments, both funded and
unfunded, are actively managed and monitored, and, as appropriate,
credit risk for these lending relationships may be mitigated
through the use of credit derivatives, with the Corporation’s
credit view and market perspectives determining the size and timing
of the hedging activity. These credit derivatives do not meet the
requirements for hedge accounting under SFAS 133 and are therefore
carried at fair value with changes in fair value recorded in other
income. Electing the fair value option allows the Corporation to
account for these loans and loan commitments at fair value, which
is more consistent with management’s view of the underlying
economics and the manner in which they are managed. In addition,
accounting for these loans and loan commitments at fair value
reduces the accounting asymmetry that would otherwise result from
carrying the loans at historical cost and the credit derivatives at
fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, funded loans which
the Corporation has elected to fair value had an aggregate fair
value of $6.96 billion and $5.41 billion recorded in loans and
leases and an aggregate outstanding principal balance of $8.45
billion and $6.42 billion. At June 30, 2009 and
December 31, 2008, unfunded loan commitments that the
Corporation has elected to fair value had an aggregate fair value
of $1.46 billion and $1.12 billion recorded in accrued expenses and
other liabilities and an aggregate committed exposure of $26.8
billion and $16.9 billion. Interest income on these loans is
recorded in interest and fees on loans and leases. At June 30,
2009 and December 31, 2008, none of these loans were 90 days
or more past due and still accruing interest or had been placed on
nonaccrual status.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Loans Held-for-Sale</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation also elected to account for certain loans held-for-sale
at fair value. Electing to use fair value allows a better offset of
the changes in fair values of the loans and the derivative
instruments used to economically hedge them without the burden of
complying with the requirements for hedge accounting under SFAS
133. The Corporation has not elected to fair value other loans
held-for-sale primarily because these loans are floating rate loans
that are not economically hedged using derivative instruments. At
June 30, 2009 and December 31, 2008, residential mortgage
loans, commercial mortgage loans, and other loans held-for-sale for
which the fair value option was elected had an aggregate fair value
of $38.30 billion and $18.96 billion and an aggregate outstanding
principal balance of $45.13 billion and $20.75 billion.</font>
<font face="Times New Roman" size="2">Interest income on these
loans is recorded in other interest income. These changes in fair
value are mostly offset by hedging activities. An immaterial
portion of these amounts was attributable to changes in
instrument-specific credit risk.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Other Assets</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Other assets
primarily represents non-marketable convertible preferred shares
for which the Corporation has economically hedged a majority of the
position with derivatives. At June 30, 2009, these assets had
a fair value of $2.8 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Securities Financing
Agreements</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation elected the fair value option for certain securities
financing agreements. The fair value option election was made for
certain securities financing agreements based on the tenor of the
agreements, which reflects the magnitude of the interest rate risk.
The majority of securities financing agreements collateralized by
U.S. government securities were excluded from the fair value option
election as these contracts are generally short-dated and therefore
the interest rate risk is not considered significant. At
June 30, 2009, securities financing agreements for which the
fair value option has been elected had an aggregate fair value of
$118.4 billion and a principal balance of $119.6
billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Long-term Deposits</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation elected to fair value certain long-term fixed rate
deposits which are economically hedged with derivatives. At
June 30, 2009 and December 31, 2008, these instruments
had an aggregate fair value of $1.66 billion and $1.72 billion and
a principal balance of $1.66 billion and $1.70 billion recorded in
interest-bearing deposits. Interest paid on these instruments
continues to be recorded in interest expense. Election of the fair
value option allows the Corporation to reduce the accounting
volatility that would otherwise result from the accounting
asymmetry created by accounting for the financial instruments at
historical cost and the economic hedges at fair value. The
Corporation did not elect to fair value other financial instruments
within the same balance sheet category because they were not
economically hedged using derivatives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Commercial Paper and Other Short-term
Borrowings</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation elected to fair value certain commercial paper and
short-term borrowings that were acquired as part of the Merrill
Lynch acquisition. This debt is risk managed on a fair value basis
and hedge accounting under SFAS 133 has been difficult to achieve.
At June 30, 2009, this debt had an aggregate fair value of
$1.39 billion and a principal balance of $613 million recorded in
commercial paper and other short-term borrowings.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Long-term Debt</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation elected to fair value certain long-term debt, primarily
structured notes, that were acquired as part of the Merrill Lynch
acquisition. This long-term debt is risk managed on a fair
value basis and hedge accounting under SFAS 133 has been difficult
to achieve. The majority of the fair value changes on
long-term debt is from structured notes with coupon or repayment
terms that are linked to the performance of debt and equity
securities, indices, currencies or commodities. Except for
gains related to changes in the Corporation’s credit spreads,
the majority of gains for the quarter ended June 30, 2009 are
offset by losses on derivatives that economically hedge this debt
and that are accounted for at fair value under SFAS 133. The
changes in the fair value of liabilities for which the fair value
option was elected that was attributable to changes in the
Corporation’s credit spreads were losses of $3.6 billion and
$1.4 billion for the three and six months ended June 30, 2009.
Changes in the Corporation’s specific credit risk are derived
by isolating fair value changes due to changes in the
Corporation’s credit spreads as observed in the secondary
cash market. At June 30, 2009, this long-term debt had an
aggregate fair value of $41.0 billion and a principal balance of
$47.3 billion recorded in long-term debt.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Asset-backed Secured
Financings</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation elected to fair value certain asset-backed secured
financings. At June 30, 2009, these secured financings had an
aggregate fair value of $630 million and a principal balance of
$1.5 billion recorded in accrued expenses and other liabilities. At
December 31, 2008, these secured financings had an aggregate
fair value of $816 million and a principal balance of $1.6 billion
recorded in accrued expenses and other liabilities. Using the fair
value option election allows the Corporation to reduce the
accounting volatility that would otherwise result from the
accounting asymmetry created by accounting for the asset-backed
secured financings at historical cost and the corresponding
mortgage LHFS securing these financings at fair value.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table provides information about where changes in the fair value of
assets or liabilities for which the fair value option has been
elected are included in the Consolidated Statement of
Income.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="38%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="35"><font face="Times New Roman" size="1"><b><i>Gains
(Losses) Relating to Assets and Liabilities Accounted for Using
Fair Value Option</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="33"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">(Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Corporate<br />
Loans and<br />
Loan<br />
Commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Loans<br />
Held-for-<br />
Sale <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Securities<br />
Financing<br />
Agreements</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other<br />
Assets</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Long-<br />
term<br />
Deposits</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Asset-<br />
backed<br />
Secured<br />
Financings</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Commercial<br />
Paper and<br />
Other<br />
Short-Term<br />
Borrowings</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Long-<br />
Term<br />
Debt</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account profits
(losses)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(154</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>374</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(230</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,</b><b>886</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,9</b><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage banking income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>580</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9</b><b>9</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>679</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investment income
(loss)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,708</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>562</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(129</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>54</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(3,</b><b>571</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,</b><b>376</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,691</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>988</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(129</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>342</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>54</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9</b><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(230</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(5,457</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(2,</b><b>642</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="6"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="35" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="33"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30, 2008</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account profits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">114</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">115</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage banking income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">102</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">102</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">234</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">235</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">243</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(10</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">33</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">501</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="35" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="33"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Corporate<br />
Loans and<br />
Loan<br />
Commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Loans<br />
Held-for-<br />
Sale <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Securities<br />
Financing<br />
Agreements</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other<br />
Assets</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Long-<br />
term<br />
Deposits</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Asset-<br />
backed<br />
Secured<br />
Financings</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Commercial<br />
Paper and<br />
Other<br />
Short-Term<br />
Borrowings</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Long-<br />
Term<br />
Debt</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account profits
(losses)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(248</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>379</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(240</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(</b><b>2</b><b>,</b><b>003</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,1</b><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage banking income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,</b><b>560</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b><b>33</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,</b><b>693</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investment income
(loss)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(135</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(135</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)</b> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,341</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>547</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(143</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>80</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,3</b><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4</b><b>75</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,333</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,</b><b>859</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(143</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>244</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>80</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1</b><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(240</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(3,353</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)</b> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>913</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="35" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="33"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2008</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading account profits
(losses)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(497</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(503</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage banking income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">117</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">117</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(127</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(173</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(133</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(398</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(7</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(21</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(559</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="5%"><font size="1"> </font></td>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" width="1%"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Gains
(losses) included in LHFS includes the change in fair value
attributable to certain closed interest rate lock commitments of
$913 million and $2.6 billion for the three and six months ended
June 30, 2009 compared to $(37) million and $(74) million for
the same periods in 2008. This amount is included as part of the
LHFS basis upon funding of the loan.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 18 Folio_Start * DO NOT REMOVE OR EDIT --></div>
5262000000
2130000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr bgcolor="#E6E6E6">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font face="Times New Roman" size="2"><b>NOTE 10-Goodwill and
Intangible Assets</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents goodwill at June 30, 2009 and December 31,
2008, which includes $5.0 billion of goodwill related to the
acquisition of Merrill Lynch. As discussed in more detail in
<i>Note 19 – Business Segment Information</i>, the
Corporation changed its basis of presentation from three segments
to six segments effective January 1, 2009 in connection with
the Merrill Lynch acquisition. As a result, the reporting units to
be utilized for goodwill impairment tests will be the business
segments or one level below the business segments. For more
information on the Merrill Lynch acquisition, see <i>Note 2 –
Merger and Restructuring Activity.</i></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="83%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1">December 31    </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">2008    </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size=
"2">  Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>17,818</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2">$</font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">17,805      </font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Global Card
Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>22,290</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">22,271      </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Home
Loans & Insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>4,797</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">4,797      </font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Global
Banking</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>26,754</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">27,490      </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Global
Markets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>3,265</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">2,080      </font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Global
Wealth & Investment Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>10,187</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">6,503      </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  All
Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>1,135</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">988      </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
goodwill</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="2"><b>86,246</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2">$</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">81,934      </font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Due to
continued stress for <i>Home Loans & Insurance</i> and
<i>Global Card Services</i> as a result of current market
conditions we concluded, consistent with the first quarter of 2009,
that an additional impairment analysis should be performed for
these two reporting units in the second quarter of 2009. In
performing the first step of the additional impairment analysis, we
utilized the market approach for <i>Home Loans &
Insurance</i> and the income approach for <i>Global Card
Services</i>. Based on the results of this analysis, both
<i>Home Loans & Insurance</i> and <i>Global Card
Services</i> passed the first step analysis (i.e., fair value
exceeded its carrying value). Although not required, to further
substantiate the value of the Corporation’s goodwill balance,
the second step analysis (i.e., comparing the implied fair value of
the reporting unit’s goodwill with the carrying amount of
that goodwill) was performed for both <i>Home Loans &
Insurance</i> and <i>Global Card Services</i>. As a result of the
tests, which were consistent with the results of the tests
performed in 2008 and the first quarter of 2009, no goodwill
impairment was recognized for the six months ended June 30,
2009. For more information on goodwill impairment testing, see the
<i>Goodwill and Intangible Assets</i> section of <i>Note 1 –
Summary of Significant Accounting Principles</i> to the
Consolidated Financial Statements filed as Exhibit 99.2 to the
Corporation’s Current Report on Form 8-K filed on
May 28, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The gross
carrying values and accumulated amortization related to intangible
assets at June 30, 2009 and December 31, 2008 are
presented below:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 18px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="52%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>    Gross Carrying</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Value</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Accumulated        </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>Amortization        </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1">    Gross Carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">Accumulated        <br />
Amortization        </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Purchased credit
card relationships</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>7,163    </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>3,090          </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2">$</font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">7,080    </font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2">$</font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">2,740          </font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Core deposit
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>5,276    </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>3,486          </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">4,594    </font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">3,284          </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Customer
relationships</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>4,874    </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>485          </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">1,104    </font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">259          </font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Affinity
relationships</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>1,651    </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>669          </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">1,638    </font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">587          </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Other
intangibles</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>3,207    </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>1,196          </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">2,009    </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"> </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">1,020          </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
intangible assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>22,171    </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>8,926          </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2">$</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">16,425    </font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2">$</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2">7,890          </font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Amortization
of intangibles expense was $516 million and $1.0 billion for the
three and six months ended June 30, 2009 compared to $447
million and $893 million for the same periods in 2008. The
Corporation estimates aggregate amortization expense is expected to
be approximately $500 million for each of the remaining quarters of
2009. In addition, the Corporation estimates aggregate amortization
expense will be approximately $1.8 billion, $1.6 billion, $1.4
billion, $1.3 billion and $1.0 billion for 2010 through 2014,
respectively.</font></p>
</div>
7755000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="100%"></td>
</tr>
<tr>
<td valign="top" bgcolor="#E6E6E6">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 15-Income
Taxes</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s net deferred tax assets increased by $19.6
billion as a result of the acquisition of Merrill Lynch on
January 1, 2009. Included in these deferred tax assets are
carryforward amounts generated in the U.S. and U.K. that are
deductible in the future as net operating losses (NOLs). The U.K.
NOL deferred tax asset of $9.7 billion has an unlimited
carryforward period, but due to change-in-control limitations in
the three years prior to and following the change in ownership, can
be jeopardized by certain major changes in the nature or conduct of
the Corporation’s U.K. businesses. The Corporation has
concluded that no valuation allowance is required. The U.S. federal
NOL of $11.8 billion, which is represented by a deferred tax asset
of $4.1 billion, can be carried forward against future tax periods
of the Corporation until 2028, and no valuation allowance has been
established based upon the Corporation’s estimate that future
taxable income will be sufficient to utilize the NOL prior to its
expiration. Merrill Lynch also has U.S. federal capital loss and
foreign tax credit carryforwards against which valuation allowances
have been recorded to reduce the assets to the amounts the
Corporation believes are more likely than not to be realized before
their expiration.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
determination of the amount of deferred tax assets that are more
likely than not to be realized involves the assessment of all
available evidence, both positive and negative. This evidence
includes, but is not limited to, historical taxable income and
projected future taxable income, the character and geographic mix
of projected future taxable income, and projected future reversals
of existing deferred tax liabilities. During the quarter ended
June 30, 2009, the Corporation released $750 million of the
valuation allowance attributable to Merrill Lynch’s federal
capital loss carryforward as the capital gain recognized on the
sale of CCB shares increased the portion of such carryforward that
is more likely than not to be realized.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the balance of the
Corporation’s unrecognized tax benefits (UTBs) was $5.9
billion and $3.5 billion. The increase was primarily due to the
acquisition of Merrill Lynch. As of June 30, 2009, $4.5
billion of the UTBs (net of items such as state income taxes and
foreign tax credit offsets) would, if recognized, affect the
Corporation’s effective tax rate in future
periods.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In December
2008, the U.S. Tax Court issued an adverse decision with respect to
Merrill Lynch’s tax treatment of a 1987 transaction which the
Corporation expects to appeal. The UTBs with respect to this
transaction have been included in the amounts disclosed
above.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Merrill Lynch
is under examination by the Internal Revenue Service (IRS) and
other tax authorities in countries and states in which Merrill
Lynch has significant business operations. The examinations of the
U.S. federal income tax returns are ongoing for the years 2005 to
2007. Tax returns filed in the U.K. are currently under examination
for the years 2006 to 2007. The Corporation has paid assessments
issued by tax authorities in Japan for the tax years that ended
March 31, 1999 through 2007, which assert that certain income
on which Merrill Lynch previously paid income tax to other
international jurisdictions, primarily the U.S., should have been
allocated to Japan. The Corporation will utilize the process of
obtaining clarification from international authorities (referred to
as Competent Authority) to determine the appropriate allocation of
income among multiple jurisdictions to prevent double taxation. The
Corporation believes it is reasonably possible that portions of
these proceedings will be concluded within the next 12
months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During 2008,
the IRS completed the examination of the Merrill Lynch 2004 tax
year. Included in this examination were certain proposed
adjustments for which the Corporation has filed a protest to the
Appeals office of the IRS.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During 2009,
the Corporation expects the IRS to issue Revenue Agent’s
Reports (RARs) for the Merrill Lynch tax years 2005 and 2006. The
Corporation expects the RARs to disallow certain deductions and
foreign tax credits that Merrill Lynch claimed on its U.S. income
tax returns. Except with respect to any proposed adjustments that
the Corporation may challenge, management believes it is reasonably
possible that these examinations will be concluded within the next
12 months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Due to the
resolution of all examination matters reasonably possible to be
concluded (including Merrill Lynch) within the next 12 months, the
Corporation’s UTB balance may decrease by as much as $1.4
billion during that period since resolved items would be removed
from the balance whether their resolution resulted in payment or
recognition.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As of
June 30, 2009 and December 31, 2008, the
Corporation’s accrual for interest and penalties related to
income taxes net of taxes and remittances, which included
applicable interest on certain leveraged lease positions, was $1.0
billion and $677 million. The increase was primarily due to the
Merrill Lynch acquisition.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Upon the
acquisition of Merrill Lynch, the cumulative undistributed earnings
of non-U.S. subsidiaries for which no deferred U.S. federal income
taxes have been provided (as such earnings are expected to be
permanently reinvested in the</font> <font face="Times New Roman"
size="2">subsidiaries’ non-U.S. operations) increased to
$14.0 billion. It is not practicable to determine the amount of
withholding and U.S. income tax that would be payable in the event
these earnings were repatriated.</font></p>
</div>
284000000
-18629000000
-10362000000
-41190000000
-14107000000
5605000000
1269000000
1350000000
17621000000
4625000000
8350000000
3617000000
1029000000
24127000000
1845000000
41748000000
4380000000
25678000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
bgcolor="#E6E6E6" border="0">
<tbody>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font face="Times New Roman" size="2"><b>NOTE
5-Securities</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%">
<font face="Times New Roman" size="2">The amortized cost, gross
unrealized gains and losses, and fair value of AFS debt and
marketable equity securities at June 30, 2009 and
December 31, 2008 were:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="66%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Amortized<br />
Cost</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Gross<br />
Unrealized<br />
Gains</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Gross<br />
Unrealized<br />
Losses</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Fair Value    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size=
"2"><b>  Available-for-sale debt securities,
June 30, 2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. Treasury securities and agency
debentures</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,545</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>383</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,916    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage-backed securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>135,348</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,330</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(210</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>137,468    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency collateralized mortgage
obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,573</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>401</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,862    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>48,222</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,179</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7,945</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>42,456    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,405</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>24</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,204</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,225    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,794</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>101</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(412</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,483    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>23,198</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>150</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>22,599    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total taxable securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>250,085</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,568</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10,644</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>245,009    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Tax-exempt securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>13,032</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>85</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(607</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>12,510    </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total available-for-sale debt
securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>263,117</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,653</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(11,251</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>257,519    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Available-for-sale
marketable equity securities <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,427</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,495</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(947</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,975    </b></font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="2" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="2" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="2" height="16"></td>
<td colspan="3" height="16"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Available-for-sale debt
securities, December 31, 2008</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">U.S. Treasury securities and agency
debentures</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,540</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">121</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,647    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage-backed securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">191,913</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,064</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(146</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">194,831    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">43,224</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">860</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(9,337</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">34,747    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,675</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(678</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,003    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate/Agency bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,560</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">31</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,022</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,569    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other taxable securities</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">24,832</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,300</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">23,543    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total taxable securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">275,744</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,093</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(12,497</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">267,340    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Tax-exempt securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">10,501</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">44</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(981</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">9,564    </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total available-for-sale debt
securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">286,245</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,137</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(13,478</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">276,904    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Available-for-sale
marketable equity securities <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">18,892</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">7,717</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,537</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">25,072    </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">    (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
ABS.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">    (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
those AFS marketable equity securities that are recorded in other
assets on the Consolidated Balance Sheet. At December 31,
2008, approximately $19.7 billion of the fair value balance,
including $7.7 billion of unrealized gain on the unrestricted
shares, represents China Construction Bank (CCB) shares.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the amortized cost and fair value of
held-to-maturity debt securities was $9.7 billion and $7.8 billion,
which includes asset-backed securities that were issued by the
Corporation’s credit card securitization trust and retained
by the Corporation with an amortized cost of $7.4 billion and a
fair value of $5.5 billion. At December 31, 2008, both the
amortized cost and fair value of held-to-maturity debt securities
was $685 million. The accumulated net unrealized gains (losses) on
AFS debt and marketable equity securities included in accumulated
OCI were $(3.4) billion and $345 million, net of the related income
tax expense (benefit) of $(2.2) billion and $203 million at
June 30, 2009. At June 30, 2009 and December 31,
2008, the Corporation had nonperforming AFS debt securities of $177
million and $291 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation obtained certain securities as part of the Merrill
Lynch acquisition with evidence of deterioration and for which it
was probable that all contractually required payments would not be
collected. The securities’ par value was approximately
$6.6 billion and fair value was approximately $1.8 billion as of
the acquisition date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation adopted the provisions of FSP FAS 115-2 as of
January 1, 2009. As prescribed by FSP FAS 115-2, for the
three and six months ended June 30, 2009, the Corporation
recognized the credit component of an other-than-temporary
impairment of its debt securities in earnings and the noncredit
component in OCI for those securities in which the Corporation does
not intend to sell the security and it is more likely than not that
the Corporation will not be required to sell the security prior to
recovery. Upon adoption, $71 million, net-of-tax, of
other-than-temporary impairment charges previously recorded through
earnings were reclassified to OCI with an offset to retained
earnings as a cumulative-effect adjustment.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%">
<font face="Times New Roman" size="2">During the three and six
months ended June 30, 2009, the Corporation recorded
other-than-temporary impairment losses on AFS debt securities as
follows:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="66%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="18"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Non-agency<br />
MBSs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Foreign<br />
Securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Corporate /<br />
Agency Bonds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Other Taxable<br />
Securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>    Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total other-than-temporary
impairment losses (unrealized and realized)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(832</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(103</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(51</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(124</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,110</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)     </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Unrealized
other-than-temporary impairment losses recognized in
OCI </font><font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">84</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>84</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Net impairment losses
recognized in earnings <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(748</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(103</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(51</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(124</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>(1,026</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)     </b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="18">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Six Months Ended June 30,
2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Non-agency<br />
MBSs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Foreign<br />
Securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Corporate /<br />
Agency Bonds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Other Taxable<br />
Securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>Total    </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total other-than-temporary
impairment losses (unrealized and realized)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,263</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(235</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(68</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(258</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,824</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)     </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Unrealized
other-than-temporary impairment losses recognized in OCI</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">427</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>427</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Net impairment losses
recognized in earnings <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(836</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(235</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(68</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(258</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>(1,397</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)     </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
the noncredit component impact of the other-than-temporary
impairment on AFS debt securities. During the three and six months
ended June 30, 2009, for certain securities, the Corporation
recognized credit losses in excess of unrealized losses in OCI. In
these instances, a portion of the credit losses recognized in
earnings has been offset by an unrealized gain. Balances above
exclude $281 million of gross gains recorded in OCI related to
these securities for the three and six months ended June 30,
2009.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
the credit component of the other-than-temporary impairment on AFS
debt securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%">
<font face="Times New Roman" size="2">Activity related to the
credit component recognized in earnings on debt securities held by
the Corporation for which a portion of the other-than-temporary
impairment loss remains in OCI for the three and six months ended
June 30, 2009 is as follows:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="72%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Three Months Ended<br />
June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Six Months Ended    <br />
June 30, 2009</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Balance,
beginning of period</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>40      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-      </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Credit component of
other-than-temporary impairment not reclassified to OCI in
conjunction with the cumulative effect transition adjustment</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22      </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Additions for the credit
component on debt securities in which other-than-temporary
impairment was not previously recognized</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>256      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>274      </b></font></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Balance, June 30,
2009</b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>296      </b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>296      </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">As of
January 1, 2009, the Corporation had securities with $134
million of other-than-temporary impairment previously recognized in
earnings of which $22 million represented the credit component and
$112 million represented the noncredit component which was
reclassified back to OCI through a cumulative-effect transition
adjustment.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">During the
three and six months ended June 30, 2009, the Corporation
recognized $770 million and $1.1 billion of other-than-temporary
impairments on debt securities in which no portion of
other-than-temporary impairment loss remained in OCI.
