Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2011

Derivative Financial Instruments

Summary of notional amount and fair values of derivative instruments

	December 31, 2011						December 31, 2010
(in millions) (1)	Notional Amount		Derivative Assets		Derivative Liabilities		Notional Amount		Derivative Assets		Derivative Liabilities
Derivatives designated as hedging instruments
Interest rate swaps—fair value:
Certificates of deposit	$	—	$	—	$	—	$	10.0	$	0.3	$	—
Long-term and subordinated debt		207.4		9.8		—		355.9		19.8		—
Total fair value contracts	$	207.4	$	9.8	$	—	$	365.9	$	20.1	$	—
Total derivatives designated as hedging instruments	$	207.4	$	9.8	$	—	$	365.9	$	20.1	$	—
Derivatives not designated as hedging instruments
Interest rate contracts:
Swaps	$	1,482.1	$	51.3	$	52.5	$	1,043.8	$	25.7	$	25.7
Interest-rate caps, floors and collars		267.1		0.3		0.3		84.5		0.5		0.5
Options purchased		2.0		0.1		0.1		2.0		0.2		0.2
Options written		2.0		—		—		2.0		—		—
Total interest-rate contracts	$	1,753.2	$	51.7	$	52.9	$	1,132.3	$	26.4	$	26.4
Option contracts	$	—	$	0.7	$	—	$	—	$	—	$	—
Foreign exchange contracts:
Spot and forward contracts	$	203.8	$	2.1	$	2.1	$	78.2	$	1.3	$	1.0
Total derivatives not designated as
hedging instruments	$	1,957.0	$	54.5	$	55.0	$	1,210.5	$	27.7	$	27.4

(1)

Derivative assets include the estimated gain to settle a derivative contract net of cash collateral received from counterparties plus net interest receivable. Derivative liabilities include the estimated loss to settle a derivative contract.

Schedule of impact of interest-rate swaps on interest income and interest expense

		For the year ended December 31,
	Location in Consolidated Statements of Income
(in millions) Derivative Instruments Designated as Hedging Instruments		2011			2010			2009
Interest-rate swaps-fair value	Interest expense	$	(14.1	)	$	(17.3	)	$	(15.5	)
Interest-rate swaps-cash flow	Interest income		1.0			8.5			12.0
Total income		$	15.1		$	25.8		$	27.5

Schedule of the amount of gains and losses on derivative contracts not designated as hedges

		For the year ended December 31,
	Location in Consolidated Statements of Income
(in millions) Derivatives Not Designated as Hedging Instruments		2011			2010			2009
Interest-rate contracts	Other noninterest income	$	(1.1	)	$	(0.4	)	$	1.0
Option contracts	Other noninterest income		0.1			(0.1	)		(0.5	)
Foreign exchange contracts	International services income		24.1			21.3			19.3
Total income		$	23.1		$	20.8		$	19.8