Comerica Incorporated Morgan Stanley Financials ConferenceJune 10, 2014 J. Patrick FaubionPresident, Comerica Bank -Texas Market Karen ParkhillVice Chairman andChief Financial Officer 2 Safe Harbor Statement Any statements in this presentation that are not historical facts are forward-looking statements as defined in the Private Securities LitigationReform Act of 1995. Words such as “anticipates,” “believes,” “contemplates,” “feels,” “expects,” “estimates,” “seeks,” “strives,” “plans,” “intends,”“outlook,” “forecast,” “position,” “target,” “mission,” “assume,” “achievable,” “potential,” “strategy,” “goal,” “aspiration,” “opportunity,” “initiative,”“outcome,” “continue,” “remain,” “maintain,” “on course,” “trend,” “objective,” “looks forward,” “projects,” “models” and variations of such words andsimilar expressions, or future or conditional verbs such as “will,” “would,” “should,” “could,” “might,” “can,” “may” or similar expressions, as theyrelate to Comerica or its management, are intended to identify forward-looking statements. These forward-looking statements are predicated onthe beliefs and assumptions of Comerica's management based on information known to Comerica's management as of the date of thispresentation and do not purport to speak as of any other date. Forward-looking statements may include descriptions of plans and objectives ofComerica's management for future or past operations, products or services, and forecasts of Comerica's revenue, earnings or other measures ofeconomic performance, including statements of profitability, business segments and subsidiaries, estimates of credit trends and global stability.Such statements reflect the view of Comerica's management as of this date with respect to future events and are subject to risks anduncertainties. Should one or more of these risks materialize or should underlying beliefs or assumptions prove incorrect, Comerica's actual resultscould differ materially from those discussed. Factors that could cause or contribute to such differences are changes in general economic, politicalor industry conditions; changes in monetary and fiscal policies, including changes in interest rates; volatility and disruptions in global capital andcredit markets; changes in Comerica's credit rating; the interdependence of financial service companies; changes in regulation or oversight;unfavorable developments concerning credit quality; the effects of more stringent capital or liquidity requirements; declines or other changes in thebusinesses or industries of Comerica's customers; operational difficulties, failure of technology infrastructure or information security incidents; theimplementation of Comerica's strategies and business initiatives; Comerica's ability to utilize technology to efficiently and effectively develop,market and deliver new products and services; changes in the financial markets, including fluctuations in interest rates and their impact on depositpricing; competitive product and pricing pressures among financial institutions within Comerica's markets; changes in customer behavior; anyfuture strategic acquisitions or divestitures; management's ability to maintain and expand customer relationships; management's ability to retainkey officers and employees; the impact of legal and regulatory proceedings or determinations; the effectiveness of methods of reducing riskexposures; the effects of terrorist activities and other hostilities; the effects of catastrophic events including, but not limited to, hurricanes,tornadoes, earthquakes, fires and floods; changes in accounting standards and the critical nature of Comerica's accounting policies. Comericacautions that the foregoing list of factors is not exclusive. For discussion of factors that may cause actual results to differ from expectations, pleaserefer to our filings with the Securities and Exchange Commission. In particular, please refer to “Item 1A. Risk Factors” beginning on page 12 ofComerica's Annual Report on Form 10-K for the year ended December 31, 2013. Forward-looking statements speak only as of the date they aremade. Comerica does not undertake to update forward-looking statements to reflect facts, circumstances, assumptions or events that occur afterthe date the forward-looking statements are made. For any forward-looking statements made in this presentation or in any documents, Comericaclaims the protection of the safe harbor for forward-looking statements contained in the Private Securities Litigation Reform Act of 1995.