Other-than-temporary impairments related to these securities are
excluded from these amounts.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As of June
30, 2009, those debt securities with other-than-temporary
impairment for which a portion of the other-than-temporary
impairment loss remains in OCI consisted entirely of non-agency
MBSs. The Corporation estimates the portion of loss attributable to
credit using a discounted cash flow model. The Corporation
estimates the expected cash flows of the underlying collateral
using internal credit risk, interest rate and prepayment risk
models that incorporate management’s best estimate of current
key assumptions, such as default rates, loss severity and
prepayment rates. Assumptions used can vary widely from loan
to loan, and are influenced by such factors as loan interest rate,
geographical location of the borrower, borrower characteristics and
collateral type. The Corporation then uses a third party vendor to
determine how the underlying collateral cash flows will be
distributed to each security issued from the
structure. Expected principal and interest cash flows on the
impaired debt security are discounted using an observable discount
rate for similar instruments with adjustments that management
believes a market participant would consider in determining fair
value for the specific security.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Based on the
expected cash flows derived from the model, the Corporation expects
to recover the remaining unrealized losses on non-agency
mortgage-backed securities. Significant assumptions used in the
valuation of non-agency mortgage-backed securities were as follows
as of June 30, 2009.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="79%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td width="1%"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="11"><font face="Times New Roman" size=
"1"><b>Range <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Weighted-</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>average</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>10<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">th</sup><br />
Percentile</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>90<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">th</sup><br />
Percentile</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Prepayment speed</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11.4</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>%</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.0</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>%</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29.5    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>%</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Loss severity</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>54.3</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29.4</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>82.7    </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Life default rate</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>50.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>98.7    </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
the range of inputs/assumptions based upon the underlying
collateral, ignoring outliers.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Annual
constant prepayment speed.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Loss
severity rates are projected considering collateral
characteristics, such as loan-to-value (LTV), creditworthiness of
borrowers (FICO score) and geographic concentration. Weighted
average severity by collateral type was 45 percent for prime bonds,
52 percent for Alt-A bonds, and 65 percent for subprime
bonds.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Default
rates are projected by considering collateral characteristics
including, but not limited to, LTV, FICO, and geographic
concentration. Weighted average default rate by collateral type was
30 percent for prime bonds, 60 percent for Alt-A bonds, and 74
percent for subprime bonds.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During the
six months ended June 30, 2009 the Corporation recognized $326
million of other-than-temporary impairment losses on AFS marketable
equity securities compared to $14 million during the same period in
2008. No such losses were recognized for the three months ended
June 30, 2009 and 2008.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents the current fair value and the associated gross
unrealized losses on investments in securities with gross
unrealized losses at June 30, 2009 and December 31, 2008
including debt securities for which a portion of
other-than-temporary impairment has been recognized in OCI. The
table also discloses whether these securities have had gross
unrealized losses for less than twelve months, or for twelve months
or longer.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="57%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Less than twelve months</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Twelve months or longer</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Fair<br />
Value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Gross<br />
Unrealized<br />
Losses</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Fair<br />
Value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Gross<br />
Unrealized<br />
Losses</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Fair<br />
Value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Gross<br />
Unrealized<br />
Losses</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Temporarily-impaired
available-for-sale debt securities as of June 30,
2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">U.S. Treasury securities and
agency debentures</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,276</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,276</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Mortgage-backed
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,633</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(205</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>271</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,904</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(210</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Agency collateralized
mortgage obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,596</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,596</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Non-agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,491</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,816</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4,719</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27,307</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7,820</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,573</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,057</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,811</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(147</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,384</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,204</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Corporate/Agency
bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,366</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(331</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>707</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(81</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,073</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(412</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Other taxable
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,490</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(710</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,372</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(39</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,862</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)   </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Total taxable
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>36,425</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,528</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,977</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4,991</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>54,402</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10,519</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Tax-exempt
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,002</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(155</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,768</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(452</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,770</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(607</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)   </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total temporarily-impaired
available-for-sale debt securities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>40,427</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,683</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23,745</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,443</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64,172</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(11,126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Temporarily-impaired
available-for-sale marketable equity securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>463</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(140</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,772</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(807</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,235</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(947</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)   </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total temporarily-impaired
available-for-sale securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>40,890</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(5,823</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>25,517</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(6,250</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>66,407</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(12,073</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Other-than-temporarily
impaired available-for-sale debt securities <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Mortgage-backed
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Non-agency MBSs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>456</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(22</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>716</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(103</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,172</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(125</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)   </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total temporarily-impaired and
other-than-temporarily impaired available-for-sale
securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>41,346</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(5,845</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>26,233</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(6,353</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>67,579</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(12,198</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>)   </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Temporarily-impaired
available-for-sale debt securities as of December 31,
2008</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">U.S. Treasury securities and
agency debentures</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">306</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">306</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Mortgage-backed
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,282</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(12</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,508</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(134</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9,790</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(146</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Non-agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20,068</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(6,776</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,141</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,561</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">24,209</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(9,337</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Foreign securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,491</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(562</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,126</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(116</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,617</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(678</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Corporate/Agency
bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,573</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(934</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">666</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(88</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,239</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,022</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Other taxable
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">12,870</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,077</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">501</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(223</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">13,371</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,300</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Total taxable
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">41,590</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(9,375</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13,942</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,122</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">55,532</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(12,497</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Tax-exempt
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,386</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(682</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,540</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(299</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">7,926</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(981</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total temporarily-impaired
available-for-sale debt securities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">47,976</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(10,057</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15,482</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,421</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">63,458</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(13,478</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">)   </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Temporarily-impaired
available-for-sale marketable equity securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,431</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(499</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,555</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,038</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,986</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,537</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">)   </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 4em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Total temporarily-impaired
available-for-sale securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">51,407</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(10,556</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17,037</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(4,459</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">68,444</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(15,015</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">)   </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup>    </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
other-than-temporarily impaired available-for-sale debt securities
in which a portion of the other-than-temporary impairment loss
remains in OCI.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the amortized cost of approximately 18,500 AFS
securities, including securities with other-than-temporary
impairment in which a portion of the impairment remains in OCI,
exceeded their fair value by $12.2 billion. Included in the $12.2
billion of gross unrealized losses on these AFS securities at
June 30, 2009, was $5.8 billion of gross unrealized losses
that have existed for less than twelve months and $6.4 billion of
gross unrealized losses that have existed for a period of twelve
months or longer. Of the gross unrealized losses existing for
twelve months or more, $4.8 billion, or 76 percent, of the gross
unrealized loss is related to approximately 500 mortgage-backed
securities primarily due to continued deterioration in non-agency
MBS values driven by a lack of market liquidity. The Corporation
does not intend to sell these securities and it is more likely than
not that the Corporation will not be required to sell these
securities before recovery of its amortized cost basis. In
addition, $807 million, or 13 percent, of the gross unrealized loss
is related to approximately 400 AFS marketable equity securities
primarily due to the overall decline in the market during the six
months ended June 30, 2009 as well as the full year of 2008.
The Corporation has the ability and intent to hold these securities
for a period of time sufficient to recover all gross unrealized
losses.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation had investments in AFS mortgage-backed securities from
Fannie Mae, Freddie Mac and Ginnie Mae that exceeded 10 percent of
consolidated shareholders’ equity as of June 30, 2009.
These investments had market values of $87.6 billion, $33.1 billion
and $34.6 billion at June 30, 2009 and total amortized costs
of $86.5 billion, $32.5 billion and $33.9 billion, respectively.
The Corporation had investments in AFS debt securities from Fannie
Mae, Freddie Mac and Ginnie Mae that exceeded 10 percent of
consolidated shareholders’ equity as of December 31,
2008. These investments had market values of $104.1 billion, $46.9
billion and $44.6 billion at December 31, 2008 and total
amortized costs of $102.9 billion, $46.1 billion and $43.7 billion,
respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Securities
are pledged or assigned to secure borrowed funds, government and
trust deposits and for other purposes. The carrying value of
pledged securities was $121.3 billion and $158.9 billion at
June 30, 2009 and December 31, 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The expected
maturity distribution of the Corporation’s mortgage-backed
securities and the contractual maturity distribution of the
Corporation’s other debt securities, and the yields of the
Corporation’s AFS debt securities portfolio at June 30,
2009 are summarized in the following table. Actual maturities may
differ from the contractual or expected maturities since borrowers
may have the right to prepay obligations with or without prepayment
penalties.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="43%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="34"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Due in one year or less</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Due after one year<br />
through five years</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Due after five years</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>through ten
years</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="4"><font face="Times New Roman" size=
"1"><b>Due after ten years</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Amount  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Yield <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Amount  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Yield <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Amount  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Yield <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Amount  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Yield <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Amount  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Yield <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Fair value of
available-for-sale debt securities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  U.S. Treasury securities and
agency debentures</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">113  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2.65</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">%</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7,422  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1.97</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">%</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,820  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.66</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">%</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,561  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.78</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">%</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">14,916  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3.31</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">%</font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Mortgage-backed
securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">241  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.78</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">41,060  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.28</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">70,584  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.06</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">25,583  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.89</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">137,468  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.09</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Agency collateralized
mortgage obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">126  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1.28</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8,588  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1.91</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">9,136  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2.33</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">12  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.83</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">17,862  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2.13</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Non-agency MBSs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">837  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">9.67</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">21,838  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">11.11</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">11,869  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">9.95</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7,912  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.63</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">42,456  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">9.72</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Foreign
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,154  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.54</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,780  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">6.35</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">45  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">9.12</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">246  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.01</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4,225  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.46</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Corporate/Agency
bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">354  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2.57</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,890  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.55</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,669  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">10.66</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">570  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.57</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,483  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7.46</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Other taxable
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">12,386  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2.51</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8,103  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.51</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">396  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8.87</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,714  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3.94</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">22,599  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3.82</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Total taxable
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">15,211  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3.21</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">91,681  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">6.31</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">98,519  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.62</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">39,598  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4.97</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">245,009  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.62</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Tax-exempt securities
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">1,247  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">0.86</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,572  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">6.09</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,132  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">6.19</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">6,559  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.48</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">12,510  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5.27</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Total available-for-sale
debt securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>16,458  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3.03</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>93,253  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>6.31</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>101,651  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>5.64</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>46,157  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>5.04</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>257,519  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>5.60</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td valign="bottom"></td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Amortized cost of
available-for-sale debt securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>17,034  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>95,530  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>101,713  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>48,840  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>263,117  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Yields are
calculated based on the amortized cost of the
securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Yields of
tax-exempt securities are calculated on a fully taxable-equivalent
(FTE) basis.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%">
<font face="Times New Roman" size="2">The components of realized
gains and losses on sales of debt securities for the three and six
months ended June 30, 2009 and 2008 were:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="62%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>    Three Months Ended June 30        </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>    Six Months Ended June 30        </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Gross gains</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>744</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">173     </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,281</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">419     </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Gross losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(112</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(46)    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(151</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(67)    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  <b>Net gains on sales of
debt securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>632</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">127     </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,130</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">352     </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The income
tax expense attributable to realized net gains on debt securities
sales was $234 million and $788 million for the three and six
months ended June 30, 2009 compared to $47 million and $130
million for the same periods in 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Certain Corporate and Strategic
Investments</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the Corporation
owned approximately 11 percent, or 25.6 billion common shares and
19 percent, or 44.7 billion common shares of CCB. During the first
quarter of 2009, the Corporation sold 5.6 billion common shares of
our initial investment of 19.1 billion common shares in CCB for a
pre-tax gain of approximately $1.9 billion. During the second
quarter of 2009, the Corporation sold its remaining 13.5 billion
common shares of our initial investment in CCB for a pre-tax gain
of approximately $5.3 billion. These shares were accounted for at
fair value and recorded as AFS marketable equity securities in
other assets with an offset, net-of-tax, to accumulated OCI. The
remaining investment of 25.6 billion common shares is accounted for
at cost, is recorded in other assets and is non-transferable until
August 2011. At June 30, 2009 and December 31, 2008, the
cost of the CCB investment was $9.2 billion and $12.0 billion. At
June 30, 2009 and December 31, 2008, the carrying value
was $9.2 billion and $19.7 billion. Dividend income on this
investment is recorded in equity investment income. The Corporation
remains a significant shareholder in CCB and intends to continue
the important long-term strategic alliance with CCB originally
entered into in 2005. As part of this alliance, the Corporation
expects to continue to provide advice and assistance to
CCB.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Additionally,
the Corporation owned approximately 171.3 million of preferred
shares and 51.3 million of common shares of Banco Itaú
Holding Financeira S.A. (Banco Itaú) at June 30, 2009 and
December 31, 2008. The Banco Itaú investment is accounted
for at fair value and recorded as AFS marketable equity securities
in other assets with an offset, net-of-tax, to accumulated OCI.
Dividend income on this investment is recorded in equity investment
income. At June 30, 2009 and December 31, 2008, the cost
of this investment was $2.6 billion and the fair value was $3.5
billion and $2.5 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the Corporation had
a 24.9 percent, or $2.4 billion and $2.1 billion, investment in
Grupo Financiero Santander, S.A., the subsidiary of Grupo
Santander, S.A. This investment is recorded in other assets and is
accounted for under the equity method of accounting with income
being recorded in equity investment income.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As part of
the acquisition of Merrill Lynch, the Corporation acquired an
economic ownership in BlackRock, a publicly traded investment
company. At June 30, 2009, the Corporation had an approximate
50 percent, or $8.6 billion, economic ownership in BlackRock. This
economic ownership is recorded in other assets and is accounted for
under the equity method of accounting with income being recorded in
equity investment income.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 26, 2009, the Corporation entered into a joint venture
agreement with First Data Corporation creating Banc of America
Merchant Services, LLC. Approximately 46.5 percent of this joint
venture is owned by the Corporation and 48.5 percent is owned by
First Data Corporation, with the remaining stake held by a third
party investor. The Corporation recorded in other income a pre-tax
gain of $3.8 billion related to the contribution of our merchant
processing business to the joint venture. The investment in the
joint venture, which was initially recorded at a fair value of $4.7
billion, is recorded in other assets and is accounted for under the
equity method of accounting with income being recorded in equity
investment income.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For
additional information on securities, see <i>Note 1 – Summary
of Significant Accounting Principles</i> to the Consolidated
Financial Statements filed as Exhibit 99.2 to the
Corporation’s Current Report on Form 8-K filed on
May 28, 2009.</font></p>
</div>
16558000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr bgcolor="#E6E6E6">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>NOTE 11-Long-term Debt</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents long-term debt at June 30, 2009 including
long-term debt associated with the acquisition of Merrill
Lynch.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="89%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30, 2009    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Long-term debt
issued by Merrill Lynch & Co., Inc. and
subsidiaries</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Senior debt
issued by Merrill Lynch & Co., Inc.</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>89,626        </b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Senior debt
issued by subsidiaries – guaranteed by Merrill
Lynch & Co., Inc.</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>7,444        </b></font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Senior structured
notes issued by Merrill Lynch & Co., Inc.</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>33,125        </b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Senior structured
notes issued by subsidiaries – guaranteed by Merrill
Lynch & Co., Inc.</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>16,798        </b></font></p>
</td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Subordinated debt
issued by Merrill Lynch & Co., Inc.</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>10,965        </b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Junior
subordinated notes (related to trust preferred
securities)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>3,540        </b></font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Other subsidiary
financing</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>5,007        </b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
long-term debt issued by Merrill Lynch & Co., Inc. and
subsidiaries <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1</sup></font><font face="Times New Roman"
size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">)</sup></font></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>166,505        </b></font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Other
long-term debt issued by Bank of America Corporation and
subsidiaries</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b> </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>280,682        </b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
long-term debt</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="2"><b>$</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"2"><b>447,187        </b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1">Includes
$83.5 billion of fixed-rate obligations and $83.0 billion of
variable-rate obligations.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
weighted-average interest rate for debt (excluding structured
notes) issued by Merrill Lynch & Co., Inc. and
subsidiaries was 3.67 percent as of June 30, 2009. Including
the Merrill Lynch acquisition, the Corporation has aggregate annual
maturities on its long-term debt obligations of $80.6 billion
maturing within one year, $77.5 billion maturing in two years,
$73.0 billion maturing in three years, $35.9 billion maturing in
four years, $33.3 billion maturing in five years and $146.9 billion
for all years thereafter. Certain structured notes acquired in
connection with the acquisition of Merrill Lynch are accounted for
under the fair value option. For more information on these
structured notes, see <i>Note 16 – Fair Value
Disclosures</i>.</font></p>
</div>
1020000000
-141144000000
183074000000
65611000000
7471000000
5233000000
34022000000
44405000000
1640000000
2347000000
-993000000
276000000
487000000
-101000000
2732000000
7339000000
-18369000000
-8646000000
1240000000
2385000000
43670000000
1819000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td valign="top" bgcolor="#E6E6E6">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 14-Pension,
Postretirement and Other Employee Plans</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation sponsors noncontributory trusteed qualified pension
plans that cover substantially all officers and employees, a number
of noncontributory nonqualified pension plans, and postretirement
health and life plans. The plans provide defined benefits based on
an employee’s compensation and years of service. The Bank of
America Pension Plan (the Pension Plan) provides participants with
compensation credits, generally based on years of service. For
account balances based on compensation credits prior to
January 1, 2008, the Pension Plan allows participants to
select from various earnings measures, which are based on the
returns of certain funds or common stock of the Corporation. The
participant-selected earnings measures determine the earnings rate
on the individual participant account balances in the Pension Plan.
Participants may elect to modify earnings measure allocations on a
periodic basis subject to the provisions of the Pension Plan. For
account balances based on compensation credits subsequent to
December 31, 2007, the account balance earnings rate is based
on a benchmark rate. For eligible employees in the Pension Plan on
or after January 1, 2008, the benefits become vested upon
completion of three years of service. It is the policy of the
Corporation to fund not less than the minimum funding amount
required by ERISA. A detailed discussion of these plans is
presented in <i>Note 16 – Employee Benefit Plans</i> to the
Consolidated Financial Statements filed as Exhibit 99.2 to the
Corporation’s Current Report on Form 8-K filed on
May 28, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As a result
of the Merrill Lynch acquisition, the Corporation assumed the
obligations related to the plans of Merrill Lynch. These plans
include a terminated U.S. pension plan, non-U.S. pension plans, and
other postretirement plans. The non-U.S. pension plans vary based
on the country and local practices.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In 1988,
Merrill Lynch purchased a group annuity contract that guarantees
the payment of benefits vested under the terminated U.S. pension
plan. The Corporation, under a supplemental agreement, may be
responsible for, or benefit from, actual experience and investment
performance of the annuity assets. The Corporation has contributed
approximately $120 million toward this agreement during the
six months ended June 30, 2009. Additional contributions may
be required under the supplemental agreement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Net periodic
benefit cost (income) of the Corporation’s plans for the
three and six months ended June 30, 2009 and 2008 included the
following components:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="22"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Qualified<br />
Pension Plans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Nonqualified and<br />
Other</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>Pension Plans <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Postretirement<br />
Health and Life<br />
Plans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Components of net
periodic benefit cost (income)</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>87</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">69</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>183</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">201</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Expected return on plan
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(308</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(355</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(54</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of transition
obligation</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of prior
service cost (credits)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Recognized net actuarial
loss (gain)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>89</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(28</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Recognized termination
benefit cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Net periodic benefit cost
(income)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>70</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(58</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="24" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="22"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Qualified<br />
Pension Plans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Nonqualified and<br />
Other</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Pension Plans
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Postretirement<br />
Health and Life<br />
Plans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>2009
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1"><b>2009
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Components of net
periodic benefit cost (income)</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>194</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">157</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>371</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">411</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>119</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">43</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Expected return on plan
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(616</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(716</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of transition
obligation</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">16</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of prior
service cost (credits)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">17</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Recognized net actuarial
loss (gain)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>188</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(38</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(36</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Recognized termination
benefit cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Net periodic benefit cost
(income)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>165</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(93</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>23</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">44</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>27</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">25</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
nonqualified pension plans, the terminated U.S pension plan and
non-U.S. pension plans as described above.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The net
periodic benefit cost (income) of the Merrill Lynch Nonqualified
and Other Pension Plans and Postretirement Health and Life Plans
was $(6) million and $4 million and $(12) million and $8 million
for the three and six months ended June 30, 2009.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For 2009, the
Corporation expects to contribute approximately $300 million and
$150 million to its nonqualified and other pension plans and
postretirement health and life plans. For the six months ended
June 30, 2009, the Corporation contributed $231 million and
$67 million for these plans. The Corporation does not expect to be
required to contribute to its qualified pension plans during
2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In connection
with the Merrill Lynch acquisition, approximately 234 million
stock-based compensation awards (e.g., options and restricted
shares) were converted to Bank of America stock-based
awards. The unamortized compensation expense at the time of
acquisition was approximately $700 million which will be
substantially amortized into personnel expense through
2012.</font></p>
</div>
2238000000
-18000000
17573000000
13468000000
42635000000
30000000000
795000000
77402000000
851000000
5846000000
949000000
26755000000
60228000000
68532000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td valign="top" bgcolor="#E6E6E6">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 20-Performance by
Geographical Area</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Since the
Corporation’s operations are highly integrated, certain
income, expense, asset and liability amounts must be allocated to
arrive at total revenue, net of interest expense, income before
income taxes, net income and total assets by geographic area. The
Corporation identifies its geographic performance based upon the
business unit structure used to manage the capital or expense
deployed in the region as applicable. This requires certain
judgments related to the allocation of revenue so that revenue can
be appropriately matched with the related expense or capital
deployed in the region.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="42%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9"><font face="Times New Roman" size="1"><b>Three
Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>Year</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total Revenue,<br />
Net of Interest<br />
Expense <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Income (Loss)<br />
Before Income<br />
Taxes</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Net Income<br />
(Loss)</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total Revenue,<br />
Net of Interest<br />
Expense <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Income (Loss)<br />
Before Income<br />
Taxes</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Net Income <br />
(Loss)</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Domestic</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>24,433</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(205</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>54,050</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,372</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,663 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">18,778</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,348</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,037</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">34,726</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,954</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,135 </font></td>
</tr>
<tr style="FONT-SIZE: 1px" bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Asia</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,360</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,680</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,578</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,476</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,138 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">509</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">321</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">203</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">748</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">430</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">272 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Europe, Middle East and
Africa</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,632</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(336</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(242</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,281</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>625</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>450 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">950</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">116</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">85</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,622</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">18</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Latin America and the
Caribbean</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>349</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>147</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>725</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>347</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>220 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">173</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">136</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">85</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">385</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">317</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">198 </font></td>
</tr>
<tr style="FONT-SIZE: 1px" bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total Foreign</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,341</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,491</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,429</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,482</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,127</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,808 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,632</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">573</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">373</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,755</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">765</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">485 </font></td>
</tr>
<tr style="FONT-SIZE: 1px" bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total Consolidated</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>32,774</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,379</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,224</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>68,532</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,755</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,471 </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2008</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">20,410</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,921</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,410</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">37,481</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,719</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">4,620 </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">There were
no material intercompany revenues between geographic regions for
any of the periods presented.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
the Corporation’s Canadian operations which had total
revenue, net of interest expense of $341 million and $682 million;
income before income taxes of $40 million and $195 million; and net
income of $50 million and $156 million for the three and six months
ended June 30, 2009, respectively. Includes the
Corporation’s Canadian operations which had total revenue,
net of interest expense of $269 million and $567 million; income
before income taxes of $97 million and $254 million; and net income
of $73 million and $189 million for the three and six months ended
June 30, 2008, respectively.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The three
and six months ended June 30, 2009, includes pre-tax gains of
$5.3 billion ($3.5 billion net-of-tax) and $7.3 billion ($4.7
billion net-of-tax) on the sale of common shares of the
Corporation’s initial investment in CCB.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="73%"></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size="1"><b>Total
Assets <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>    June 30, 2009    </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">    December 31, 2008    </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Domestic</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,990,853</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,678,853 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Asia</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>79,220</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">50,567 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Europe, Middle East and
Africa</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>167,236</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">78,790 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Latin America and the
Caribbean</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>17,085</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">9,733 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>263,541</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">139,090 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total Consolidated</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,254,394</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,817,943 </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Total
assets include long-lived assets, which are primarily located in
the U.S.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
the Corporation’s Canadian operations which had total assets
of $22.0 billion and $13.5 billion at June 30, 2009 and
December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="100%"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" bgcolor=
"#E6E6E6"><font face="Times New Roman" size="2"><b>NOTE 18-Mortgage
Servicing Rights</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation accounts for consumer MSRs at fair value with changes
in fair value recorded in the Consolidated Statement of Income in
mortgage banking income. The Corporation economically hedges these
MSRs with certain derivatives and securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents activity for residential first mortgage MSRs for the
three and six months ended June 30, 2009 and 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="71%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2"><font size="+0"> <font size=
"1"> </font></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Six Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">  (Dollars in
millions)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Balance, beginning of
period</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,096</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,163</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,733</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,053</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Merrill Lynch balance,
January 1, 2009</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>209</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Additions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,706</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">669</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,955</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,035</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Impact of customer
payments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(797</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(233</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,982</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(430</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other changes in MSR market
value</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,530</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">651</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,620</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">592</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Balance, June 30</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,535</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,250</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,535</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,250</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Mortgage loans serviced
for investors (in billions)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,703</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">292</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,703</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">292</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For the three
and six months ended June 30, 2009, other changes in MSR
market value were $3.5 billion and $4.6 billion compared to $651
million and $592 million for the same periods in 2008. These
amounts reflect the change in discount rates and prepayment speed
assumptions, mostly due to changes in interest rates, as well as
the effect of changes in other assumptions. For the three and six
months ended June 30, 2009, the amounts did not include $300
million and $308 million resulting from lower than expected
prepayments. For the same periods in 2008, the amounts did not
include $(16) million and $(4) million resulting from greater than
expected prepayments. The net amounts of $3.8 billion and $4.9
billion for the current periods, and $635 million and $588 million
for the comparable periods in 2008 are included in the line
“mortgage banking income (loss)” for mortgage servicing
rights in the table “Level 3 – Total Realized and
Unrealized Gains (Losses) Included in Earnings” in <i>Note 16
– Fair Value Disclosures.</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the fair value of
consumer MSRs was $18.5 billion and $12.7 billion. The Corporation
uses an OAS valuation approach to determine the fair value of MSRs
which factors in prepayment risk. This approach consists of
projecting servicing cash flows under multiple interest rate
scenarios and discounting these cash flows using risk-adjusted
discount rates. The key economic assumptions used in valuations of
MSRs include weighted-average lives of the MSRs and the OAS
levels.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Key economic
assumptions used in determining the fair value of MSRs at
June 30, 2009 and December 31, 2008 were as
follows:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="74%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="4"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2"><font size="+0"> <font size=
"1"> </font></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="4"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>Fixed    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>Adjustable</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1">Fixed    </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1">Adjustable</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Weighted-average
option adjusted spread</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.73</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.71</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6.40</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">% </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Weighted-average life, in
years</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5.11</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3.11</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3.26</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2.71</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents the sensitivity of the weighted-average lives and
fair value of MSRs to changes in modeled assumptions. The
sensitivities in the following table are hypothetical and should be
used with caution. As the amounts indicate, changes in fair value
based on variations in assumptions generally cannot be extrapolated
because the relationship of the change in assumption to the change
in fair value may not be linear. Also, the effect of a variation in
a particular assumption on the fair value of a MSR that continues
to be held by the Corporation is calculated without changing any
other assumption. In reality, changes in one factor may result in
changes in another, which might magnify or counteract the
sensitivities. Additionally, the Corporation has the ability to
hedge interest rate and market valuation fluctuations associated
with MSRs. The sensitivities below do not reflect any hedge
strategies that may be undertaken to mitigate such risk.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
<font size="+0"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="71%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="12"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Change in</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>Weighted-average Lives</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Fixed</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="+0"> <font size="1"> </font></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>Adjustable</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="+0"> <font size="1"> </font></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><b>Change in        <br />
Fair Value        </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Prepayment
rates</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 10% decrease</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.28</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.15</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">839</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 20% decrease</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.60</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">0.32</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,785</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 10% increase</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(0.25</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(0.13</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(750</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size=
"2">)         </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 20% increase</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(0.48</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(0.24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,427</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  OAS level</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 100 bps decrease</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">831</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 200 bps decrease</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,737</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 100 bps increase</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">n/a</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(765</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impact of 200 bps increase</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">n/a</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,472</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"> n/a = not applicable</font></p>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Commercial
and residential reverse mortgage MSRs are accounted for using the
amortization method (i.e., lower of cost or market). Commercial and
residential reverse mortgage MSRs totaled $322 million and $323
million at June 30, 2009 and December 31, 2008 and are
not included in the tables above.</font></p>
</div>
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr bgcolor="#E6E6E6">
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 9-Variable Interest
Entities</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition
to the securitization vehicles described in <i>Note 8 –
Securitizations</i> and <i>Note 18 – Mortgage Servicing
Rights</i>, which are typically structured as QSPEs, the
Corporation utilizes SPEs in the ordinary course of business to
support its own and its customers’ financing and investing
needs. These SPEs are typically structured as VIEs and are thus
subject to consolidation by the reporting enterprise that absorbs
the majority of the economic risks and rewards of the VIE. To
determine whether it must consolidate a VIE, the Corporation
qualitatively analyzes the design of the VIE to identify the
creators of variability within the VIE, including an assessment as
to the nature of the risks that are created by the assets and other
contractual arrangements of the VIE, and identifies whether it will
absorb a majority of that variability.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 12, 2009, the FASB issued SFAS 166 and SFAS 167 which
will result in the consolidation of certain QSPEs and VIEs that are
not currently recorded on the Corporation’s Consolidated
Balance Sheet. For more information on SFAS 166 and SFAS 167, see
<i>Note 1 – Summary of Significant Accounting
Principles</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition
to the VIEs discussed below, the Corporation uses VIEs such as
trust preferred securities trusts in connection with its funding
activities, as described in more detail in <i>Note 12 –
Short-term Borrowings and Long-term Debt</i> to the Consolidated
Financial Statements filed as Exhibit 99.2 to the
Corporation’s Current Report on Form 8-K filed on
May 28, 2009. The Corporation also uses VIEs in the form of
synthetic securitization vehicles to mitigate a portion of the
credit risk on its residential mortgage loan portfolio as described
in <i>Note 6</i> – <i>Outstanding Loans and Leases.</i> The
Corporation has also provided support to or has loss exposure
resulting from its involvement with other VIEs, including certain
cash funds managed within <i>GWIM,</i> as described in more detail
in <i>Note 12 – Commitments and Contingencies.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The table
below presents the assets and liabilities of VIEs which have been
consolidated on the Corporation’s Balance Sheet at
June 30, 2009, total assets of consolidated VIEs at
December 31, 2008, and the Corporation’s maximum
exposure to loss resulting from its involvement with consolidated
VIEs as of June 30, 2009 and December 31, 2008. The
Corporation’s maximum exposure to loss is based on the
unlikely event that all of the assets in the VIEs become worthless
and incorporates not only potential losses associated with assets
recorded on the Corporation’s Balance Sheet but also
potential losses associated with off-balance sheet commitments such
as unfunded liquidity commitments and other contractual
arrangements.</font></p>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>  Consolidated
VIEs</b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="55%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Multi-Seller<br />
Conduits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Loan & Other</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Investment<br />
Vehicles</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>CDOs</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Leveraged<br />
Lease Trusts</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Other<br />
Vehicles</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Consolidated VIEs,
June 30, 2009 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Maximum loss exposure
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">10,837</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,344</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,452</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,547</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,785</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>29,965    </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Consolidated Assets
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Trading account
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">268</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,004</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">745</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3,017    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">368</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">973</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,341    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,810</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,797</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,893</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>9,500    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Held-to-maturity debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,984</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,984    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Loans and leases</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">378</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4,896</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">213</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,604</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>11,091    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  All other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">54</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,013</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">194</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,293    </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,226</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">9,342</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,142</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,604</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,912</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>29,226    </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Consolidated Liabilities
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Commercial paper and other
short-term borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8,244</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">630</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,267</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>10,141    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  All other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3,360</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,709</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">57</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">164</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>6,293    </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,247</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3,990</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,709</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">57</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,431</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>16,434    </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Consolidated VIEs,
December 31, 2008 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Maximum loss exposure
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">11,304</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,189</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,443</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,774</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,497</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">24,207    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Total assets <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">9,368</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,449</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,443</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,829</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,631</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">23,720    </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Cash flows
generated by the assets of the consolidated VIEs must generally be
used to settle the specific obligations of the VIEs before they are
available to the Corporation for general purposes.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Maximum
loss exposure for consolidated VIEs includes on-balance sheet
assets, net of non-recourse liabilities, plus off-balance sheet
exposures. It does not include losses previously recognized through
write-downs of assets.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Total
assets and liabilities of consolidated VIEs are reported net of
intercompany balances that have been eliminated in
consolidation.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the Corporation’s total maximum loss
exposure to consolidated VIEs was $30.0 billion, which includes
$6.4 billion attributable to the addition of Merrill Lynch,
primarily loan and other investment vehicles and CDOs.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The table
below presents total assets of unconsolidated VIEs in which the
Corporation holds a significant variable interest and
Corporation-sponsored unconsolidated VIEs in which the Corporation
holds a variable interest, even if not significant, at
June 30, 2009 and December 31, 2008. The table also
presents the Corporation’s maximum exposure to loss resulting
from its involvement with these VIEs at June 30, 2009 and
December 31, 2008. The Corporation’s maximum exposure to
loss is based on the unlikely event that all of the assets in the
VIEs become worthless and incorporates not only potential losses
associated with assets recorded on the Corporation’s Balance
Sheet but also potential losses associated with off-balance sheet
commitments such as unfunded liquidity commitments and other
contractual arrangements. Certain QSPEs, principally municipal bond
trusts, in which the Corporation has continuing involvement are
discussed in <i>Note 8 – Securitizations</i> and are also
included in the table. Assets and liabilities of unconsolidated
VIEs recorded on the Corporation’s Balance Sheet at
June 30, 2009 are also summarized below.</font></p>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>  Unconsolidated
VIEs</b></font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="47%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"1">  (Dollars in millions)</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Multi-Seller<br />
Conduits</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Loan &<br />
Other</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Investment<br />
Vehicles</b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Real<br />
Estate<br />
Investment<br />
Vehicles</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Municipal<br />
Bond Trusts</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>CDOs</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Customer<br />
Vehicles</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Other<br />
Vehicles</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Total</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Unconsolidated VIEs,
June 30, 2009 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Maximum loss exposure
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">35,089</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,503</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4,828</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">13,178</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">9,186</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">13,675</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,391</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>80,850    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Total assets of
VIEs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">21,665</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,160</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,828</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">14,984</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">53,359</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">15,908</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,318</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>120,222    </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  On-Balance Sheet
Assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">158</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,034</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,249</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,234</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>5,679    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">198</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">177</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,796</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">6,743</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">70</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>9,984    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">592</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">15</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>611    </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Loans and leases</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">298</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,336</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,634    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">All other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">60</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,427</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,828</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">173</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>7,488    </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">362</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,123</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,828</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,211</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,810</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">9,977</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>25,396    </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  On-Balance Sheet
Liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Derivative liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">35</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">498</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,229</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">179</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">58</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,999    </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">All other liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">507</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,440</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">79</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">118</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,156    </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">542</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,440</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">498</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,308</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">297</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">70</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>4,155    </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Unconsolidated VIEs,
December 31, 2008 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Maximum loss exposure
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">42,046</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,789</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,696</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7,145</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,383</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,741</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4,170</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">69,970    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Total assets of
VIEs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">27,922</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,691</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,980</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,997</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,570</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6,032</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,211</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">60,403    </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
unconsolidated VIEs and certain municipal bond trusts which are
QSPEs and are also included in <i>Note 8 –
Securitizations.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Maximum
loss exposure for unconsolidated VIEs includes on-balance sheet
assets plus off-balance sheet exposures. It does not include losses
previously recognized through write-downs of assets or the
establishment of derivative or other liabilities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the Corporation’s total maximum loss
exposure to unconsolidated VIEs was $80.9 billion, which includes
$24.9 billion attributable to the addition of Merrill Lynch,
primarily customer vehicles, municipal bond trusts and
CDOs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Except as
described below, we have not provided financial or other support to
consolidated or unconsolidated VIEs that we were not previously
contractually required to provide, nor do we intend to do
so.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Multi-Seller Conduits</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation administers four multi-seller conduits which provide a
low-cost funding alternative to its customers by facilitating their
access to the commercial paper market. These customers sell or
otherwise transfer assets to the conduits, which in turn issue
short-term commercial paper that is rated high-grade and is
collateralized by the underlying assets. The Corporation receives
fees for providing combinations of liquidity and standby letters of
credit (SBLCs) or similar loss protection commitments to the
conduits. The Corporation also receives fees for serving as
commercial paper placement agent and for providing administrative
services to the conduits. The Corporation’s liquidity
commitments are collateralized by various classes of assets which
incorporate features such as overcollateralization and cash
reserves that are designed to provide credit support to the
conduits at a level equivalent to investment grade as determined in
accordance with internal risk rating guidelines. Third parties
participate in a small number of the liquidity facilities on a pari
passu basis with the Corporation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation determines whether it must consolidate a multi-seller
conduit based on an analysis of projected cash flows using Monte
Carlo simulations which are driven principally by credit risk
inherent in the assets of the conduits.</font> <font face=
"Times New Roman" size="2">Interest rate risk is not included in
the cash flow analysis because the conduits are not designed to
absorb and pass along interest rate risk to investors. Instead, the
assets of the conduits pay variable rates of interest based on the
conduits’ funding costs. The assets of the conduits typically
carry a risk rating of AAA to BBB based on the Corporation’s
current internal risk rating equivalent, which reflects structural
enhancements of the assets, including third party insurance.
Projected loss calculations are based on maximum binding commitment
amounts, probability of default based on the average one year
Moody’s Corporate Finance transition table, and recovery
rates of 90 percent, 65 percent and 45 percent for senior,
mezzanine and subordinate exposures. Approximately 97 percent of
commitments in the unconsolidated conduits and 72 percent of
commitments in the consolidated conduit are supported by senior
exposures. Certain assets funded by one of the unconsolidated
conduits benefit from embedded credit enhancement provided by the
Corporation. Credit risk created by these assets is deemed to be
credit risk of the Corporation, which is absorbed by third party
investors.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation does not consolidate three conduits as it does not
expect to absorb a majority of the variability created by the
credit risk of the assets held in the conduits. On a combined
basis, these three conduits have issued approximately $147 million
of capital notes and equity interests to third parties, $142
million of which were outstanding at June 30, 2009. These
instruments will absorb credit risk on a first loss basis. The
Corporation consolidates the fourth conduit, which has not issued
capital notes or equity interests to third parties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At June 30,
2009, the assets of the consolidated conduit, which consist
primarily of debt securities, and the conduit’s unfunded
liquidity commitments, were mainly collateralized by $2.1 billion
in credit card loans (20 percent), $917 million in auto loans (nine
percent), $810 million in equipment loans (eight percent), $765
million in corporate and commercial loans (eight percent), and $563
million in trade receivables (six percent). In addition, $3.0
billion of the Corporation’s liquidity commitments were
collateralized by projected cash flows from long-term contracts
(e.g., television broadcast contracts, stadium revenues and royalty
payments) which, as mentioned above, incorporate features that
provide credit support. Amounts advanced under these arrangements
will be repaid when cash flows due under the long-term contracts
are received. Approximately 74 percent of this exposure is insured.
At June 30, 2009, the weighted-average life of assets in the
consolidated conduit was estimated to be 5.7 years and the
weighted-average maturity of commercial paper issued by this
conduit was 27 days. Assets of the Corporation are not available to
pay creditors of the consolidated conduit except to the extent the
Corporation may be obligated to perform under the liquidity
commitments and SBLCs. Assets of the consolidated conduit are not
available to pay creditors of the Corporation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s liquidity commitments to the unconsolidated
conduits, all of which were unfunded at June 30, 2009, pertained to
facilities that were mainly collateralized by $6.4 billion in
credit card loans (20 percent), $4.9 billion in auto loans (15
percent), $4.6 billion in trade receivables (14 percent), $4.4
billion in student loans (14 percent), and $2.6 billion in
equipment loans (eight percent). In addition, $7.2 billion (22
percent) of the Corporation’s commitments were collateralized
by the conduits’ short-term lending arrangements with
investment funds, primarily real estate funds, which, as mentioned
above, incorporate features that provide credit support. Amounts
advanced under these arrangements are secured by a diverse group of
high quality equity investors. Outstanding advances under these
facilities will be repaid when the investment funds issue capital
calls. At June 30, 2009, the weighted-average life of assets in the
unconsolidated conduits was estimated to be 4.3 years and the
weighted-average maturity of commercial paper issued by these
conduits was 32 days.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s liquidity, SBLCs and similar loss protection
commitments obligate us to purchase assets from the conduits at the
conduits’ cost. Subsequent realized losses on assets
purchased from the unconsolidated conduits would be reimbursed from
restricted cash accounts that were funded by the issuance of
capital notes and equity interests to third party investors. The
Corporation would absorb losses in excess of such amounts. If a
conduit is unable to re-issue commercial paper due to illiquidity
in the commercial paper markets or deterioration in the asset
portfolio, the Corporation is obligated to provide funding subject
to the following limitations. The Corporation’s obligation to
purchase assets under the SBLCs and similar loss protection
commitments are subject to a maximum commitment amount which is
typically set at eight to 10 percent of total outstanding
commercial paper. The Corporation’s obligation to purchase
assets under the liquidity agreements, which comprise the remainder
of our exposure, is generally limited to the amount of
non-defaulted assets. Although the SBLCs are unconditional, we are
not obligated to fund under other liquidity or loss protection
commitments if the conduit is the subject of a voluntary or
involuntary bankruptcy proceeding.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">One of the
unconsolidated conduits holds CDO investments with aggregate
outstanding funded amounts of $311 million and $388 million and
unfunded commitments of $237 million and $162 million at
June 30, 2009 and December 31, 2008. At June 30,
2009, $415 million of the conduit’s total exposure pertained
to an insured CDO which holds middle market loans. The
underlying collateral of the remaining CDO investments includes $38
million of subprime mortgages and other investment grade
securities. All of the unfunded commitments are revolving
commitments to the insured CDO. During 2008 and the first half of
2009, these investments were downgraded or threatened with a
downgrade by the rating agencies. In accordance with the terms of
our existing liquidity obligations, the conduit had transferred the
funded investments to the Corporation in a transaction that was
accounted for as a financing transaction in accordance with SFAS
140 due to the conduit’s continuing exposure to credit losses
of the investments. As a result of the transfer, the CDO
investments no longer serve as collateral for commercial paper
issuances.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The transfers
were performed in accordance with existing contractual
requirements. The Corporation did not provide support to the
conduit that was not contractually required nor does it intend to
provide support that is not contractually required in the future.