3 Substantial Growth Opportunities in Texas At 3/31/14 ● 1Includes the acquisition of Sterling Bancshares in 3Q11.  Established Texas presence: 1988  Acquired 21 banks in Texas from 1988 to 1995  Moved headquarters to Dallas: 2007  Largest U.S. commercial bank with corporate headquarters in Texas  Acquisition of Sterling completed July 2011 7.7 9.6 10.0 2011 2012 2013 +30%1 Average TX Loans($ in billions) Average TX Deposits($ in billions) 7.8 10.0 10.2 2011 2012 2013 54 11 14 57 = Banking Centers +31%1 4 Driving Growth in Texas 1Q14 average balances California$14.8B33% Texas$10.4B23% Michigan$13.5B30% Other Markets$6.4B14% 10.1 10.2 9.9 9.8 10.4 1Q13 2Q13 3Q13 4Q13 1Q14 Loan Growth(Average $ in billions) +6% Loan Balances by Market 10.0 10.2 10.3 10.5 10.9 1Q13 2Q13 3Q13 4Q13 1Q14 Deposit Balances by Market California$14.8B28% Texas$10.9B21% Michigan$20.6B39% Other Markets$5.9B11%Finance/ Other $0.6B1% Deposit Growth(Average $ in billions) +3% +3% +9%

5 Growing MarketsPopulation Growth Nearly 2X the National Average At 3/31/14 ● 1Source: US Census Bureau, released in 2013 ● 2Source: Comerica Regional Economic Update. DFW = Dallas-Fort Worth-Arlington MSA. Located in 9 of the Top 15 Most Populous Cities: 4 in Texas1(Population in millions) 1.5% 1.3% 1.4% 1.4% DFW Houston Austin San Antonio QoQ Population Growth2(% change annualized) U.S. Average 0.8% 5.0% 4.0% 4.1% 3.1% DFW Houston Austin San Antonio QoQ Personal Income Growth2(% change annualized) U.S. Average 3.5% 0.81 0.83 0.83 0.84 0.84 0.98 1.24 1.34 1.38 1.49 1.55 2.16 2.71 3.86 8.34 Columbus San Francisco Indianapolis Jacksonville Austin San Jose Dallas San Diego San Antonio Phoenix Philadelpia Houston Chicago Los Angeles New YorkNew York Los Angeles Chicago Houston Philadelphia Phoenix San Antonio San Diego Dallas San Jose Austin Jacksonville Indianapolis San Francisco Columbus 6 Business and Footprint Diversity 1Q14 average balances ● 1Primarily includes businesses with a national perspective Texas MarketDiverse Loan Portfolio($ in millions) General Middle Market $2,37724% Energy$2,982 30% NationalDealer$4344% Tech. & Life Sciences $4204% Corporate Banking$437 4% Commercial Real Estate $1,17511% SmallBusiness$1,500 14% Retail Banking$3503% Private Banking$6566% California$14.8B33% Texas$10.4B23%Michigan$13.5B30% Other Markets$6.4B14% Loan Balances by Market Texas Market Loans San Antonio$0.2B2% Dallas$4.4B41% Houston$3.8B37% Austin$0.5B5% Other1$1.5B15% = Total Middle Market (66%)

7 Houston Market Opportunity 12011 includes the acquisition of Sterling Bancshares in 3Q11. ● 2Source: FDIC June 2013 2.3 3.1 2.9 2.9 2011 2012 2013 1Q14 2.3 3.5 3.8 3.8 2011 2012 2013 1Q14 Houston Loans1(Average $ in billions) Houston Deposits1(Average $ in billions) +28%1 +69%1  Acquisition of Sterling Bancshares in July 2011 – Cemented footprint in the Houston area market  Added additional Energy & TLS relationship managers  Added additional Middle Market loan group  57 banking centers  #9 in deposit market share2, up from #12 in 2011, prior to the Sterling acquisition Houston Facts 8 Energy Industry Update 1At 12/31/13 ● 2Source: U.S. Energy Information Administration: May 2014 Eagle Ford Drilling Productivity Report ●3Source: Railroad Commission of Texas ● 4Source: Oil & Gas Journal, January 2014 ● 5Source: U.S. Energy Information Administration  The US is the world’s largest producer of oil and gas  Texas oil production up almost 140% from 20071 to about 3MM BBLS/day5 • Eagle Ford production up from almost zero in 2009 to 1.4MM BBLS/day2 • Permian Basin is most of the remaining Texas production  Texas production expected to hit 5MM BBLS/day by 20233  Texas produced about $110B of oil and gas in 20134 Texas Oil Production5(Field production of crude oil in 1,000 BBLS) U.S. Oil & Gas Rig Count5 Texas Energy Update