The Corporation performs reconsideration analyses for the conduit
in accordance with FIN 46R at least quarterly, and the CDO
investments are included in these analyses. The Corporation will be
reimbursed for any realized credit losses on these CDO investments
up to the amount of capital notes issued by the conduit, which
totaled $116 million at June 30, 2009 and $66 million at
December 31, 2008. Any realized losses on the CDO investments
that are caused by market illiquidity or changes in market rates of
interest will be borne by the Corporation. The Corporation will
also bear any credit-related losses in excess of the amount of
capital notes issued by the conduit. The Corporation’s
maximum exposure to loss from the CDO investments was $432 million
at June 30, 2009 and $484 million at December 31, 2008,
based on the combined funded amounts and unfunded commitments less
the amount of cash proceeds from the issuance of capital notes
which are held in a segregated account.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">There were no
other significant downgrades or losses recorded in earnings from
writedowns of assets held by any of the conduits during the six
months ended June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The liquidity
commitments and SBLCs provided to unconsolidated conduits are
included in <i>Note 12 – Commitments and
Contingencies.</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Loan and Other Investment
Vehicles</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Loans and
other investment vehicles at June 30, 2009 and
December 31, 2008 include loan securitization trusts that did
not meet QSPE status, loan financing arrangements, and vehicles
that invest in financial assets, typically debt securities or
loans. The Corporation determines whether it is the primary
beneficiary of and must consolidate these investment vehicles based
principally on a determination as to which party is expected to
absorb a majority of the credit risk or market risk created by the
assets of the vehicle. Typically, the party holding subordinated or
residual interests in a vehicle will absorb a majority of the
risk.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Certain loan
securitization trusts were designed to meet QSPE requirements but
fail to do so, typically as a result of derivatives entered into by
the trusts that pertain to interests ultimately retained by the
Corporation due to its inability to sell such interests as a result
of illiquidity in the market. The assets have been pledged to the
investors in the trusts. The Corporation consolidates these loan
securitization trusts if it retains the residual interest in the
trust and expects to absorb a majority of the variability in cash
flows created by the loans held in the trust. Investors in
consolidated loan securitization trusts have no recourse to the
general credit of the Corporation as their investments are repaid
solely from the assets of the vehicle.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation uses financing arrangements with SPEs administered by
third parties to obtain low-cost funding for certain financial
assets, principally commercial loans and debt securities. The third
party SPEs, typically commercial paper conduits, hold the specified
assets subject to total return swaps with the Corporation. If the
assets are transferred to the third party from the Corporation, the
transfer is accounted for as a secured borrowing. If the third
party commercial paper conduit issues a discrete series of
commercial paper whose only source of repayment is the specified
asset and the total return swap with the Corporation, thus creating
a silo structure within the conduit, we consolidate that
silo.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation has made investments in alternative investment funds
that are considered to be VIEs because they do not have sufficient
legal form equity at risk to finance their activities or the
holders of the equity at risk do not have control over the
activities of the vehicles. The Corporation consolidates these
funds if it holds a majority of the investment in the fund. The
Corporation also sponsors funds that provide a guaranteed return to
investors at the maturity of the fund. This guarantee may include a
guarantee of the return of an initial investment or of the initial
investment plus an agreed upon return depending on the terms of the
fund. Investors in certain of these funds have recourse to the
Corporation to the extent that the value of the assets held by the
funds at maturity is less than the guaranteed amount. The
Corporation consolidates these funds if the Corporation’s
guarantee is expected to absorb a majority of the variability
created by the assets of the fund.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Real Estate Investment
Vehicles</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s investment in real estate investment vehicles
at June 30, 2009 and December 31, 2008 consisted
principally of limited partnership investments in unconsolidated
limited partnerships that finance the construction and
rehabilitation of affordable rental housing. The Corporation earns
a return primarily through the receipt of tax credits allocated to
the affordable housing projects.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation determines whether it must consolidate these limited
partnerships based on a determination as to which party is expected
to absorb a majority of the risk created by the real estate held in
the vehicle, which may include construction, market and operating
risk. Typically, the general partner in a limited partnership will
absorb a majority of this risk due to the legal nature of the
limited partnership structure, which the Corporation does not
consolidate. The Corporation’s risk of loss is mitigated by
policies requiring that the project qualify for the expected tax
credits prior to making its investment. The Corporation may from
time to time be asked to invest additional amounts to support a
troubled project. Such additional investments have not been and are
not expected to be significant.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Municipal Bond Trusts</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation administers municipal bond trusts that hold
highly-rated, long-term, fixed-rate municipal bonds, some of which
are callable prior to maturity. The vast majority of the bonds are
rated AAA or AA and some of the bonds benefit from insurance
provided by monolines. The trusts obtain financing by issuing
floating-rate trust certificates that reprice on a weekly or other
basis to third party investors. The Corporation may serve as
remarketing agent and/or liquidity provider for the trusts. The
floating-rate investors have the right to tender the certificates
at specified dates, often with as little as seven days’
notice. Should the Corporation be unable to remarket the tendered
certificates, it is generally obligated to purchase them at par
under standby liquidity facilities. The Corporation is not
obligated to purchase the certificates under the standby liquidity
facilities if a bond’s credit rating declines below
investment grade or in the event of certain defaults or bankruptcy
of the issuer and insurer. The weighted-average remaining life of
bonds held in the trusts at June 30, 2009 was 13.1 years.
There were no material writedowns or downgrades of assets or
issuers during the six months ended June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition
to standby liquidity facilities, the Corporation also provides
default protection or credit enhancement to investors in securities
issued by certain municipal bond trusts. Interest and principal
payments on floating-rate certificates issued by these trusts are
secured by an unconditional guarantee issued by the Corporation. In
the event that the issuer of the underlying municipal bond defaults
on any payment of principal and/or interest when due, the
Corporation will make any required payments to the holders of the
floating-rate certificates. Additional information regarding these
guarantees is included in <i>Note 12 – Commitments and
Contingencies</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Some of these
trusts are QSPEs and, as such, are not subject to consolidation by
the Corporation. The Corporation consolidates those trusts that are
not QSPEs if it holds the residual interests or otherwise expects
to absorb a majority of the variability created by changes in
market value of assets in the trusts and changes in market rates of
interest. The Corporation does not consolidate a trust if the
customer holds the residual interest and the Corporation is
protected from loss in connection with its liquidity obligations.
For example, the Corporation may have the ability to trigger the
liquidation of a trust that is not a QSPE if the market value of
the bonds held in the trust declines below a specified threshold
which is designed to limit market losses to an amount that is less
than the customer’s residual interest, effectively preventing
the Corporation from absorbing the losses incurred on the assets
held within the trust.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s liquidity commitments to unconsolidated trusts
totaled $12.0 billion and $6.8 billion at June 30, 2009 and
December 31, 2008. The increase is due principally to the
addition of unconsolidated trusts acquired through the Merrill
Lynch acquisition. Liquidity commitments to these trusts are
included in <i>Note 12 – Commitments and
Contingencies</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Collateralized Debt Obligation
Vehicles</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">CDO vehicles
hold diversified pools of fixed income securities, typically
corporate debt or asset-backed securities, which they fund by
issuing multiple tranches of debt and equity securities. Synthetic
CDOs enter into a portfolio of credit default swaps to
synthetically create exposure to fixed income securities.
Collateralized loan obligations (CLOs) are a subset of CDOs which
hold pools of loans, typically corporate loans or commercial
mortgages. CDOs are typically managed by third party portfolio
managers. The Corporation transfers assets to these CDOs, holds
securities issued by the CDOs, and may be a derivative counterparty
to the CDOs, including credit default swap counterparty for
synthetic CDOs. The Corporation receives fees for structuring CDOs
and providing liquidity support for super senior tranches of
securities issued by certain CDOs. The Corporation has also entered
into total return swaps with certain CDOs whereby the Corporation
will absorb the economic returns generated by specified assets held
by the CDO. No third parties provide a significant amount of
similar commitments to these CDOs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation evaluates whether it must consolidate a CDO based
principally on a determination as to which party is expected to
absorb a majority of the credit risk created by the assets of the
CDO. The Corporation does not typically retain a significant
portion of debt securities issued by a CDO. When the Corporation
structured certain CDOs, it acquired the super senior tranches
issued by the CDOs or provided commitments to support the issuance
of super senior commercial paper to third parties. When the CDOs
were first created, the Corporation did not expect its investments
or its liquidity</font> <font face="Times New Roman" size=
"2">commitments to absorb a significant amount of the variability
driven by the credit risk within the CDOs and did not consolidate
the CDOs. When the Corporation subsequently acquired commercial
paper or term securities issued by certain CDOs during 2008 and the
first half of 2009, principally as a result of our liquidity
obligations, we performed updated consolidation analyses. Due to
credit deterioration in the pools of securities held by the CDOs,
the updated analyses indicated that the Corporation would now be
expected to absorb a majority of the variability and, accordingly,
we consolidated these CDOs. Consolidation did not have a
significant impact on net income, as the Corporation’s
investments and liquidity obligations were recorded at fair value
prior to consolidation. The creditors of the consolidated CDOs have
no recourse to the general credit of the Corporation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
June 30, 2009 balances include a portfolio of CDO-related
liquidity exposures obtained in connection with the Merrill Lynch
acquisition, including $2.4 billion notional amount of liquidity
support provided to certain synthetic CDOs in the form of unfunded
lending commitments. These commitments pertain to super senior
securities which are the most senior class of securities issued by
the CDOs and benefit from the subordination of all other securities
issued by the CDOs. The lending commitments obligate us to purchase
the super senior CDO securities at par value if the CDOs need cash
to make payments due under credit default swaps held by the CDOs.
This portfolio also includes an additional $1.7 billion notional
amount of liquidity exposure to non-SPE third parties which hold
super senior cash positions on our behalf. Our net exposure to loss
on these positions, after writedowns and insurance, was $87 million
at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size=
"2">Liquidity-related commitments also include $2.3 billion
notional amount of derivative contracts with unconsolidated SPEs,
principally CDO vehicles, which hold non-super senior CDO debt
securities or other debt securities on our behalf. These
derivatives are typically in the form of total return swaps which
obligate us to purchase the securities at the SPE’s cost to
acquire the securities, generally as a result of ratings
downgrades. The underlying securities are senior securities and
substantially all of our exposures are insured. Accordingly, our
exposure to loss consists principally of counterparty risk to the
insurers. The $6.4 billion of liquidity exposure is included
in the table above titled Unconsolidated VIEs to the extent that
our involvement with the CDO vehicle meets the requirements for
disclosure under FIN 46R. For example, if the Corporation did not
sponsor a CDO vehicle and does not hold a significant variable
interest, the vehicle is not included in the table.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Including the
liquidity commitments described above that meet the FIN 46R
criteria, the portfolio of CDO investments obtained in connection
with the Merrill Lynch acquisition and included in the table above
titled Unconsolidated VIEs pertain to CDO vehicles with total
assets of $51.9 billion. The Corporation’s maximum
exposure to loss with regard to these positions is $7.8
billion. This amount is significantly less than the total
assets of the CDO vehicles because the Corporation typically has
exposure to only a portion of the total assets. The
Corporation has also purchased credit protection from some of the
same CDO vehicles in which it invested, thus reducing our net
exposure to future loss.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
December 31, 2008, liquidity commitments provided to CDOs
included written put options with a notional amount of $542
million. All of these written put options were terminated in the
first quarter of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Leveraged Lease Trusts</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s net involvement with consolidated leveraged
lease trusts totaled $5.5 billion and $5.8 billion at June 30,
2009 and December 31, 2008. The trusts hold long-lived
equipment such as rail cars, power generation and distribution
equipment, and commercial aircraft. The Corporation consolidates
these trusts because it holds a residual interest which is expected
to absorb a majority of the variability driven by credit risk of
the lessee and, in some cases, by the residual risk of the leased
property. The net investment represents the Corporation’s
maximum loss exposure to the trusts in the unlikely event that the
leveraged lease investments become worthless. Debt issued
by the leveraged lease trusts is nonrecourse to the Corporation.
The Corporation has no liquidity exposure to these leveraged lease
trusts.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Customer Vehicles</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Customer
vehicles include credit-linked and equity-linked note vehicles,
repackaging vehicles, and asset acquisition vehicles, which are
typically created on behalf of customers who wish to obtain market
or credit exposure to a specific company or financial
instrument.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Credit-linked
and equity-linked note vehicles issue notes which pay a return that
is linked to the credit or equity risk of a specified company or
debt instrument. The vehicles purchase high-grade assets as
collateral and enter into credit default swaps or equity
derivatives to synthetically create the credit or equity risk to
pay the specified return on the notes. The Corporation is typically
the counterparty for some or all of the credit and equity
derivatives and, to a lesser extent, it may invest in securities
issued by the vehicles. The Corporation may also enter into
interest rate or foreign currency derivatives with the vehicles.
The Corporation does not typically consolidate the vehicles because
the derivatives create variability which is absorbed by the third
party investors. The Corporation is exposed to loss if the
collateral held by the vehicle</font> <font face="Times New Roman"
size="2">declines in value and is insufficient to cover the
vehicle’s obligation to the Corporation under the above
derivatives. In addition, the Corporation has entered into total
return swaps with certain vehicles through which the Corporation
absorbs any gains or losses generated by the collateral held in the
vehicles. The Corporation consolidates these vehicles if the
variability in cash flows expected to be generated by the
collateral is greater than the variability in cash flows expected
to be generated by the credit or equity derivatives. At
June 30, 2009, the notional amount of such derivative
contracts with unconsolidated vehicles was
$3.2 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Repackaging
vehicles are created to provide an investor with a specific risk
profile. The vehicles typically hold a security and a derivative
that modifies the interest rate or currency of that security, and
issues one class of notes to a single investor. These vehicles are
generally QSPEs and, as such, are not subject to consolidation by
the Corporation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Asset
acquisition vehicles acquire financial instruments, typically
loans, at the direction of a single customer and obtain funding
through the issuance of structured notes to the Corporation. At the
time the vehicle acquires an asset, the Corporation enters into a
total return swap with the customer such that the economic returns
of the asset are passed through to the customer. As a result, the
Corporation does not consolidate the vehicles. The Corporation is
exposed to counterparty credit risk if the asset declines in value
and the customer defaults on its obligation to us under the total
return swap. The Corporation’s risk may be mitigated by
collateral or other arrangements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Other Vehicles</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Other
consolidated vehicles include real estate investment vehicles,
municipal bond trusts and asset acquisition conduits. Other
unconsolidated vehicles include asset acquisition conduits and
other corporate conduits.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation administers three asset acquisition conduits which
acquire assets on behalf of the Corporation or our customers. Two
of the conduits, which are unconsolidated, acquire assets at the
request of customers who wish to benefit from the economic returns
of the specified assets, which consist principally of liquid
exchange-traded equity securities and some leveraged loans, on a
leveraged basis. The consolidated conduit holds subordinated debt
securities for the Corporation’s benefit. The conduits obtain
funding by issuing commercial paper and subordinated certificates
to third party investors. Repayment of the commercial paper and
certificates is assured by total return swap contracts between the
Corporation and the conduits and, for unconsolidated conduits the
Corporation is reimbursed through total return swap contracts with
its customers. The weighted-average maturity of commercial paper
issued by the conduits at June 30, 2009 was 69 days. The
Corporation receives fees for serving as commercial paper placement
agent and for providing administrative services to the
conduits.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation determines whether it must consolidate an asset
acquisition conduit based on the design of the conduit and whether
the third party investors are exposed to the Corporation’s
credit risk or the market risk of the assets. Interest rate risk is
not included in the cash flow analysis because the conduits are not
designed to absorb and pass along interest rate risk to investors,
who receive current rates of interest that are appropriate for the
tenor and relative risk of their investments. When a conduit
acquires assets for the benefit of the Corporation’s
customers, the Corporation enters into back-to-back total return
swaps with the conduit and the customer such that the economic
returns of the assets are passed through to the customer. The
Corporation’s performance under the derivatives is
collateralized by the underlying assets and, as such, the third
party investors are exposed primarily to credit risk of the
Corporation. The Corporation’s exposure to the counterparty
credit risk of its customers is mitigated by the aforementioned
collateral arrangements and the ability to liquidate an asset held
in the conduit if the customer defaults on its obligation. When a
conduit acquires assets on the Corporation’s behalf and the
Corporation absorbs the market risk of the assets, it consolidates
the conduit. Derivative activity related to unconsolidated conduits
is carried at fair value with changes in fair value recorded in
trading account profits (losses).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Other
corporate conduits at December 31, 2008 included several
commercial paper conduits which held primarily high-grade,
long-term municipal, corporate, and mortgage-backed securities.
During the second quarter of 2009, the Corporation was unable to
remarket the conduits’ commercial paper and, in accordance
with existing contractual arrangements, the conduits were
liquidated. Due to illiquidity in the financial markets, the
Corporation purchased a majority of these assets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009, the Corporation holds $401 million of assets
acquired from the liquidation of the conduits and previous
mandatory sales of assets out of the conduits. These assets are
recorded on the Consolidated Balance Sheet within trading account
assets.</font></p>
</div>
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="100%"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" bgcolor=
"#E6E6E6"><font face="Times New Roman" size="2"><b>NOTE 19-Business
Segment Information</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation reports the results of its operations through six
business segments: <i>Deposits, Global Card Services, Home
Loans & Insurance, Global Banking, Global Markets</i> and
<i>Global Wealth & Investment Management (GWIM)</i>, with
the remaining operations recorded in <i>All Other.</i> Effective
January 1, 2009, as a result of the Merrill Lynch acquisition,
the Corporation changed its basis of presentation from three
segments to six segments. The former <i>Global Consumer and Small
Business Banking</i> now is reflected in three separate business
segments: <i>Deposits, Global Card Services</i> and <i>Home
Loans & Insurance.</i> The former <i>Global Corporate and
Investment Banking</i> now is divided into <i>Global Banking</i>
and <i>Global Markets.</i> Prior period amounts have been
reclassified to conform to current period presentation. These
changes did not have an impact on the previously reported
consolidated results of the Corporation. The Corporation may
periodically reclassify business segment results based on
modifications to its management reporting methodologies and changes
in organizational alignment.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Deposits</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size=
"2"><i>Deposits</i> includes the results of consumer deposits
activities which consist of a comprehensive range of products
provided to consumers and small businesses. In addition,
<i>Deposits</i> includes student lending results and the net effect
of our ALM activities. <i>Deposits’</i> products include
traditional savings accounts, money market savings accounts, CDs
and IRAs, and noninterest- and interest-bearing checking
accounts<i>.</i> These products provide a relatively stable source
of funding and liquidity. The Corporation earns net interest spread
revenues from investing this liquidity in earning assets through
client-facing lending and ALM activities. The revenue is allocated
to the deposit products using a funds transfer pricing process
which takes into account the interest rates and maturity
characteristics of the deposits. Deposits also generate fees such
as account service fees, non-sufficient fund fees, overdraft
charges and ATM fees. In addition, <i>Deposits</i> includes the
impact of migrating customers, and their related deposit balances,
between <i>GWIM</i> and <i>Deposits</i>. Net interest income and
service fees on such deposits are included subsequent to
migration.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In order to
better coordinate the consumer payments businesses, we consolidated
our consumer and small business card products into <i>Global Card
Services;</i> therefore, debit card has moved from <i>Deposits</i>
to <i>Global Card Services</i>.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Global Card
Services</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>Global
Card Services</i> provides a broad offering of products including
U.S. consumer and business card, consumer lending, international
card and debit card to consumers and small businesses. The
Corporation reports <i>Global Card Services</i>’ results on a
managed basis which is consistent with the way that management
evaluates the results of <i>Global Card Services</i>. Managed basis
assumes that securitized loans were not sold and presents earnings
on these loans in a manner similar to the way loans that have not
been sold (i.e., held loans) are presented. Loan securitization is
an alternative funding process that is used by the Corporation to
diversify funding sources. Loan securitization removes loans from
the Consolidated Balance Sheet through the sale of loans to an
off-balance sheet QSPE which is excluded from the
Corporation’s Consolidated Financial Statements in accordance
with GAAP.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
performance of the managed portfolio is important in understanding
<i>Global Card Services</i>’ results as it demonstrates the
results of the entire portfolio serviced by the business.
Securitized loans continue to be serviced by the business and are
subject to the same underwriting standards and ongoing monitoring
as held loans. In addition, excess servicing income is exposed to
similar credit risk and repricing of interest rates as held loans.
<i>Global Card Services</i>’ managed income statement line
items differ from a held basis as follows:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="4%"><font size="1"> </font></td>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="2">•</font></td>
<td valign="top" width="1%"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="2">Managed net
interest income includes <i>Global Card Services</i>’ net
interest income on held loans and interest income on the
securitized loans less the internal funds transfer pricing
allocation related to securitized loans.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="4%"><font size="1"> </font></td>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="2">•</font></td>
<td valign="top" width="1%"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="2">Managed
noninterest income includes <i>Global Card Services</i>’
noninterest income on a held basis less the reclassification of
certain components of card income (e.g., excess servicing income)
to record securitized net interest income and provision for credit
losses. Noninterest income, both on a held and managed basis, also
includes the impact of adjustments to the interest-only strips that
are recorded in card income as management continues to manage this
impact within <i>Global Card Services</i>.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="4%"><font size="1"> </font></td>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="2">•</font></td>
<td valign="top" width="1%"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="2">Provision for
credit losses represents the provision for credit losses on held
loans combined with realized credit losses associated with the
securitized loan portfolio.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Home Loans &
Insurance</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>Home
Loans & Insurance</i> provides an extensive line of
consumer real estate products and services to customers nationwide.
<i>Home Loans & Insurance</i> products include fixed and
adjustable rate first-lien mortgage loans for home purchase and
refinancing needs, reverse mortgages, home equity lines of credit
and home equity loans. First mortgage products are either sold into
the secondary mortgage market to investors, while retaining MSRs
and the Bank of America customer relationships, or are held on the
Corporation’s balance sheet in <i>All Other</i> for ALM
purposes. <i>Home Loans & Insurance</i> is not impacted by
the Corporation’s mortgage production retention decisions as
<i>Home Loans & Insurance</i> is compensated for the
decision on a management accounting basis with a corresponding
offset recorded in <i>All Other</i>. In addition, <i>Home
Loans & Insurance</i> offers property, casualty, life,
disability and credit insurance. <i>Home Loans &
Insurance</i></font> <font face="Times New Roman" size="2">also
includes the impact of migrating customers and their related loan
balances between <i>GWIM</i> and <i>Home Loans &
Insurance</i>. Net interest income and noninterest income on such
loans is included subsequent to migration.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Global Banking</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>Global
Banking</i> provides a wide range of lending-related products and
services, integrated working capital management, treasury solutions
and investment banking services to clients worldwide. Lending
products and services include commercial loans and commitment
facilities, real estate lending, leasing, trade finance, short-term
credit facilities and asset-based lending and indirect consumer
loans. Capital management and treasury solutions include treasury
management, foreign exchange and short-term investing options.
Investment banking services provide the Corporation’s
commercial and corporate issuer clients with debt and equity
underwriting and distribution capabilities as well as
merger-related and other advisory services. <i>Global Banking</i>
also includes the results for the economic hedging of the credit
risk to certain exposures utilizing various risk mitigation tools.
Product specialists within <i>Global Markets</i> work closely with
<i>Global Banking</i> on the underwriting and distribution of
debt and equity securities and certain other products. In order to
reflect the efforts of <i>Global Markets</i> and <i>Global
Banking</i> in servicing our clients with the best product
capabilities, we allocate revenue and expenses to the two segments
based on relative contribution.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Global Markets</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>Global
Markets</i> provides financial products, advisory services,
financing, securities clearing, settlement and custody services
globally to institutional investor clients in support of their
investing and trading activities. <i>Global Markets</i> also works
with commercial and corporate issuer clients to provide debt and
equity underwriting and distribution capabilities and risk
management products using interest rate, equity, credit, currency
and commodity derivatives, foreign exchange, fixed income and
mortgage-related products. The business may take positions in these
products and participate in market-making activities dealing in
government securities, equity and equity-linked securities,
high-grade and high-yield corporate debt securities, commercial
paper, mortgage-backed securities and ABS. Product specialists
within <i>Global Markets</i> work closely with <i>Global
Banking</i> on the underwriting and distribution of debt and
equity securities and certain other products. In order to reflect
the efforts of <i>Global Markets</i> and <i>Global Banking</i> in
servicing our clients with the best product capabilities, we
allocate revenue and expenses to the two segments based on
relative contribution.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Global Wealth &
Investment Management</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>GWIM</i>
offers investment and brokerage services, estate management,
financial planning services, fiduciary management, credit and
banking expertise, and diversified asset management products to
institutional clients, as well as affluent and high net-worth
individuals. <i>GWIM</i> also reflects the impact of migrating
customers, and their related deposit and loan balances, between
<i>GWIM</i> and <i>Deposits</i> and <i>GWIM</i> and <i>Home
Loans & Insurance</i>. Net interest income and noninterest
income on such deposits and loans are included subsequent to
migration. In addition, <i>GWIM</i> includes the results of the
Institutional Retirement, Philanthropy & Investment
business, the Corporation’s approximately 50 percent economic
ownership of BlackRock, and other miscellaneous items.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>All Other</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>All
Other</i> consists of equity investment activities including Global
Principal Investments, Corporate Investments and Strategic
Investments, the residential mortgage portfolio associated with ALM
activities, the residual impact of the cost allocation processes,
merger and restructuring charges, and the results of certain
businesses that are expected to be or have been sold or are in the
process of being liquidated. <i>All Other</i> also includes certain
amounts associated with ALM activities and a corresponding
“securitization offset” which removes the
“securitization impact” of sold loans in <i>Global Card
Services,</i> in order to present the consolidated results of the
Corporation on a GAAP basis (i.e., held basis). Effective
January 1, 2009, as part of the Merrill Lynch acquisition,
<i>All Other</i> includes the results of First Republic Bank and
fair value adjustments related to certain Merrill Lynch structured
notes.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Basis of
Presentation</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Total
revenue, net of interest expense, includes net interest income on a
FTE basis and noninterest income. The adjustment of net interest
income to a FTE basis results in a corresponding increase in income
tax expense. The segment results also reflect certain revenue and
expense methodologies which are utilized to determine net income.
The net interest income of the businesses includes the results of a
funds transfer pricing process that matches assets and liabilities
with similar interest rate sensitivity and maturity
characteristics. Net interest income of the business segments also
includes an allocation of net interest income generated by the
Corporation’s ALM activities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
management accounting reporting process derives segment and
business results by utilizing allocation methodologies for revenue
and expense. The net income derived for the businesses is dependent
upon revenue and cost allocations using an activity-based costing
model, funds transfer pricing, and other methodologies and
assumptions management believes are appropriate to reflect the
results of the business.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation’s ALM activities maintain an overall interest
rate risk management strategy that incorporates the use of interest
rate contracts to manage fluctuations in earnings that are caused
by interest rate volatility. Our goal is to manage interest rate
sensitivity so that movements in interest rates do not
significantly adversely affect net interest income. The results of
the business segments will fluctuate based on the performance of
corporate ALM activities. ALM activities are recorded in the
business segments such as external product pricing decisions,
including deposit pricing strategies, the effects of our internal
funds transfer pricing process as well as the net effects of other
ALM activities. In addition, certain residual impacts of the funds
transfer pricing process are retained in <i>All
Other</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Certain
expenses not directly attributable to a specific business segment
are allocated to the segments based on pre-determined means. The
most significant of these expenses include data processing costs,
item processing costs and certain centralized or shared functions.
Data processing costs are allocated to the segments based on
equipment usage. Item processing costs are allocated to the
segments based on the volume of items processed for each segment.
The costs of certain centralized or shared functions are allocated
based on methodologies which reflect utilization.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
tables present total revenue, net of interest expense, on a FTE
basis and net income for the three and six months ended
June 30, 2009 and 2008, and total assets at June 30, 2009
and 2008 for each business segment, as well as <i>All
Other</i>.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
</tr>
<tr>
<td valign="top" colspan="27">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>  Business
Segments</i></b></font></p>
</td>
</tr>
<tr>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>  Three Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size="1"><b>Total
Corporation <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Deposits <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Global Card Services <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  (Dollars in
millions)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net interest income</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,942</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">10,937</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,748</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,625</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,049</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,742</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Noninterest
income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>21,144</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">9,789</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,747</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,775</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,288</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,758</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>33,086</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20,726</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,495</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,400</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,337</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,500</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,375</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,830</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>96</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">89</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,741</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,259</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>516</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">447</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">75</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>227</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">256</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>16,504</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">9,212</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,590</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,249</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,119</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,691</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,237</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>750</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,987</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,380</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">866</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income tax expense
(benefit)</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(533</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,827</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>245</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">749</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(762</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net income (loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,224</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,410</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>505</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,238</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,618</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">582</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Period-end total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,254,394</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,716,875</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>448,200</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">363,326</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>231,986</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">263,253</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="8" height="16"></td>
<td colspan="8" height="16"></td>
<td colspan="8" height="16"></td>
<td colspan="2" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Home Loans</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>&
Insurance</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Global Banking</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Global Markets</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net interest income</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,197</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">620</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,738</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,517</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,507</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,197</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Noninterest
income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,264</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">641</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,920</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,938</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,945</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">181</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,461</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,261</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,658</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,455</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,452</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,378</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,726</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,034</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,584</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">400</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>57</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">48</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,810</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">732</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,175</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,699</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,541</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">951</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,094</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,505</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,842</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,308</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,894</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">465</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income tax expense
(benefit)</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(369</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(557</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,355</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">875</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>517</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">167</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net income (loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(725</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(948</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,433</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,377</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">298</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Period-end total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>234,388</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">103,765</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>381,123</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">386,525</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>571,761</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">388,451</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>GWIM <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>All Other <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="6"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net interest income</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,291</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,149</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,588</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,913</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Noninterest
income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,905</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,146</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,075</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,350</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,196</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,295</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>487</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(563</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>238</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">119</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,033</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">60</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,173</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,184</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,466</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">278</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>654</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">932</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(975</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">184</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income tax expense
(benefit)</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>213</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">351</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,732</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net income</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>441</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">581</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>757</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">226</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Period-end total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>232,913</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">167,197</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>154,023</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">44,358</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">There were
no material intersegment revenues.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Total
assets include asset allocations to match liabilities (i.e.,
deposits).</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1"><i>Global
Card Services</i> is presented on a managed basis with a
corresponding offset recorded in <i>All Other</i>.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">FTE
basis</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Provision
for credit losses represents: For <i>Global Card Services</i>
– Provision for credit losses on held loans combined with
realized credit losses associated with the securitized loan
portfolio and for <i>All Other</i> – Provision for credit
losses combined with the <i>Global Card Services</i> securitization
offset.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
</tr>
<tr>
<td valign="top" colspan="27">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>  Business
Segments</i></b></font></p>
</td>
</tr>
<tr>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>  Six Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size="1"><b>Total
Corporation <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Deposits <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Global Card Services <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  (Dollars in
millions)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net interest income</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>24,761</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21,228</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,659</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,136</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,308</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9,331</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Noninterest
income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>44,405</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">16,869</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,248</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,352</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,538</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,099</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>69,166</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">38,097</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,907</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,488</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,846</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15,430</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26,755</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">11,840</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>187</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">195</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16,182</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,711</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,036</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">893</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>122</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">150</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">511</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>32,986</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">18,029</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,886</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,603</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,061</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,389</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,335</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,712</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,777</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,389</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,147</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income tax expense
(benefit)</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>918</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,715</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>606</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,414</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,895</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">746</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net income (loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,471</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,620</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,106</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,363</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(3,494</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,401</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Period-end total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,254,394</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,716,875</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>448,200</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">363,326</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>231,986</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">263,253</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="8" height="16"></td>
<td colspan="8" height="16"></td>
<td colspan="8" height="16"></td>
<td colspan="2" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Home Loans</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>&
Insurance</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Global Banking</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Global Markets</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net interest income</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,376</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,170</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,553</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,863</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,396</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,332</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Noninterest income
(loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,308</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,414</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,745</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,491</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,955</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,795</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,684</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,584</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,298</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,354</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,351</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">537</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,098</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,846</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,432</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">926</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>50</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(39</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>38</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>116</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">96</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,441</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,469</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,631</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,398</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,580</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,679</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,893</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,732</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,119</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,934</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,686</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,104</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income tax expense
(benefit)</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(670</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,460</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,478</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,874</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(413</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net income (loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,223</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,721</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,659</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,456</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,812</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(691</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Period-end total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>234,388</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">103,765</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>381,123</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">386,525</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>571,761</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">388,451</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>GWIM <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>All Other <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="6"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net interest income</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,946</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,167</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,477</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,771</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Noninterest
income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,613</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,070</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,998</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,238</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8,559</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,237</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,521</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,533</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>492</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">362</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(686</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,161</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Amortization of
intangibles</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>263</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">120</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">14</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Other noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,331</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,435</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,514</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">621</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,473</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,320</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,681</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income tax expense
(benefit)</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>522</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">495</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(979</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net income (loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>951</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">825</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,660</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Period-end total
assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>232,913</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">167,197</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>154,023</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">44,358</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">There were
no material intersegment revenues.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Total
assets include asset allocations to match liabilities (i.e.,
deposits).</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1"><i>Global
Card Services</i> is presented on a managed basis with a
corresponding offset recorded in <i>All Other</i>.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">FTE
basis</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Provision
for credit losses represents: For <i>Global Card Services</i>
– Provision for credit losses on held loans combined with
realized credit losses associated with the securitized loan
portfolio and for <i>All Other</i> – Provision for credit
losses combined with the <i>Global Card Services</i> securitization
offset.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2"><i>Global
Card Services</i> is reported on a managed basis which includes a
“securitization impact” adjustment which has the effect
of presenting securitized loans in a manner similar to the way
loans that have not been sold are presented. <i>All
Other</i>’s results include a corresponding
“securitization offset” which removes the impact of
these securitized loans in order to present the consolidated
results of the Corporation on a held basis. The tables below
reconcile <i>Global Card Services</i> and <i>All Other</i> to a
held basis by reclassifying net interest income, insurance
premiums, all other income and realized credit losses associated
with the securitized loans to card income.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="top" colspan="25">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>  Global Card
Services – Reconciliation</i></b></font></p>
</td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="10">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Three Months Ended
June 30, 2009  </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9"><font face="Times New Roman" size="1">Three
Months Ended June 30, 2008  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>    Managed    <br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Securitization<br />
Impact <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Held <br />
    Basis     </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">    Managed    <br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Securitization<br />
Impact <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Held <br />
    Basis     </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Net interest
income</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,049</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,358</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,691</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,742</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,140</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,602 </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Noninterest
income:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Card income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,164</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(592</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,572</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,554</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">557</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,111 </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">All other income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>124</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(32</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>92</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(60</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">144 </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total noninterest income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,288</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(624</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,664</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,758</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">497</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">3,255 </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,337</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,982</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,355</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,500</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,643</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,857 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,741</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,982</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,759</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,259</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,643</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,616 </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,976</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,976</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,375</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">2,375 </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,380</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,380</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">866</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">866 </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Income tax
expense (benefit)</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(762</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(762</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">284 </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Net income
(loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,618</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,618</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">582</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">582 </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="12" height="16"></td>
<td colspan="2" height="16"></td>
<td colspan="10" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2009  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9"><font face="Times New Roman" size="1">Six
Months Ended June 30, 2008  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Managed<br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Securitization<br />
Impact <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Held <br />
Basis </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Managed<br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Securitization<br />
Impact <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Held <br />
    Basis     </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Net interest
income</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,308</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4,749</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,559</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9,331</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4,195</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,136 </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Noninterest
income:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Card income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,279</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(348</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,931</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,275</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,261</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,536 </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">All other income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>259</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(67</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>192</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">824</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">699 </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total noninterest income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,538</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(415</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,123</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,099</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,136</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">7,235 </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,846</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,164</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,682</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15,430</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,059</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12,371 </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16,182</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,164</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,711</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,059</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,652 </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,053</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,053</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,572</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">4,572 </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,389</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,389</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,147</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,147 </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Income tax
expense (benefit)</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,895</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,895</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">746</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">746 </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Net income
(loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(3,494</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(3,494</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,401</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">1,401 </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Provision
for credit losses represents provision for credit losses on held
loans combined with realized credit losses associated with the
securitized loan portfolio.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
securitization impact on net interest income is on a funds transfer
pricing methodology consistent with the way funding costs are
allocated to the businesses.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">FTE
basis</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="46%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="top" colspan="25">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>All Other –
Reconciliation</i></b></font></p>
</td>
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size=
"2"><b><i>  </i></b></font></p>
</td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9"><font face="Times New Roman" size=
"1"><b>          Three Months Ended June 30, 2009          </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size=
"1">          Three Months Ended June 30, 2008          </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Reported<br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Securitization<br />
Offset <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>As<br />
Adjusted</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Reported<br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Securitization<br />
Offset <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1">As<br />
Adjusted</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Net interest
income</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,588</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,358</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>770</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,913</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,140</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">227</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Noninterest
income:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Card income (loss)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(278</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>592</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>314</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">596</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(557</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">39</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Equity investment
income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,979</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,979</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">710</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">710</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Gains on sales of debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>672</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>672</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">131</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">131</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">All other income
(loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(4,298</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>32</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(4,266</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(87</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">60</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total noninterest income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,075</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>624</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,699</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,350</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(497</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">853</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>487</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,982</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,469</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(563</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,643</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,080</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,982</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,973</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,033</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,643</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">610</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Merger and
restructuring charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>829</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>829</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">212</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">212</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  All other
noninterest expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>642</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>642</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">74</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">74</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(975</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(975</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">184</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">184</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Income tax
expense (benefit)</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,732</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,732</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Net income</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>757</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>757</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">226</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">226</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="11" height="16"></td>
<td colspan="2" height="16"></td>
<td colspan="12" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="9"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30, 2009  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="10"><font face="Times New Roman" size="1">Six
Months Ended June 30, 2008  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Reported<br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Securitization<br />
Offset <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>As<br />
Adjusted</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Reported<br />
Basis <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Securitization<br />
Offset <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size="1">As<br />
Adjusted</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Net interest
income</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,477</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,749</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,272</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,771</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,195</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">424</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Noninterest
income:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Card income (loss)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>256</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>348</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>604</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,259</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,261</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Equity investment
income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,305</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,305</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">977</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">977</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Gains on sales of debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,143</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,143</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">351</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">351</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">All other income
(loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,706</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>67</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(1,639</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(349</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(224</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Total noninterest
income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,998</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>415</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,413</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,238</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(1,136</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,102</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total revenue, net of interest
expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,521</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,164</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,685</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,533</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,059</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,526</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="4" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(686</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,164</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,478</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,161</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,059</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">898</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Merger and
restructuring charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,594</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,594</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">382</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">382</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  All other
noninterest expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>932</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>932</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">253</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">253</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Income (loss) before income
taxes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,681</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,681</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Income tax
expense (benefit)</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(979</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(979</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>Net income
(loss)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,660</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,660</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(13</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(13</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Provision
for credit losses represents provision for credit losses in <i>All
Other</i> combined with the <i>Global Card Services</i>
securitization offset.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
securitization offset to net interest income is on a funds transfer
pricing methodology consistent with the way funding costs are
allocated to the businesses.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">FTE
basis</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents reconciliations of the six business segments’
(<i>Deposits, Global Card Services, Home Loans &
Insurance, Global Markets, Global Banking</i> and <i>GWIM</i>)
total revenue, net of interest expense, on a FTE basis and net
income to the Consolidated Statement of Income. The adjustments
presented in the table below include consolidated income and
expense amounts not specifically allocated to individual business
segments.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="74%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Six Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  (Dollars in
millions)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Segments’ total
revenue, net of interest expense</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>32,599</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21,289</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64,645</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">39,630</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Adjustments:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">ALM activities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,222</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">291</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">508</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investment income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,979</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">710</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,305</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">977</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Liquidating businesses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>312</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">97</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>610</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">167</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">FTE basis adjustment</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(312</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(316</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(634</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(616</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Managed securitization impact to total
revenue, net of interest expense</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,982</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,643</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5,164</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,059</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>400</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>667</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(126</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Consolidated revenue, net of interest
expense</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>32,774</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">20,410</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>68,532</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">37,481</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="2" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Segments’ net
income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,467</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,184</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,811</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,633</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Adjustments, net of
taxes:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">ALM activities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4,090</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(135</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2,519</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(159</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investment income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,767</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">447</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,602</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">616</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Liquidating businesses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>209</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">54</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Merger and restructuring
charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(523</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(134</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,004</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(241</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,503</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">26</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,372</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(283</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="2" height="5"></td>
<td colspan="4" height="5"></td>
<td colspan="4" height="5"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Consolidated net
income</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,224</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,410</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,471</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,620</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">FTE
basis</font></p>
</td>
</tr>
</tbody>
</table>
</div>
0
29109000000
13468000000
7365000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="99%"></td>
</tr>
<tr>
<td valign="top" bgcolor="#E6E6E6">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 3-Trading Account
Assets and Liabilities</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents the fair values of the components of trading account
assets and liabilities at June 30, 2009 and December 31,
2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="80%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">December 31</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">2008</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Trading
account assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  U.S. government
and agency securities</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>71,324      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">84,660      </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Corporate
securities, trading loans and other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>58,685      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">34,056      </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Equity
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29,681      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20,258      </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Foreign sovereign
debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,683      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13,614      </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Mortgage trading
loans and asset-backed securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,098      </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">6,934      </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"> <b>Total trading
account assets</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>199,471      </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">159,522      </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Trading
account liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  U.S. government
and agency securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16,053      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">32,850      </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Equity
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,849      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12,128      </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Foreign sovereign
debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11,647      </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,252      </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Corporate
securities and other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,835      </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">5,057      </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"> <b>Total trading
account liabilities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>53,384      </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">57,287      </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup> </font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
$42.7 billion and $52.6 billion at June 30, 2009 and
December 31, 2008 of government-sponsored enterprise
obligations.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td valign="top" bgcolor="#E6E6E6"><font face="Times New Roman"
size="2"><b>NOTE 8-Securitizations</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation routinely securitizes loans and debt securities. These
securitizations are a source of funding for the Corporation in
addition to transferring the economic risk of the loans or debt
securities to third parties. In a securitization, various classes
of debt securities may be issued and are generally collateralized
by a single class of transferred assets which most often consist of
residential mortgages, but may also include commercial mortgages,
credit card receivables, home equity loans, automobile loans,
municipal bonds or mortgage-backed securities. The securitized
loans may be serviced by the Corporation or by third parties. With
each securitization, the Corporation may retain a portion of the
securities, subordinated tranches, interest-only strips,
subordinated interests in accrued interest and fees on the
securitized receivables, and, in some cases, overcollateralization
and cash reserve accounts, all of which are called retained
interests. These retained interests are recorded in other assets,
AFS debt securities, trading account assets or derivative assets
and are carried at fair value or amounts that approximate fair
value with changes recorded in income or accumulated OCI. Changes
in the fair value of credit card related interest-only strips are
recorded in card income. In addition, the Corporation may enter
into derivatives with the securitization trust to mitigate the
trust’s interest rate or foreign exchange risk. These
derivatives are entered into at market terms and are generally
senior in payment. The Corporation also may serve as the
underwriter and distributor of the securitization, serve as the
administrator of the trust, and from time to time, make markets in
securities issued by the securitization trusts. For more
information related to derivatives, see <i>Note 4 –
Derivatives</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 12, 2009, the FASB issued SFAS 166 and SFAS 167 which
will result in the consolidation of certain QSPEs and VIEs that are
not currently recorded on the Corporation’s Consolidated
Balance Sheet. For more information on SFAS 166 and SFAS 167, see
<i>Note 1 – Summary of Significant Accounting
Principles.</i></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>First Lien Mortgage-related
Securitizations</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As part of
its mortgage banking activities, the Corporation securitizes a
portion of the residential mortgage loans it originates or
purchases from third parties in conjunction with or shortly after
loan closing or purchase. In addition, the Corporation may, from
time to time, securitize commercial mortgages and first lien
residential mortgages that it originates or purchases from other
entities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
tables summarize selected information related to mortgage
securitizations for the three and six months ended June 30,
2009 and 2008 and at June 30, 2009 and December 31,
2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="58%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="23"><font face="Times New Roman" size=
"1"><b>Residential Mortgage</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="5"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="17"><font face="Times New Roman" size=
"1"><b>Non-Agency</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Agency</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Prime</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Subprime</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Alt-A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Commercial<br />
Mortgage</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="29"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">(Dollars in
millions)  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash proceeds from new
securitizations <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>96,427</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">20,682</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">190</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,589  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Gains on securitizations
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>21</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">18  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash flows received on
residual interests</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>8</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>15</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>6</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="30" height="8"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="29"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1">2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="center" align="middle" colspan="2"><font face=
"Times New Roman" size="1">2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash proceeds from new
securitizations <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>171,285</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">37,985</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,038</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">3,557  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Gains on securitizations
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>21</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">21</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">29  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash flows received on
residual interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>31</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>11</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">-  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
Corporation sells residential mortgage loans to
government-sponsored agencies in the normal course of business and
receives mortgage-backed securities in exchange. These
mortgage-backed securities are then subsequently sold into the
market to third party investors for cash proceeds.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Net of
hedges</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (3)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1">Substantially all of the residential mortgages securitized are
initially classified as LHFS and recorded at fair value under SFAS
159. As such, gains are recognized on these LHFS prior to
securitization. During the three and six months ended June 30,
2009, the Corporation recognized $1.5 billion and $2.5 billion of
gains on these LHFS compared to $340 million and $539 million
during the same periods in 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="31%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="23"><font face="Times New Roman" size=
"1"><b>Residential Mortgage</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="17"><font face="Times New Roman" size=
"1"><b>Non-Agency</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Agency</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Prime</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Subprime</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Alt-A</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Commercial Mortgage</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size=
"1">  (Dollars in millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">December</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">31 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">December</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">31 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">December</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">31 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">December</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">31 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">December </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">31 2008</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Principal balance
outstanding <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,172,455</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,123,916</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>102,023</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">111,683</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>90,490</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">57,933</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>150,182</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">136,027</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>62,527</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">55,403  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Residual interests
held</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>16</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">13</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>67</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Senior securities
<sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">
(2, 3)</sup>:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>270</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,308</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>745</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">367</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>426</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">278</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>121</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">168  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale debt
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>10,464</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">12,507</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>4,593</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,559</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>209</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">121</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>640</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">569</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>913</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">16  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Total senior
securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>10,734</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">13,815</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>5,338</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,926</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>212</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">121</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>1,066</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">847</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>1,034</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">184  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Subordinated securities
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4)</sup>:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Trading account assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>7</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">23</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>6</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>88</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">136  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale debt
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>23</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>93</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>17</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">-  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Total subordinated
securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>30</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">43</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>93</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>105</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">136  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Generally,
the Corporation as transferor will service the sold loans and thus
recognize an MSR upon securitization. See additional information to
follow related to the Corporation’s role as servicer and
<i>Note 18 – Mortgage Servicing Rights</i>.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">As a
holder of these securities, the Corporation receives scheduled
interest and principal payments accordingly. During the three and
six months ended June 30, 2009 and 2008, there were no
significant impairments recorded on those securities classified as
AFS debt securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1">Substantially all of the residential mortgage senior securities
were valued using quoted market prices at June 30, 2009 and
December 31, 2008. At June 30, 2009, substantially all of
the commercial mortgage senior securities were valued using quoted
market prices while substantially all were valued using model
valuations at December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">At
June 30, 2009, substantially all of the residential mortgage
subordinated securities and all of the commercial mortgage
subordinated securities were valued using quoted market prices
while substantially all were valued using model valuations at
December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation sells loans with various representations and warranties
related to, among other things, the ownership of the loan, validity
of the lien securing the loan, absence of delinquent taxes or liens
against the property securing the loan, the process used in
selecting the loans for inclusion in a transaction, the
loan’s compliance with any applicable loan criteria
established by the buyer, and the loan’s compliance with
applicable local, state and federal laws. Under the
Corporation’s representations and warranties, the Corporation
may be required to either repurchase the mortgage loans with the
identified defects or indemnify the investor or insurer. In such
cases, the Corporation bears any subsequent credit loss on the
mortgage loans. The Corporation’s representations and
warranties are generally not subject to stated limits. However, the
Corporation’s contractual liability arises only when the
representations and warranties are breached. The Corporation
attempts to limit its risk of incurring these losses by structuring
its operations to ensure consistent production of quality mortgages
and servicing those mortgages at levels that meet secondary
mortgage market standards. In addition, certain of the
Corporation’s securitizations include a corporate guarantee,
which are contracts written to protect purchasers of the loans from
credit losses up to a specified amount. The losses to be absorbed
by the guarantees are recorded when the Corporation sells the loans
with guarantees. The Corporation records its liability for
representations and warranties, and corporate guarantees in accrued
expenses and other liabilities and records the related expense
through mortgage banking income. During the three and six months
ended June 30, 2009, the Corporation repurchased $222 million
and $582 million of loans from securitization trusts as a result of
the Corporation’s representations and warranties, and
corporate guarantees. In addition, the Corporation repurchased $208
million and $968 million of loans from the securitization trusts as
a result of modifications, loan delinquencies or optional clean-up
calls during the three and six months ended June 30,
2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition
to the amounts included in the table above, during the three and
six months ended June 30, 2009, the Corporation purchased
$11.8 billion and $16.0 billion of mortgage-backed securities from
third parties and resecuritized them compared to $3.3 billion and
$7.5 billion for the same periods in 2008. Net gains, which include
net interest income earned during the holding period, totaled $37
million and $62 million for the three and six months ended
June 30, 2009 compared to $16 million and $38 million for the
same periods in 2008. At June 30, 2009 and December 31,
2008, the Corporation retained $1.4 billion and $1.0 billion of the
senior securities issued in these transactions which were valued
using quoted market prices and recorded in trading account
assets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation has consumer MSRs from the sale or securitization of
mortgage loans. Servicing fee and ancillary fee income on consumer
mortgage loans serviced, including securitizations where the
Corporation still has continued involvement, were $1.5 billion and
$3.0 billion during the three and six months ended June 30,
2009 compared to $241 million and $462 million for the same periods
in 2008. Servicing advances on consumer mortgage loans, including
securitizations where the Corporation still has continuing
involvement, were $12.6 billion and $8.8 billion at June 30,
2009 and December 31, 2008. In addition, the Corporation has
retained commercial MSRs from the sale or securitization of
commercial mortgage loans. Servicing fee and ancillary fee income
on commercial mortgage loans serviced, including</font> <font face=
"Times New Roman" size="2">securitizations where the Corporation
still has continued involvement, were $13 million and $24 million
during the three and six months ended June 30, 2009 compared
to $12 million and $21 million for the same periods in 2008.
Servicing advances on commercial mortgage loans, including
securitizations where the Corporation still has continuing
involvement, were $49 million and $14 million at June 30, 2009
and December 31, 2008. For more information on MSRs, see
<i>Note 18 – Mortgage Servicing Rights</i>.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 18px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 3px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i> Credit Card
Securitizations</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation securitizes originated and purchased credit card loans.
The Corporation’s primary continuing involvement includes
servicing the receivables, retaining an undivided interest (the
“seller’s interest”) in the receivables, and
holding certain retained interests (e.g., senior and subordinated
securities, interest-only strips, discount receivables,
subordinated interests in accrued interest and fees on the
securitized receivables and cash reserve accounts) in credit card
securitization vehicles. The securitization trusts’ legal
documents require the Corporation to maintain a minimum
seller’s interest of four to five percent, and at
June 30, 2009, the Corporation is in compliance with this
requirement. At June 30, 2009 and December 31, 2008, the
Corporation had $9.7 billion and $14.8 billion related to its
undivided interests in the trusts. The seller’s interest in
the trusts represents the Corporation’s undivided interests
in the receivables transferred to the trust and is pari passu to
the investors’ interest. The seller’s interest is not
represented by security certificates, is carried at historical
cost, and is classified within loans on the Corporation’s
Balance Sheet.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As
specifically permitted by the terms of the transaction documents,
and in an effort to address the recent decline in the excess spread
due to the performance of the underlying credit card receivables in
the U.S. credit card securitization trust, an additional
subordinated security with a stated interest rate of zero percent
was issued by the trust to the Corporation in the first quarter of
2009 (the Class D security). As the issuance was not treated as a
sale, the Class D security was recorded at $7.8 billion, which
represents the $8.5 billion book value of the loans exchanged less
the associated $750 million allowance for loan and lease losses,
and was classified as held-to-maturity. In addition, as permitted
by the transaction documents, the Corporation specified that from
March 1, 2009 through September 30, 2009 a percentage of new
receivables transferred to the trust will be deemed “discount
receivables” and collections thereon will be applied to
finance charges, which has increased the yield in the trust. The
carrying amount and fair value of discount receivables were both
$2.6 billion and the carrying amount and fair value of the retained
Class D security was $7.4 billion and $5.5 billion at June 30,
2009. These actions did not have a significant impact on the
Corporation’s results of operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
tables summarize selected information related to credit card
securitizations for the three and six months ended June 30, 2009
and 2008 and at June 30, 2009 and December 31, 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="66%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="11"><font face="Times New Roman" size=
"1"><b>Credit Card</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Six Months Ended June 30</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash proceeds from new
securitizations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,425</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">13,048  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Gains on
securitizations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">27</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">63  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Collections reinvested in
revolving period securitizations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>33,430</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">43,164</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>69,065</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">88,790  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash flows received on
residual interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>1,078</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,570</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,505</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">3,273  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="6" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Credit Card</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Principal balance
outstanding <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"></td>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"></td>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>111,183</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">114,141  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Senior securities held
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"></td>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"></td>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>4,735</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4,965  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Subordinated securities held
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"></td>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"></td>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>9,392</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,837  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Residual interests held
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>4,495</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">2,233  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Principal
balance outstanding represents the principal balance of credit card
receivables that have been legally isolated from the Corporation
including those loans that are still held on the
Corporation’s Balance Sheet (i.e., seller’s
interest).</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">As a
holder of these securities, the Corporation receives scheduled
interest and principal payments accordingly. Included in
subordinated securities held is a $7.4 billion Class D
held-to-maturity debt security that does not receive interest.
During the three and six months ended June 30, 2009, there
were no impairments recorded on those securities classified as AFS
or held-to-maturity debt securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">At
June 30, 2009 and December 31, 2008, held senior
securities issued by credit card securitization vehicles were
valued using quoted market prices and were all classified as AFS
debt securities. At June 30, 2009, the $7.4 billion Class D
security was measured at amortized cost and classified as
held-to-maturity debt securities and $2.0 billion of other held
subordinated securities were valued using quoted market prices and
classified as AFS debt securities. At December 31, 2008, all
of the held subordinated securities were valued using quoted market
prices and classified as AFS debt securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Residual
interests include subordinated interest in certain principal
receivables called discount receivables, subordinated interests in
accrued interest and fees on the securitized receivables, cash
reserve accounts and interest-only strips which are carried at fair
value or amounts that approximate fair value. The residual
interests were valued using model valuations.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Economic
assumptions are used in measuring the fair value of certain
residual interests that continue to be held by the Corporation. The
expected loss rate assumption used to measure the discount
receivables at June 30, 2009 was 12 percent. A 10 percent and 20
percent adverse change to the expected loss rate would have caused
a decrease of $96 million and $743 million to the discount
receivables at June 30, 2009. The discount rate assumption used to
measure the Class D security at June 30, 2009 was 19 percent. A 100
bps and 200 bps increase in the discount rate would have caused a
decrease of $97 million and $189 million to the fair value of the
Class D security. Conversely, a 100 bps and 200 bps decrease in the
discount rate would have caused an increase of $99 million and $201
million to the fair value of the Class D security. These
sensitivities are hypothetical and should be used with caution. As
the amounts indicate, changes in fair value based on variations in
assumptions generally cannot be extrapolated because the
relationship of the change in assumption to the change in fair
value may not be linear.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, there were no
recognized servicing assets or liabilities associated with any of
these credit card securitization transactions. The Corporation
recorded $520 million and $1.0 billion in servicing fees related to
credit card securitizations during the three and six months ended
June 30, 2009 compared to $548 million and $1.1 billion for
the same periods in 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During 2008,
the Corporation entered into a liquidity support agreement related
to the Corporation’s commercial paper program that obtains
financing by issuing tranches of commercial paper backed by credit
card receivables to third party investors from a trust sponsored by
the Corporation. Due to illiquidity in the marketplace, the
Corporation held $4.7 billion and $5.0 billion of the outstanding
commercial paper as of June 30, 2009 and December 31,
2008, which is classified in AFS debt securities on the
Consolidated Balance Sheet. The maximum amount of commercial paper
that can be issued under this program given the current level of
liquidity support is $8.8 billion, all of which was outstanding at
June 30, 2009 and December 31, 2008. If certain
conditions set forth in the legal documents governing the trust are
not met, such as not being able to reissue the commercial paper due
to market illiquidity, the commercial paper maturity dates will be
extended to 390 days from the original issuance date. This
extension would cause the outstanding commercial paper to convert
to an interest-bearing note and subsequent credit card receivable
collections would be applied to the outstanding note
balance. If these notes are still outstanding at the end of
the extended maturity period, the liquidity commitment obligates
the Corporation to purchase maturity notes from the trust in order
to retire the interest-bearing notes held by investors. As a
maturity note holder, the Corporation would be entitled to the
remaining cash flows from the collateralizing credit card
receivables. At June 30, 2009 and December 31, 2008, none
of the commercial paper had been extended and there were no
maturity notes outstanding.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation seeks to assist customers that are experiencing
financial difficulty through renegotiating credit card loans, while
ensuring compliance with FFIEC guidelines. At June 30, 2009 and
December 31, 2008, the Corporation had renegotiated $9.6 billion
and $7.5 billion of domestic managed credit card loans of which
$7.4 billion and $5.6 billion were current or less than 30 days
past due under the modified terms. In addition, at June 30, 2009
and December 31, 2008 the Corporation had renegotiated $1.4 billion
and $987 million of foreign managed credit card loans of which $697
million and $538 million were current or less than 30 days past due
under the modified terms. These renegotiated loans are not
considered nonperforming.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 3px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i> Other
Securitizations</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation also maintains interests in other securitization
vehicles. These retained interests include senior and subordinated
securities and residual interests. The following tables summarize
selected information related to home equity, automobile loan and
municipal bond securitizations for the three and six months ended
June 30, 2009 and 2008 and at June 30, 2009 and
December 31, 2008. There were no new securitizations of home
equity, automobile loans or municipal bonds during the three and
six months ended June 30, 2009 and 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="57%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Home Equity</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Automobile</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Municipal Bonds    </b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Collections reinvested in
revolving period securitizations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>50</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Repurchase of loans from
trust <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>50</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash flows received on
residual interests</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>12</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>62  </b></font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="15" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="14"><font face="Times New Roman" size="1"><b>Six
Months Ended June 30</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Collections reinvested in
revolving period securitizations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>123</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">12</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Repurchase of loans from
trust <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>77</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">92</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">180</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Cash flows received on
residual interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>23</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>175  </b></font></td>
</tr>
<tr>
<td valign="top" colspan="16">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1.5em; TEXT-INDENT: -1em"
align="justify"><font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup>  The
repurchases of loans from the trust for home equity loans are
typically a result of the Corporation’s representations and
warranties, modifications or the exercise of an optional clean-up
call. The repurchases of automobile loans during the six months
ended June 30, 2008 was due to the exercise of an optional
clean-up call.</font></p>
</td>
</tr>
<tr>
<td height="16"></td>
<td colspan="6" height="16"></td>
<td colspan="6" height="16"></td>
<td colspan="3" height="16"></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size="1"><b>Home
Equity</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>Automobile</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Municipal Bonds <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">December 31<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">December 31<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>2009</b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Principal balance
outstanding</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>31,169</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">34,169</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>4,129</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">5,385</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>9,491  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Senior securities held
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>21</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3,122</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4,102</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>835  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Subordinated securities held
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>244</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">383</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Residual interests held
<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>89</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">93</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>124</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">84</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>249  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">For
additional information on municipal bond securitization vehicles
see <i>Note 9 – Variable Interest Entities</i>.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">As a
holder of these securities, the Corporation receives scheduled
interest and principal payments accordingly. During the three and
six months ended June 30, 2009, there were no significant
impairments recorded on those securities classified as AFS debt
securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">At
June 30, 2009, all of the held senior securities issued by the
home equity securitization vehicles were valued using model
valuations and classified as AFS debt securities. At June 30,
2009 and December 31, 2008, substantially all of the held
senior securities issued by the automobile securitization vehicles
were valued using quoted market prices and classified as AFS debt
securities. At June 30, 2009, all of the held senior
securities issued by municipal bond securitization vehicles were
valued using quoted market prices and classified as trading account
assets.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">At
June 30, 2009 and December 31, 2008, substantially all of
the subordinated securities issued by the automobile securitization
vehicles were valued using quoted market prices and classified as
AFS debt securities.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Residual
interests include the residual asset, overcollateralization and
cash reserve accounts, which are carried at fair value or amounts
that approximate fair value. The residual interests were valued
using model valuations and substantially all are classified in
other assets or derivative assets.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Under the
terms of the Corporation’s home equity securitizations,
advances are made to borrowers when they draw on their line of
credit and the Corporation is reimbursed for those advances from
the cash flows in the securitization. During the revolving period
of the securitization, this reimbursement normally occurs within a
short period after the advance. However, when the securitization
transaction has begun its rapid amortization period, reimbursement
of the Corporation’s advance occurs only after other parties
in the securitization have received all of the cash flows to which
they are entitled. This has the effect of extending the time period
for which the Corporation’s advances are outstanding. In
particular, if loan losses requiring draws on monoline
insurers’ policies (which protect the bondholders in the
securitization) exceed a specified threshold or duration, the
Corporation may not receive reimbursement for all of the funds
advanced to borrowers, as the senior bondholders and the monoline
insurer have priority for repayment. As of June 30, 2009 and
December 31, 2008, the reserve for losses on expected future
draw obligations on the home equity securitizations in or expected
to be in rapid amortization was $245 million and $345
million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation has retained consumer MSRs from the sale or
securitization of home equity loans. The Corporation recorded $34
million and $69 million servicing fees related to home equity
securitizations during the three and six months ended June 30,
2009 and did not record any servicing fees for the same periods in
2008. For more information on MSRs, see <i>Note 18 – Mortgage
Servicing Rights</i>. At June 30, 2009 and December 31,
2008, there were no recognized servicing</font> <font face=
"Times New Roman" size="2">assets or liabilities associated with
any of the automobile securitization transactions. The Corporation
recorded $13 million and $26 million in servicing fees related to
automobile securitizations during the three and six months ended
June 30, 2009 compared to $3 million and $8 million for the
same periods in 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Economic
assumptions are used in measuring the fair value of certain
residual interests that continue to be held by the Corporation in
municipal bond securitizations. The carrying amount of residual
interests for municipal bond securitizations was $249 million and
the weighted-average discount rate was 4.11 percent at
June 30, 2009. A 10 percent and 25 percent favorable change to
the discount rate would have caused an increase of $65 million and
$172 million to the residual interests at June 30, 2009. A 10
percent and 25 percent adverse change to the discount rate would
have caused a decrease of $39 million and $85 million to the
residual interests at June 30, 2009. These sensitivities are
hypothetical and should be used with caution. As the amounts
indicate, changes in fair value based on variations in assumptions
generally cannot be extrapolated because the relationship of the
change in assumption to the change in fair value may not be linear.
Additionally, the Corporation has the ability to hedge interest
rate risk associated with retained residual positions. The above
sensitivities do not reflect any hedge strategies that may be
undertaken to mitigate such risk.</font></p>
</div>
6836972000
6808262000
763000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td valign="top" bgcolor="#E6E6E6"><font face="Times New Roman"
size="2"><b>NOTE 7-Allowance for Credit Losses</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table summarizes the changes in the allowance for the three and six
months ended June 30, 2009 and 2008. The Corporation recorded
$855 million and $1.7 billion of charges to the provision for
credit losses during the three and six months ended June 30,
2009, specifically for loans associated with the SOP 03-3
portfolio. The amount of the allowance for loan and lease losses
associated with the SOP 03-3 portfolio was $2.5 billion at
June 30, 2009.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="72%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td width="2%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Six Months Ended June 30</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="center" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Allowance for
loan and lease losses, beginning of period</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>29,048</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">14,891</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23,071</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">11,588</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Loans and leases
charged off</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(9,126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3,977</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(16,482</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(7,063</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Recoveries of
loans and leases previously charged off</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>425</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">358</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>839</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">729</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Net
charge-offs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(8,701</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(3,619</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(15,643</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(6,334</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Provision for
loan and lease losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,347</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,830</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26,699</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">11,851</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Other</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>91</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(342</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Allowance for
loan and lease losses, June 30</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>33,785</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17,130</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>33,785</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17,130</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Reserve for
unfunded lending commitments, beginning of period</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,102</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">507</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>421</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">518</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Provision for
unfunded lending commitments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>56</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Other</font>
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,515</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Reserve for
unfunded lending commitments, June 30</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,992</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">507</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,992</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">507</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Allowance for
credit losses, June 30</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>35,777</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17,637</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>35,777</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17,637</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">For the
six months ended June 30, 2009, amount includes a $750 million
reduction in the allowance for loan and lease losses related to
credit card loans of $8.5 billion which were exchanged for a $7.8
billion held-to-maturity debt security that was issued by the
Corporation’s U.S. credit card securitization trust. This
reduction was partially offset by a $340 million increase
associated with the reclassification of the December 31, 2008
receivable expected to be reimbursable under residential mortgage
cash collateralized synthetic securitizations from the allowance
for loan and lease losses to other assets.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">For the
three and six months ended June 30, 2009, this amount
represents the fair value of the acquired Merrill Lynch unfunded
lending commitments excluding those accounted for in accordance
with SFAS 159, net of accretion.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
bgcolor="#E6E6E6" border="0">
<tbody>
<tr>
<td valign="top"><font face="Times New Roman" size="2"><b>NOTE
6-Outstanding Loans and Leases</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Outstanding
loans and leases at June 30, 2009 and December 31, 2008
were:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="81%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">December 31       <br />
2008       </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size=
"2"><b>  Consumer</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Residential
mortgage</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>245,967</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">248,063        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Home
equity</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>155,058</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">152,483        </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Discontinued real
estate</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,490</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19,981        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Credit card
– domestic</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>48,948</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">64,128        </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Credit card
– foreign</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>20,429</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">17,146        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Direct/Indirect
consumer</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99,154</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">83,436        </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Other
consumer</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,390</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">3,442        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
consumer</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>590,436</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">588,679        </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size=
"2"><b>  Commercial</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial
– domestic</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>217,571</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">219,233        </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial real
estate</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>75,081</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">64,701        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial lease
financing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22,387</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22,400        </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial
– foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>29,811</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">31,020        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Total commercial
loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>344,850</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">337,354        </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial loans
measured at fair value</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,962</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">5,413        </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
commercial</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>351,812</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">342,767        </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total loans
and leases</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>942,248</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">931,446        </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
foreign residential mortgages of $710 million at June 30,
2009.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
$15.9 billion and $18.2 billion of pay option loans and $1.6
billion and $1.8 billion of subprime loans at June 30, 2009
and December 31, 2008 obtained as part of the acquisition of
Countrywide. The Corporation no longer originates these
products.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (3)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
dealer financial services of $40.9 billion and $40.1 billion,
consumer lending of $24.2 billion and $28.2 billion, securities
based lending margin loans of $11.0 billion and $0 and foreign
consumer loans of $7.7 billion and $1.8 billion at June 30,
2009 and December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (4)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
consumer finance loans of $2.4 billion and $2.6 billion, and other
foreign consumer loans of $721 million and $618 million at
June 30, 2009 and December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (5)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
small business commercial – domestic loans, primarily card
related, of $18.1 billion and $19.1 billion at June 30, 2009
and December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (6)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
domestic commercial real estate loans of $71.6 billion and $63.7
billion, and foreign commercial real estate loans of $3.5 billion
and $979 million at June 30, 2009 and December 31,
2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (7)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Certain
commercial loans are measured at fair value in accordance with SFAS
159 and include commercial – domestic loans of $4.4 billion
and $3.5 billion, commercial – foreign loans of $2.5 billion
and $1.7 billion, and commercial real estate loans of $123 million
and $203 million at June 30, 2009 and December 31, 2008.
See <i>Note 16 – Fair Value Disclosures</i> for additional
discussion of fair value for certain financial
instruments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation mitigates a portion of its credit risk in the
residential mortgage portfolio through cash collateralized
synthetic securitizations which provide mezzanine risk protection
and are designed to reimburse the Corporation in the event that
losses exceed 10 bps of the original pool balance. As of
June 30, 2009 and December 31, 2008, $93.2 billion and
$109.3 billion of mortgage loans were protected by these
agreements. During the three and six months ended June 30,
2009, $248 million and $636 million was recognized in other income
for amounts that will be reimbursed under these structures. As of
June 30, 2009, the Corporation had a receivable of $1.1
billion from these structures for reimbursement of losses. In
addition, the Corporation has entered into credit protection
agreements with government-sponsored enterprises on $3.9 billion
and $9.6 billion as of June 30, 2009 and December 31,
2008, providing full protection on conforming residential mortgage
loans that become severely delinquent. Combined these structures
provided risk mitigation for approximately 39 percent and 48
percent of the residential mortgage portfolio at June 30, 2009
and December 31, 2008.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Nonperforming Loans and
Leases</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents the Corporation’s nonperforming loans and
leases at June 30, 2009 and December 31, 2008. This table
excludes loans that are accounted for under SOP 03-3. See the
discussion that follows on the SOP 03-3 loan portfolio.</font></p>
<p style=
"MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; PADDING-BOTTOM: 3px">
<font face="Times New Roman" size="2"><b><i>Nonperforming Loans and
Leases <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></i></b></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="84%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>June 30<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">December 31<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Consumer
<font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Residential
mortgage</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13,615</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,057    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Home
equity</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,826</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,637    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Discontinued real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>181</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">77    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Direct/Indirect
consumer</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>57</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">26    </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Other
consumer</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>93</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">91    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
consumer</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>17,772</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">9,888    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size=
"2"><b>  Commercial</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial
– domestic</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,404</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,245    </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,651</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,906    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial lease
financing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>104</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">56    </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Commercial
– foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>250</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">290    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
commercial</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>11,409</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">6,497    </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Total
nonperforming loans and leases</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>29,181</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">16,385    </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Only real
estate secured accounts are generally placed into nonaccrual status
and classified as nonperforming at 90 days past due. These loans
may be restored to performing status when all principal and
interest is current and full repayment of the remaining contractual
principal and interest is expected, or when the loan otherwise
becomes well-secured and is in the process of collection. Troubled
debt restructurings are generally reclassified as performing after
six consecutive, on-time payments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
definition of nonperforming does not include consumer credit card
and consumer non-real estate loans and leases. These loans are
charged off no later than the end of the month in which the account
becomes 180 days past due.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (3)  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
small business commercial – domestic loans of $200 million
and $205 million at June 30, 2009 and December 31,
2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>SFAS 114 and Troubled Debt
Restructurings</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">SFAS
No. 114, “Accounting by Creditors for Impairment of a
Loan” (SFAS 114) defines a loan as impaired when based on
current information and events, it is probable that the Corporation
will be unable to collect all amounts due from the borrower in
accordance with the contractual terms of the loan. Impaired loans
include nonperforming commercial loans but also include loans
modified in troubled debt restructurings (TDRs) where concessions
have been granted to borrowers experiencing financial difficulties.
These concessions could include a reduction in the interest rate on
the loan, payment extensions, forgiveness of principal, forbearance
or other actions intended to maximize collection. These amounts
exclude all commercial leases and purchased loans that are
accounted for under SOP 03-3. See the discussion that follows on
the SOP 03-3 loan portfolio.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Included in
certain loan categories in the nonperforming table above are TDRs
that were classified as nonperforming. At June 30, 2009 and
December 31, 2008, the Corporation had $2.1 billion and $209
million of residential mortgages, $1.4 billion and $302 million of
home equity, $232 million and $44 million of commercial domestic
loans, and $31 million and $5 million of discontinued real estate
loans that were modified in TDRs and nonperforming. In addition to
these amounts the Corporation had TDRs that were performing in
accordance with their modified terms of $1.1 billion and $320
million of residential mortgage, $307 million and $1 million of
home equity, $80 million and $66 million of discontinued real
estate, and $10 million and $13 million of commercial domestic
loans at June 30, 2009 and December 31, 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">At
June 30, 2009 and December 31, 2008, the recorded
investment in impaired loans as defined by SFAS 114 (commercial
nonperforming loans, commercial accruing TDRs and consumer accruing
and non-accruing TDRs) requiring</font> <font face=
"Times New Roman" size="2">an allowance for loan and lease losses
was $15.3 billion and $6.9 billion, and the related allowance for
loan and lease losses was $2.4 billion and $720 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation seeks to assist customers that are experiencing
financial difficulty through renegotiating credit card and consumer
lending loans, while ensuring compliance with Federal Financial
Institutions Examination Council (FFIEC) guidelines. At June 30,
2009 and December 31, 2008, the Corporation had renegotiated
consumer credit card – domestic held loans of $3.2 billion
and $2.3 billion of which $2.4 billion and $1.7 billion were
current or less than 30 days past due under the modified terms. In
addition at June 30, 2009 and December 31, 2008 the Corporation had
renegotiated consumer credit card – foreign held loans of
$839 million and $517 million of which $443 million and $287
million were current or less than 30 days past due under the
modified terms, and consumer lending loans of $1.7 billion and $1.3
billion of which $1.3 billion and $854 million were current or less
than 30 days past due under the modified terms. These renegotiated
loans are not considered nonperforming.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>SOP 03-3</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Loans
acquired with evidence of credit quality deterioration since
origination and for which it is probable at purchase that the
Corporation will be unable to collect all contractually required
payments are accounted for under SOP 03-3. For additional
information on the accounting in accordance with SOP 03-3 see the
<i>Loans and Leases</i> section of <i>Note 1 – Summary of
Significant Accounting Principles</i> to the Consolidated Financial
Statements filed as Exhibit 99.2 to the Corporation’s Current
Report on Form 8-K filed on May 28, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">As of
January 1, 2009, the Merrill Lynch acquired consumer and
commercial loans within the scope of SOP 03-3 had an unpaid
principal balance of $2.7 billion and $2.9 billion and a fair value
of $2.3 billion and $1.9 billion. At June 30, 2009, the unpaid
principal balance on consumer and commercial loans was $2.6 billion
and $2.7 billion and the carrying value on these loans was $2.1
billion and $1.4 billion, net of allowance for the loan and lease
losses. The following table provides details on loans obtained in
connection with the Merrill Lynch acquisition within the scope of
SOP 03-3.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Acquired Loan Information for
Merrill Lynch, as of January 1, 2009</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 8px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="87%"></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Merrill Lynch      </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Contractually
required payments including interest</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,205     </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Less:
Nonaccretable difference</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 1px">
 </p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(1,357)    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Cash flows
expected to be collected</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 1px">
 </p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,848     </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Less: Accretable
yield</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">(627)    </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Fair value of
loans acquired</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">4,221     </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
undiscounted expected principal and interest cash flows at
acquisition.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Under SOP
03-3, the excess of cash flows expected at acquisition over the
estimated fair value is referred to as the accretable yield and is
recognized in interest income over the remaining life of the loans.
The difference between contractually required payments at
acquisition and the cash flows expected to be collected at
acquisition is referred to as the nonaccretable difference. Changes
in the expected cash flows from the date of acquisition will either
impact the accretable yield or result in a charge to the provision
for credit losses. Subsequent decreases to expected principal cash
flows will result in a charge to provision for credit losses and a
corresponding increase to allowance for loan and lease losses.
Subsequent increases in expected principal cash flows will result
in recovery of any previously recorded allowance for loan and lease
losses, to the extent applicable, and an increase from expected
cash flows to accretable yield for any remaining increase. All
changes in expected interest cash flows will result in an increase
or decrease of accretable yield.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Loans in the
SOP 03-3 population that are modified subsequent to acquisition are
reviewed to compare modified contractual cash flows to the SOP 03-3
carrying value. If modified cash flows are lower than the
carrying value, the loan is removed from the SOP 03-3 pool at its
carrying value, as well as the related allowance for loan and lease
losses, and classified as a TDR. SOP 03-3 TDRs totaled $1.7 billion
at June 30, 2009, of which $1.4 billion were on accrual
status. The carrying basis of these modified loans, net of
allowance, was approximately 71 percent of the unpaid principal
balance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation recorded approximately $855 million and $1.7 billion of
charges to the provision for credit losses related to the SOP 03-3
portfolio during the three and six months ended June 30, 2009,
due to a decrease in expected principal cash flows. The amount of
the allowance for loan and lease losses associated with the SOP
03-3 portfolio was $2.5 billion at June 30, 2009 of which $2.2
billion related to Countrywide and $233 million related to Merrill
Lynch.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table provides activity for the accretable yield of loans acquired
from Countrywide and Merrill Lynch within the scope of SOP 03-3 for
the three and six months ended June 30, 2009. The increase in
expected cash flows during the three and six months ended
June 30, 2009 of $1.5 billion and $3.6 billion is primarily
attributable to an increase in interest rates and slower
prepayments resulting in an increase in expected interest cash
flows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Accretable Yield
Activity</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Three Months Ended<br />
June 30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Six Months Ended June<br />
30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Accretable
yield, beginning of period</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,072</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,860</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Merrill Lynch
balance, January 1, 2009</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 1px">
 </p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>627</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Accretions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(767</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,678</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size=
"2">  Disposals/Transfers</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(493</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,055</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">  Increase in
expected cash flows</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,514</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,572</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Accretable
yield, June 30, 2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,326</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,326</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (1)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
$420 million and $907 million in accretable yield related to loans
restructured in TDRs in which the modified cash flows were lower
than the carrying value for the three and six months ended
June 30, 2009. These TDRs have been removed from the SOP 03-3
pool.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="1%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup><sup style="VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  </sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
reclassifications to/from nonaccretable difference,
increases/decreases in interest cash flows due to prepayments
and/or changes in interest rates.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
</div>
-99715000000
2701000000
5957000000
5841000000
5014000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr bgcolor="#E6E6E6">
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b>NOTE 13 –
Shareholders’ Equity and Earnings Per Common
Share</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Common Stock</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In January
2009, the Corporation issued 1.4 billion shares of common stock in
connection with its acquisition of Merrill Lynch. For additional
information regarding the Merrill Lynch acquisition, see <i>Note 2
– Merger and Restructuring Activity</i>. In addition, during
the first quarter of 2009, the Corporation issued warrants to
purchase approximately 199.1 million shares of common stock in
connection with preferred stock issuances to the U.S. government.
For more information, see the following preferred stock discussion.
During the second quarter of 2009, the Corporation issued 1.25
billion shares of its common stock at an average price of $10.77
per share through an at-the-market issuance program resulting in
gross proceeds of approximately $13.5 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation may repurchase shares, subject to certain restrictions,
from time to time, in the open market or in private transactions
through the Corporation’s approved repurchase program. For
the six months ended June 30, 2009, the Corporation did not
repurchase any shares of common stock and issued approximately
8.6 million shares under employee stock plans. As of June 30,
2009, 1.2 billion of unissued common shares have been reserved for
future issuances.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In July 2009,
the Board declared a third quarter cash dividend on common stock of
$0.01 per share, payable on September 25, 2009 to common
shareholders of record on September 4, 2009. In April 2009,
the Board declared a second quarter cash dividend of $0.01 per
common share which was paid on June 26, 2009 to common
shareholders of record on June 5, 2009. In January 2009, the
Board declared a first quarter cash dividend of $0.01 per common
share which was paid on March 27, 2009 to common shareholders
of record on March 6, 2009.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Preferred Stock</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In the second
quarter of 2009, the Corporation entered into agreements with
certain holders of non-government perpetual preferred shares to
exchange their holdings of approximately $7.3 billion aggregate
liquidation preference of perpetual preferred stock for
approximately 545 million shares of common stock. In addition, the
Corporation exchanged approximately $3.9 billion aggregate
liquidation preference of non-government preferred stock for
approximately 200 million shares of common stock in an exchange
offer. In total, these exchanges resulted in the exchange of
approximately $11.3 billion aggregate liquidation preference of
preferred stock into approximately 745 million shares of common
stock. The table below provides further detail on the
non-convertible perpetual preferred stock exchanges.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="67%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  (Dollars in millions, actual
shares)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1"><b>  Series</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1"><b>Preferred<br />
Shares<br />
Exchanged</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Carrying<br />
Value <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>Common Shares<br />
Issued</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Fair Value of<br />
Stock Issued</b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Negotiated
Exchanges</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series K</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">173,298</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,332</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">328,193,964</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,635  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series M</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">102,643</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,566</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">192,970,068</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,178  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series 4</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,024</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">211</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">11,642,232</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">131  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series D</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,566</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">164</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">10,104,798</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">114  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series 7</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">33,404</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,069,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">23  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total Negotiated
Exchanges</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">322,935</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">7,306</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">544,980,109</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">6,081  </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Exchange
Offer</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="2" height="8"></td>
<td colspan="3" height="8"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series E</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">61,509</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,538</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">78,670,451</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,003  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series 5</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">29,810</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">894</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">45,753,525</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">583  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">16,139</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">484</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22,866,796</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">292  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series 2</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19,453</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">584</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">27,562,975</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">351  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series 3</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,664</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">140</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,490,194</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">95  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series I</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,416</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">185</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">10,215,305</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">130  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series J</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,289</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">57</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,378,098</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">43  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Series H</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,517</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,062,655</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">52  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total Exchange Offer</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">143,797</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,945</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">199,999,999</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">2,549  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total Preferred
Exchanges</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">466,732</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">11,251</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">744,980,108</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">8,630  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
shown before third party issuance costs.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In addition
to the exchanges detailed in the table above, in the second quarter
of 2009 the Corporation entered into agreements to exchange 3.6
million shares, or $3.6 billion aggregate liquidation preference of
Series L 7.25% Non-Cumulative Perpetual Convertible preferred
shares into 255 million shares of common stock valued at $2.8
billion, which was accounted for as an induced conversion of
preferred stock.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During the
three months ended June 30, 2009, the Corporation recorded an
increase to retained earnings and net income available to common
shareholders of $576 million related to these exchanges. This
represents the net of a $2.6 billion benefit due to the excess of
the carrying value of the Corporation’s non-convertible
preferred stock over the fair value of the common stock exchanged.
This was partially offset by a $2.0 billion inducement to
convertible preferred shareholders. The inducement represented the
excess of the fair value of the common stock exchanged, which was
accounted for as an induced conversion of convertible preferred
stock, over the fair value of the common stock that would have been
issued under the original conversion terms.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents a summary of preferred stock previously issued by
the Corporation and remaining outstanding (including the series of
preferred stock issued and remaining outstanding in connection with
the acquisition of Merrill Lynch), after consideration of the
exchanges discussed above. All preferred stock of the Corporation
outstanding has preference over the Corporation’s common
stock with respect to the payment of dividends and distribution of
the Corporation’s assets in the event of a liquidation or
dissolution. For additional information regarding the acquisition
of Merrill Lynch, see <i>Note 2 – Merger and Restructuring
Activity</i>. For additional information on the Corporation’s
preferred stock, see <i>Note 14 – Shareholders’ Equity
and Earnings Per Common Share</i> to the Consolidated Financial
Statements filed as Exhibit 99.2 to the Corporation’s Current
Report on Form 8-K filed on May 28, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">In connection
with the Merrill Lynch acquisition, Merrill Lynch non-convertible
preferred shareholders received Bank of America Corporation
preferred stock having substantially similar terms. Merrill Lynch
convertible preferred stock remains outstanding and is now
convertible into Bank of America common stock at an exchange ratio
equivalent to the exchange ratio for Merrill Lynch common stock in
connection with the acquisition.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="16%"></td>
<td valign="bottom" width="3%"></td>
<td width="13%"></td>
<td valign="bottom" width="3%"></td>
<td width="13%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td width="12%"></td>
<td valign="bottom" width="3%"></td>
<td width="10%"></td>
</tr>
<tr>
<td valign="top" colspan="17">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>  Preferred
Stock Summary</i></b></font></p>
</td>
</tr>
<tr>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">(Dollars in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  millions,</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  except as</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">  noted)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Series</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Description    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Initial      </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Issuance    </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1"><b>Date        </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Total Shares    <br />
Outstanding    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Liquidation     <br />
Preference per    <br />
Share (in       </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1"><b>dollars)        </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Carrying    </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>Value <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup>    </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Per Annum    </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1"><b>Dividend Rate  </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Redemption Period  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Series B</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">7% Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Redeemable</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">January</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">1998</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,642</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7.00%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">n/a  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series D <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">6.204% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">September</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2006</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">26,434</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">661</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6.204%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">On or after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1">September 14, 2011  </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series E <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">Floating Rate Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">November</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2006</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">19,491</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">487</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">Annual rate equal to</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">the greater of (a)
3-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">mo. LIBOR + 35</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">bps and (b) 4.00%</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or
after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1">November 15, 2011  </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series H <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">8.20% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">May</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">114,483</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,862</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8.20%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or
after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">May 1,
2013  </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series I <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">6.625% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">September</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2007</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">14,584</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">365</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6.625%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">On or after  
October 1, 2017  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series J <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">7.25% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">November</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2007</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">39,111</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">978</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7.25%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">On or after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1">November 1, 2012  </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series K <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fixed-to-Floating</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Rate Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">January</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">66,702</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,668</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">8.00% through</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">1/29/18; 3-mo.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">LIBOR + 363 bps</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">thereafter</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or
after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1">January 30, 2018  </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series L</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">7.25% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Perpetual</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Convertible</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">January</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3,349,321</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3,349</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7.25%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">n/a  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series M <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fixed-to-Floating</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Rate Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">April</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">57,357</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,434</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">8.125% through</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">5/14/18; 3-mo.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">LIBOR + 364 bps</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">thereafter</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or
after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">May 15,
2018  </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series N <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fixed Rate</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Perpetual</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">October</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">600,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">13,700</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">5.00% through</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">11/14/13; 9.00%</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">thereafter</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or
after  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1">November 15, 2011  </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series Q <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fixed Rate</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Perpetual</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">January 2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">400,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">9,096</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">5.00% through</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">2/14/14; 9.00%</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">thereafter</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">On or
after  
February 15, 2012  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series R <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fixed Rate</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Perpetual</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">January 2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">800,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">25,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">17,901</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8.00%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">After redemption  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">of Series N  
and Series Q   </font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="15%"></td>
<td valign="bottom" width="2%"></td>
<td width="12%"></td>
<td valign="bottom" width="2%"></td>
<td width="13%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td width="12%"></td>
<td valign="bottom" width="2%"></td>
<td width="16%"></td>
</tr>
<tr>
<td valign="top" colspan="17">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; BORDER-BOTTOM: #000000 1px solid">
<font face="Times New Roman" size="2"><b><i>Preferred Stock Summary
(continued)</i></b></font></p>
</td>
</tr>
<tr>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">(Dollars in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  millions,</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">  except as</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">  noted)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>  Merrill</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1"><b>  Lynch
Series</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Description    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Initial      </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Issuance    </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1"><b>Date        </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>Total Shares    <br />
Outstanding    </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Liquidation     <br />
Preference per    <br />
Share (in       </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size=
"1"><b>dollars)        </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Carrying    </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>Value <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup>    </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>Per Annum    </b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>Dividend
Rate  </b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size=
"1"><b>Redemption Period</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 1 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">Floating Rate Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">November</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2004</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,861</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">30,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">146</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">3-mo LIBOR +</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">75bps <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">On or after November 28,  
2009  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 2 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">Floating Rate Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">March 2005</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">17,547</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">30,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">526</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">3-mo LIBOR +</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">65bps <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">On or after November 28,  
2009  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 3 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">6.375% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">November</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2005</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">22,336</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">30,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">670</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6.375%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">On or after
November 28,   2010  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 4 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Floating Rate Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">November</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2005</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">12,976</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">30,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">389</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">3-mo LIBOR +</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">75bps <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">On or after
November 28,   2010  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 5 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Floating Rate</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Non-Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">March 2007</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">20,190</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">30,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">606</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">3-mo LIBOR +</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">50bps <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or after May
21,  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2012  </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 6 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 8)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">6.70% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Perpetual</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">September</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2007</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">65,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">65</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6.70%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">On or after
February 03,   2009  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 7 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 8)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">6.25% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Perpetual</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">September</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2007</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">16,596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6.25%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or after March
18,  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2010  </font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 8 <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
4, 5)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">8.625% Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">April 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">89,100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">30,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,673</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8.625%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">On or after May
28,  </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2013  </font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 2<br />
(MC) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
9)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">9.00% Non-Voting</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Mandatory</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Convertible Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">July 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">12,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">100,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">9.00%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="right"><font face="Times New Roman" size=
"1">On October 15, 2010  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Series 3<br />
(MC) <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2,
9)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">9.00% Non-Voting</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Mandatory</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Convertible Non-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Cumulative</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1">July 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">100,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">500</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">9.00%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">On October 15,
2010  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b> Total</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,760,731</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">59,294</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Amounts
shown before third party issuance costs and other Merrill Lynch
related adjustments of $634 million.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
Corporation may redeem series of preferred stock on or after the
redemption date, in whole or in part, at its option, at the
liquidation preference plus declared and unpaid
dividends.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Subject to
the approval of federal banking regulators, the Series N Preferred
Stock may be redeemed on or after November 15, 2011, the
Series Q Preferred Stock may be redeemed on or after
February 15, 2012, and the Series R Preferred Stock may be
redeemed after the Series N Preferred Stock and the Series Q
Preferred Stock have been redeemed. Subject to the approval of
federal banking regulators, the Series N Preferred Stock may be
redeemed before November 15, 2011 with net proceeds from a
specified amount of qualified equity offerings (which is defined
generally as a sale or issuance of common or perpetual preferred
stock to third parties that qualifies as Tier 1 Capital), and, if
the Series N Preferred Stock has been redeemed, the Series Q
Preferred Stock may be redeemed before February 15, 2012 with
net proceeds from a specified amount of qualified equity offerings.
Notwithstanding the foregoing, pursuant to the American Recovery
and Reinvestment Act of 2009, the Emergency Economic Stabilization
Act of 2008 was amended to add a new Section 111(g), which
would allow the Corporation to redeem the Series N, the Series Q or
the Series R Preferred Stock at any time, subject to approval of
the appropriate federal banking agency, without raising additional
cash proceeds from qualified equity offerings or without regard to
waiting periods.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Series of
preferred stock are not convertible and have general voting
rights.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Ownership
is held in the form of depositary shares, each representing a
1/1200<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">th</sup>
interest in a share of preferred stock, paying a quarterly cash
dividend.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Subject to
3.00% minimum rate per annum.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Subject to
4.00% minimum rate per annum.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(8)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Ownership
is held in the form of depositary shares, each representing a
1/40<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">th</sup>
interest in a share of preferred stock, paying a quarterly cash
dividend.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="1%"><font size="1"> </font></td>
<td valign="top" align="left" width="2%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(9)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Represents
shares outstanding of Merrill Lynch & Co., Inc. Each share
of Mandatory Convertible Preferred Stock Series 2 and Series 3 will
be converted on October 15, 2010 into a maximum of 2,605 and
3,820 shares of the Corporation’s common stock plus cash in
lieu of fractional shares and are optionally convertible prior to
that time into 2,227 and 3,265 shares, respectively.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 24px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"2">        In January
2009, in connection with the TARP Capital Purchase Program and with
the Merrill Lynch acquisition the Corporation issued
400 thousand shares of Series Q Preferred Stock and related
warrants to purchase common stock of the Corporation for cash
proceeds of $10.0 billion of which $9.0 billion was allocated to
preferred stock and $1.0 billion to the warrants on a relative fair
value basis. Also in January 2009, the U.S. government agreed to
assist in the Merrill Lynch acquisition by making a further
investment in the Corporation of 800 thousand shares of Series
R Preferred Stock and related warrants to purchase common stock of
the Corporation for cash proceeds of $20.0 billion of which $17.8
billion was allocated to preferred stock and $2.2 billion to the
warrants on a relative fair value basis. The discount on the Series
Q and R Preferred Stock will be accreted and recognized in retained
earnings as a non-cash dividend which impacts diluted EPS, with a
corresponding increase in the carrying value of the preferred
stock, over a period of five years and 10 years respectively. The
Corporation utilized a Black-Scholes option model to fair value the
stock warrants. The key assumptions used to determine the relative
fair value of the warrants included volatility of 51.66 percent and
54.79 percent and a spot price equal to the exercise price of
$30.79 and $13.30 for Series Q and Series R Preferred Stock. In
addition, we assumed that the warrants for both series of preferred
stock had a dividend yield of zero.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">During the
first and second quarters of 2009, the aggregate dividends on
preferred stock declared were $1.0 billion and $1.2 billion,
including $145 million and $144 million related to preferred stock
issued or remaining outstanding as part of the Merrill Lynch
acquisition.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Accumulated OCI</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
table presents the changes in accumulated OCI for the six months
ended June 30, 2009 and 2008, net-of-tax.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="76%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Available-for -</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Sale Debt<br />
Securities <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1"><b>Available-for-</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Sale</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Marketable<br />
Equity<br />
Securities</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Derivatives <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Employee</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1"><b>Benefit Plans<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Foreign</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>Currency <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Total</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Balance,
December 31, 2008</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(5,956</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3,935</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(3,458</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(4,642</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(704</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(10,825</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="1">  Cumulative
adjustment for accounting change - OTTI <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(71</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(71</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 4px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="1">  Net change in
fair value recorded in accumulated OCI</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>2,835</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>793</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>161</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>3,678</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Net realized (gains) losses
reclassified into earnings <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6,
7)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(238</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(4,383</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>497</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>115</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(4,009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Balance, June 30,
2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(3,430</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>345</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(2,971</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(4,366</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(805</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(11,227</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>  Balance,
December 31, 2007</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(1,880</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8,416</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(4,402</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(1,301</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">296</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,129</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Net change in fair value
recorded in accumulated OCI</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(3,713</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">222</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(359</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">62</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(3,788</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">  Net realized (gains) losses
reclassified into earnings <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">457</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(68</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">383</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">795</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Balance, June 30,
2008</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(5,136</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,570</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(4,378</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(1,278</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">358</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(1,864</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The six
months ended June 30, 2009 includes $252 million of net loss
in fair value recorded in accumulated OCI and $173 million of
realized losses reclassified into earnings on debt securities in
which other-than temporary impairment has been recognized and a
portion of the unrealized loss remains in OCI. The
June 30, 2009 ending balance includes $79 million of
unrealized losses in which other-than-temporary impairment has been
recognized.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">  (2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">The
amounts included in accumulated OCI for terminated interest rate
derivative contracts were losses of $2.9 billion and $4.0 billion,
net-of-tax, at June 30, 2009 and 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Net change
in fair value represents after-tax adjustments based on the 2008
final year-end actuarial valuations.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(4)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">For the
six months ended June 30, 2009, the net change in fair value
recorded in accumulated OCI represented $1.6 billion in pre-tax
gains associated with the Corporation’s foreign currency
translation adjustments on its net investment in consolidated
foreign operations offset by pre-tax losses of $2.4 billion on the
related foreign currency exchange hedging results. For the same
period in 2008, the net change in fair value recorded in
accumulated OCI represented $102 million in pre-tax gain associated
with the Corporation’s foreign currency translation
adjustments on its net investment in consolidated foreign
operations and pre-tax gains of $8 million on the related foreign
currency exchange hedging results.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(5)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Effective
January 1, 2009, the Corporation early adopted FSP FAS 115-2.
For additional information on the adoption of this accounting
pronouncement, see <i>Note 1 – Summary of Significant
Accounting Principles</i> and <i>Note 5 –
Securities</i>.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(6)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Included
in this line item are amounts related to derivatives used in cash
flow hedge relationships. These amounts are reclassified into
earnings in the same period or periods during which the hedged
forecasted transactions affect earnings. This line item also
includes (gains) losses on AFS debt and marketable equity
securities and impairment charges. These amounts are reclassified
into earnings upon sale of the related security or when the
other-than-temporary impairment charge is recognized.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(7)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size=
"1">Accumulated OCI related to AFS marketable equity securities was
reduced by a $4.7 billion gain net-of-tax being reclassified from
accumulated OCI into earnings on the Corporation’s sale of
19.1 billion common shares of its initial investment in
CCB.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Earnings Per Common
Share</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 3px; BORDER-BOTTOM: #000000 0.5pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation adopted FSP EITF 03-6-1 which
defines unvested share-based payment awards that contain
nonforfeitable rights to dividends as participating securities that
should be included in computing EPS using the two-class
method. Prior period EPS amounts have been reclassified to
conform to current period presentation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The two-class
method is an earnings allocation formula that determines earnings
per share for each share of common stock and participating
securities according to dividends declared and participation rights
in undistributed earnings. Under this method, all earnings
(distributed and undistributed) are allocated to common shares and
participating securities based on their respective rights to
receive dividends. Earnings per common share is calculated by
dividing earnings allocated to common shareholders by the
weighted-average number of common shares outstanding during the
period.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">For the three
and six months ended June 30, 2009, average options to
purchase 319 million and 321 million shares of common
stock were outstanding but not included in the computation of
earnings per common share because they were antidilutive compared
to 177 million and 140 million for the same periods in
2008. For the three and six months ended June 30, 2009,
164 million and 176 million average dilutive potential
common shares associated with the convertible Series L, Mandatory
Convertible Preferred Stock Series 2 and Series 3 were excluded
from the diluted share count because the result would have been
antidilutive under the “if-converted” method compared
to 138 million and 117 million for the same periods in
2008. The calculation of earnings per common share and diluted
earnings per common share for the three and six months ended
June 30, 2009 and 2008 is presented below.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="84%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Three Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="6"><font face="Times New Roman" size=
"1"><b>Six Months Ended June 30</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">  (Dollars in
millions, except per share information; shares in
thousands)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Earnings per common
share</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,224</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,410</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,471</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,620</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Preferred stock
dividends</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(805</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(186</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(2,238</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(376</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net income available to
common shareholders</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,419</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,224</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,233</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,244</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income allocated to
participating securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(117</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(40</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net income allocated to
common shareholders</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,202</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,116</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Average common shares issued
and outstanding</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,241,515</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,435,719</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,808,262</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,431,870</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Earnings per common
share</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>0.33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.72</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>0.75</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.95</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Diluted earnings per
common share</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net income available to
common shareholders</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,419</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,224</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,233</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,244</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Income allocated to
participating securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(117</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(40</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Net income allocated to
common shareholders</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,202</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,116</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Average common shares issued
and outstanding</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,241,515</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,435,719</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,808,262</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,431,870</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Dilutive potential common
shares</font> <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>28,003</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8,379</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>28,710</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">13,558</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">  Total diluted average common
shares issued and outstanding</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,269,518</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,444,098</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,836,972</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,445,428</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>  Diluted earnings per
common share</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>0.33</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.72</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>0.75</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.95</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">For the
three months ended June 30, 2009, the Corporation recorded an
increase to retained earnings and net income available to common
shareholders of $576 million related to the Corporation’s
preferred stock exchange for common stock.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="3%"><font face=
"Times New Roman" size="1">  <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></td>
<td valign="top" align="left">
<p align="justify"><font face="Times New Roman" size="1">Includes
incremental shares from restricted stock units, restricted stock
shares, stock options and warrants.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
30000000000
5000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
bgcolor="#E6E6E6" border="0">
<tbody>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>NOTE 1-Summary of Significant
Accounting Principles</b></font></p>
</td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Principles of Consolidation and
Basis of Presentation</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Consolidated Financial Statements include the accounts of the
Corporation and its majority-owned subsidiaries, and those variable
interest entities (VIEs) where the Corporation is the primary
beneficiary. All significant intercompany accounts and transactions
have been eliminated. Results of operations of companies purchased
are included from the dates of acquisition and for VIEs, from the
dates that the Corporation became the primary beneficiary. Assets
held in an agency or fiduciary capacity are not included in the
Consolidated Financial Statements. The Corporation accounts for
investments in companies for which it owns a voting interest of 20
percent to 50 percent and for which it has the ability to exercise
significant influence over operating and financing decisions using
the equity method of accounting. These investments are included in
other assets and are subject to impairment testing. The
Corporation’s proportionate share of income or loss is
included in equity investment income.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
preparation of the Consolidated Financial Statements in conformity
with accounting principles generally accepted in the United States
(GAAP) requires management to make estimates and assumptions that
affect reported amounts and disclosures. Actual results could
differ from those estimates and assumptions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">These
unaudited Consolidated Financial Statements should be read in
conjunction with the audited Consolidated Financial Statements
filed as Exhibit 99.2 to the Corporation’s Current Report on
Form 8-K filed on May 28, 2009. The nature of the
Corporation’s business is such that the results of any
interim period are not necessarily indicative of results for a full
year. In the opinion of management, normal recurring adjustments
necessary for a fair statement of the interim period results have
been made. The Corporation evaluates subsequent events through the
date of filing. Certain prior period amounts have been reclassified
to conform to current period presentation.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 24px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Recently Proposed and Issued
Accounting Pronouncements</i></b></font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 1px; BORDER-BOTTOM: #000000 1pt solid">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
July 1, 2009, the Financial Accounting Standards Board (FASB)
issued FASB Statement of Financial Accounting Standards (SFAS)
No. 168, “FASB Accounting Standards Codification and the
Hierarchy of Generally Accepted Accounting Principles” (SFAS
168). SFAS 168 approved the FASB Accounting Standards Codification
as the single source of authoritative nongovernmental GAAP. The
FASB Accounting Standards Codification is effective for interim or
annual periods ending after September 15, 2009. All existing
accounting standards have been superseded and all other accounting
literature not included in the FASB Accounting Standards
Codification will be considered nonauthoritative. The adoption of
SFAS 168 will not impact the Corporation’s financial
condition and results of operations.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
June 12, 2009, the FASB issued SFAS No. 166,
“Accounting for Transfers of Financial Assets – an
amendment of FASB Statement No. 140” (SFAS 166), and
SFAS No. 167, “Amendments to FASB Interpretation
No. 46(R)” (SFAS 167). The amendments will be
effective January 1, 2010. SFAS 166 revises SFAS
No. 140, “Accounting for Transfers and Servicing of
Financial Assets and Extinguishments of Liabilities” (SFAS
140), which establishes sale accounting criteria for transfers of
financial assets. As described more fully in <i>Note 8 –
Securitizations</i>, the Corporation routinely transfers mortgage
loans, credit card receivables, and other financial instruments to
special purpose entities (SPEs) that meet the definition of a
qualifying special purpose entity (QSPE) which are not currently
subject to consolidation by the transferor. Among other
things, SFAS 166 amends SFAS 140 to eliminate the concept of a
QSPE. As a result, existing QSPEs will be subject to
consolidation in accordance with the guidance provided in SFAS
167.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">SFAS 167
amends FIN 46(R) “Consolidation of Variable Interest
Entities” (FIN 46R) by significantly changing the criteria by
which an enterprise determines whether it must consolidate a
variable interest entity (VIE). A VIE is an entity, typically
an SPE, which has insufficient equity at risk or which is not
controlled through voting rights held by equity investors. FIN
46R currently requires that a VIE be consolidated by the enterprise
that will absorb a majority of the expected losses or expected
residual returns created by the assets of the VIE. SFAS 167
amends FIN 46R to require that a VIE be consolidated by the
enterprise that has both the power to direct the activities that
most significantly impact the VIE’s economic performance and
the obligation to absorb losses or the right to receive benefits
that could potentially be significant to the VIE. SFAS 167
also requires that an enterprise continually reassess, based on
current facts and circumstances, whether it should consolidate the
VIEs with which it is involved.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The adoption
of the amendments on January 1, 2010 will result in the
consolidation of certain QSPEs and VIEs that are not currently
recorded on the Corporation’s Consolidated Balance Sheet.
These consolidations will result in an increase in net loans and
leases, securities, short-term borrowings and long-term
debt. These consolidations will also result in an increase in
the provision for credit losses, along with other changes in
classification to the Corporation’s Consolidated Statement of
Income. The Corporation expects to consolidate certain credit
card securitization trusts, commercial paper conduits and revolving
home equity securitization trusts which hold aggregate assets of
approximately $150 billion as of June 30, 2009, of which
approximately $115 billion is related to credit card
securitizations and commercial paper conduits that are currently
considered in the Corporation’s risk-weighted calculation for
regulatory capital purposes. Total assets held by these entities as
of January 1, 2010 are expected to be lower than these amounts
due to anticipated paydowns of receivables held in the entities and
scheduled maturities of securities issued by the entities. The
Corporation is also evaluating other VIEs with which it is involved
to determine the ultimate impact of adoption.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
May 28, 2009, the FASB issued SFAS No. 165,
“Subsequent Events” (SFAS 165). SFAS 165 provides
general standards of accounting for and disclosure of events that
occur after the balance sheet date but before financial statements
are issued or are available to be issued. In addition, SFAS
165 requires the disclosure of the date through which an entity has
evaluated subsequent events and the basis for that date. The
adoption of SFAS 165, effective June 30, 2009, did not impact
the Corporation’s financial condition and results of
operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
April 9, 2009, the FASB issued FASB Staff Position (FSP)
No. FAS 157-4 “Determining Fair Value When the Volume
and Level of Activity for the Asset or Liability Have Significantly
Decreased and Identifying Transactions That Are Not Orderly”
(FSP FAS 157-4). FSP FAS 157-4 provides guidance for determining
whether a market is inactive and a transaction is distressed in
order to apply the existing fair value measurement guidance in SFAS
No. 157, “Fair Value Measurements” (SFAS 157). In
addition, FSP FAS 157-4 requires enhanced disclosures regarding
financial assets and liabilities that are recorded at fair value.
The Corporation elected to early adopt FSP FAS 157-4 effective
January 1, 2009 and the adoption did not have a material
impact on the Corporation’s financial condition and results
of operations. The enhanced disclosures related to FSP FAS 157-4
are included in <i>Note 16 – Fair Value
Disclosures</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
April 9, 2009, the FASB issued FSP No. FAS 115-2, FAS
124-2 and EITF 99-20-2, “Recognition and Presentation of
Other-Than-Temporary Impairments” (FSP FAS 115-2). This FSP
requires an entity to recognize the credit component of an
other-than-temporary impairment of a debt security in earnings and
the noncredit component in other comprehensive income (OCI) when
the entity does not intend to sell the security and it is more
likely than not that the entity will not be required to sell the
security prior to recovery. FSP FAS 115-2 also requires expanded
disclosures. The Corporation elected to early adopt FSP FAS 115-2
effective January 1, 2009 and recorded a cumulative-effect
adjustment to reclassify $71 million, net-of-tax, from retained
earnings to accumulated OCI as of January 1, 2009. FSP FAS
115-2 does not change the recognition of other-than-temporary
impairment for equity securities. The expanded disclosures related
to FSP FAS 115-2 are included in <i>Note 5 –
Securities</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
April 9, 2009, the FASB issued FSP No. FAS 107-1 and APB
Opinion 28-1, “Interim Disclosures about Fair Value of
Financial Instruments” (FSP FAS 107-1). FSP FAS 107-1
requires expanded disclosures for all financial instruments as
defined by FAS 107 such as loans that are not measured at fair
value through earnings. The expanded disclosure requirements for
FSP FAS 107-1 are effective for the Corporation’s quarterly
financial statements for the period ended June</font> <font face=
"Times New Roman" size="2">30, 2009. The adoption of FSP FAS 107-1
will not impact the Corporation’s financial condition and
results of operations. The disclosures related to FSP FAS 107-1 are
included in <i>Note 17 – Fair Value of Financial Instruments
(SFAS 107 Disclosure).</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
April 1, 2009, the FASB issued FSP No. FAS 141(R)-1,
“Accounting for Assets Acquired and Liabilities Assumed in a
Business Combination That Arise from Contingencies” (FSP FAS
141R-1) whereby assets acquired and liabilities assumed in a
business combination that arise from contingencies should be
recognized at fair value on the acquisition date if fair value can
be determined during the measurement period. If fair value cannot
be determined, companies should typically account for the acquired
contingencies using existing accounting guidance. FSP FAS 141R-1 is
effective for new acquisitions consummated on or after
January 1, 2009. The Corporation applied FSP FAS 141R-1 to its
January 1, 2009 acquisition of Merrill Lynch. See <i>Note 2
– Merger and Restructuring Activity</i> for more information
on FSP FAS 141R-1.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation adopted FSP EITF 03-6-1,
“Determining Whether Instruments Granted in Share-Based
Payment Transactions Are Participating Securities” (FSP EITF
03-6-1). FSP EITF 03-6-1 defines unvested share-based payment
awards that contain nonforfeitable rights to dividends as
participating securities that should be included in computing
earnings per share (EPS) using the two-class method under SFAS
No. 128, “Earnings Per Share.” Additionally, all
prior-period EPS data was adjusted retrospectively. The adoption
did not have a material impact on the Corporation’s financial
condition and results of operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation adopted SFAS No. 161,
“Disclosures about Derivative Instruments and Hedging
Activities” (SFAS 161) which requires expanded qualitative,
quantitative and credit-risk disclosures about derivatives and
hedging activities and their effects on the Corporation’s
financial position, financial performance and cash flows. The
adoption of SFAS 161 did not impact the Corporation’s
financial condition and results of operations. The expanded
disclosures related to SFAS 161 are included in <i>Note 4 –
Derivatives</i>.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation adopted FSP No. FAS 140-3,
“Accounting for Transfers of Financial Assets and Repurchase
Financing Transactions” (FSP 140-3). FSP 140-3 requires that
an initial transfer of a financial asset and a repurchase financing
that was entered into contemporaneously with, or in contemplation
of, the initial transfer be evaluated together as a linked
transaction under SFAS 140, unless certain criteria are met. The
adoption of FSP 140-3 did not have a material impact on the
Corporation’s financial condition and results of
operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation adopted SFAS No. 141
(revised 2007), “Business Combinations” (SFAS 141R).
SFAS 141R modifies the accounting for business combinations and
requires, with limited exceptions, the acquirer in a business
combination to recognize 100 percent of the assets acquired,
liabilities assumed, and any noncontrolling interest in the
acquiree at the acquisition-date fair value. In addition, SFAS 141R
requires the expensing of acquisition-related transaction and
restructuring costs, and certain contingent acquired assets and
liabilities, as well as contingent consideration, to be
recognized at fair value. SFAS 141R also modifies the
accounting for certain acquired income tax assets and liabilities.
The Corporation applied SFAS 141R to its January 1, 2009
acquisition of Merrill Lynch. See <i>Note 2 – Merger and
Restructuring Activity</i> for more information on SFAS
141R.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">On
January 1, 2009, the Corporation adopted SFAS No. 160,
“Noncontrolling Interests in Consolidated Financial
Statements” (SFAS 160). SFAS 160 requires all entities to
report noncontrolling (i.e., minority) interests in subsidiaries as
equity in the Consolidated Financial Statements and to account for
transactions between an entity and noncontrolling owners as equity
transactions if the parent retains its controlling financial
interest in the subsidiary. SFAS 160 also requires expanded
disclosure that distinguishes between the interests of the
controlling owners and the interests of the noncontrolling owners
of a subsidiary. The adoption of SFAS 160 did not have a material
impact on the Corporation’s financial condition and results
of operations.</font></p>
</div>
36617000000
31900000000
-54539000000
1594000000
7113000000
7145000000
1397000000
<div>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0">
<tbody>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" bgcolor=
"#E5E5E5"><font face="Times New Roman" size="2"><b>Note 17 –
Fair Value of Financial Instruments (SFAS 107
Disclosure)</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">SFAS
No. 107, “Disclosures About Fair Value of Financial
Instruments” (SFAS 107), requires the disclosure of the
estimated fair value of financial instruments including those
financial instruments for which the Corporation did not elect the
fair value option. The fair values of such instruments have been
derived, in part, by the Corporation’s assumptions, the
estimated amount and timing of future cash flows and estimated
discount rates. Different assumptions could significantly affect
these estimated fair values. Accordingly, the net realizable values
could be materially different from the estimates presented below.
In addition, the estimates are only indicative of the value of
individual financial instruments and should not be considered an
indication of the fair value of the Corporation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
provisions of SFAS 107 do not require the disclosure of the fair
value of lease financing arrangements and nonfinancial instruments,
including goodwill and intangible assets such as purchased credit
card, affinity and trust relationships.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The following
disclosures represent financial instruments in which the ending
balances at June 30, 2009 are not carried at fair value in
their entirety on the Corporation’s Consolidated Balance
Sheet.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Short-term Financial
Instruments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The carrying
value of short-term financial instruments, including cash and cash
equivalents, time deposits placed, federal funds sold and
purchased, resale and certain repurchase agreements, commercial
paper and other short-term investments and borrowings, approximates
the fair value of these instruments. These financial instruments
generally expose the Corporation to limited credit risk and have no
stated maturities or have short-term maturities and carry interest
rates that approximate market. In accordance with SFAS 159, the
Corporation elected to fair value certain securities financing
agreements and commercial paper and other short-term borrowings.
See <i>Note 16 – Fair Value Disclosures</i> for additional
information on these financial instruments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Loans</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">Fair values
were generally determined by discounting both principal and
interest cash flows expected to be collected using an observable
discount rate for similar instruments with adjustments that the
Corporation believes a market participant would consider in
determining fair value. The Corporation estimates the cash flows
expected to be collected using internal credit risk, interest rate
and prepayment risk models that incorporate the Corporation’s
best estimate of current key assumptions, such as default rates,
loss severity and prepayment speeds for the life of the loan. In
accordance with SFAS 159, the Corporation elected to fair value
certain large corporate loans which exceeded the
Corporation’s single name credit risk concentration
guidelines. See <i>Note 16 – Fair Value Disclosures</i> for
additional information on loans for which the Corporation adopted
the fair value option.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Deposits</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The fair
value for certain deposits with stated maturities was calculated by
discounting contractual cash flows using current market rates for
instruments with similar maturities. The carrying value of foreign
time deposits approximates fair value. For deposits with no stated
maturities, the carrying amount was considered to approximate fair
value and does not take into account the significant value of the
cost advantage and stability of the Corporation’s long-term
relationships with depositors. In accordance with SFAS 159, the
Corporation elected to fair value certain long-term fixed rate
deposits which are economically hedged with derivatives. See
<i>Note 16 – Fair Value Disclosures</i> for additional
information on these long-term fixed rate deposits.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Long-term Debt</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The
Corporation uses quoted market prices for its long-term debt when
available. When quoted market prices are not available, fair value
is estimated based on current market interest rates and credit
spreads for debt with similar maturities. In accordance with
SFAS 159, the Corporation elected to fair value certain
structured notes. See <i>Note 16 – Fair Value Disclosures</i>
for additional information on these structured notes.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; TEXT-INDENT: 2%"
align="justify"><font face="Times New Roman" size="2">The book and
fair values of certain financial instruments at June 30, 2009
and December 31, 2008 were as follows:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="65%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1"><b>June 30, 2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="5"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">  (Dollars in
millions)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Book Value <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>Fair Value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Book Value <sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Fair Value</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Financial
assets <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Loans</font> <font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>886,331</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>821,922</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">886,198</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">841,629</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2"><b>  Financial
liabilities <font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>970,742</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>971,905</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">882,997</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">883,987</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 3px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>447,187</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>423,874</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">268,292</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">260,291</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td></td>
<td valign="bottom" width="1%"></td>
<td width="1%"></td>
<td valign="bottom" width="1%"></td>
<td width="97%"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top"><font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(1)</sup></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top"><font face="Times New Roman" size="1">Loans are
presented net of allowance for loan losses. Amounts exclude
leases.</font></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(2)</sup></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">Includes certain amounts which are
accounted for under the fair value option.</font></p>
</td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(3)</sup></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="MARGIN-TOP: 0px; FONT-SIZE: 2px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">The fair value is determined based on
the present value of future cash flows using credit spreads or risk
adjusted rates of return that a buyer of the portfolio would
require at June 30, 2009 and December 31, 2008. However,
the Corporation expects to collect the principal cash flows
underlying the book values as well as the related interest cash
flows.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
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8612000
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Effective January 1, 2009, the Corporation early adopted FSP No. FAS 115-2, FAS 124-2 and EITF 99-20-2. Amounts shown are net-of-tax. For additional information on the adoption of this accounting pronouncement, see Note 1 - Summary of Significant Accounting Principles and Note 5 - Securities to the Consolidated Financial Statements.
Excludes $233 million of second quarter 2009 cumulative preferred dividends not declared as of June 30, 2009 and $346 million of accretion of discounts on preferred stock.
Proceeds from the issuance of Series Q and Series R Preferred Stock were allocated to the preferred stock and warrants on a relative fair value basis. For more information, see Note 13 - Shareholders' Equity and Earnings Per Common Share to the Consolidated Financial Statements.
Amounts shown are net-of-tax. For additional information on accumulated OCI, see Note 13 - Shareholders' Equity and Earnings Per Common Share to the Consolidated Financial Statements.