9 Energy At 3/31/14  30+ years’ experience  Focus on middle market companies  Excellent credit quality  Deep relationships with significant ancillary noncredit products  Spreads are wider than pre-crisis levels  Customers appropriately hedge proven reserves Average Loans($ in millions) 1,947 2,305 2,452 2,641 2,851 3,002 2,951 2,895 2,752 2,982 4Q11 1Q12 2Q12 3Q12 4Q12 1Q13 2Q13 3Q13 4Q13 1Q14 865 686 567 533 512 411 488 529 608 493 4Q11 1Q12 2Q12 3Q12 4Q12 1Q13 2Q13 3Q13 4Q13 1Q14 Average Deposits($ in millions) Natural Gas Oil Mixed Midstream11% Service15% Exploration & Production 74% Diverse Customer Base(Based on period-end loans) +53% -43% 10 2,045 2,109 2,214 2,185 2,246 2,329 2,454 2,314 2,270 2,377 4Q11 1Q12 2Q12 3Q12 4Q12 1Q13 2Q13 3Q13 4Q13 1Q14 General Middle Market Texas 1Based on nearly 14,000 interviews with businesses with sales of $10-$500MM across the country Average Loans($ in millions) Average Deposits($ in millions)Recognized for Excellence2013 Greenwich Awards for Middle Market1:  Overall Satisfaction  Relationship Mgr. Capability  Financial Stability  Investment Banking  International Service  Likelihood to Recommend  Personal Banking Satisfaction  Treasury Management – Multiple categories 2,025 2,279 2,511 2,460 2,374 2,632 2,594 2,395 2,304 2,547 4Q11 1Q12 2Q12 3Q12 4Q12 1Q13 2Q13 3Q13 4Q13 1Q14 +16% +26% 43 48 50 63 2011 2012 2013 2014 Average Employees

11 Other Texas Growth Businesses At 3/31/14 470 505 541 566 623712 651 565 529 536 1Q13 2Q13 3Q13 4Q13 1Q14 Real Estate Construction Commercial Mortgages Commercial Real Estate(Average $ in millions) Technology & Life Sciences(Average $ in millions) 334 325 364 360 420 594 677 727 840 1,105 1Q13 2Q13 3Q13 4Q13 1Q14 Loans Deposits  Focus on well-established developers  Provide construction and mini-perm mortgage financing  Real Estate Construction growing loans for the past 6 quarters  Commercial Mortgages up in 1Q14  20+ year history  Products and services tailored to meet the needs of emerging companies throughout their lifecycle  National business headquartered in Palo Alto, CA – Texas offices in Austin and recently opened in Houston TLS Facts CRE Facts 12 Comerica Competitive Advantage in Texas  Focused on growing and maintaining long-term relationships  Relationship Managers known for ingenuity, flexibility & responsiveness  Strive to be customers’ trusted advisor by providing value-added recommendations  Emphasis on having a clear understanding of our customers & their banking needs  Able to offer robust products & services  Prompt turnaround on customer requests  React swiftly to changing markets  23 Greenwich Excellence Awards in 2013  Global Finance Best Regional Bank: Southwest  Corporate headquarters in Texas  Acquired Sterling Bancshares  Increasing resources to serve market  Solid capital ratios  No objection to CCAR/ Capital Plan results Well Positioned for Growth Focused on Relationship Banking Model Size Recognized Expertise Commitment to Texas Financial Strength

13 2Q14 average balance through 5/31/14. These results are preliminary and subject to change. ● 1Source: SNL Financial ●2Source: Federal Reserve H.8 as of 5/21/14 for large domestically chartered commercial banks. Average Loans($ in billions)  Robust loan growth in April, slowed in May similar to H.8 trends2  Expect normal seasonal trends in Dealer & Mortgage Banker in 2H14 and continued decline in owner-occupied CRE  Pressure on yield persists from decrease in accretion, low rate environment and portfolio mix shift  Maintaining credit underwriting and pricing discipline 44.6 44.9 44.1 44.1 45.1 46.6 1Q13 2Q13 3Q13 4Q13 1Q14 2Q14Thru 5/31 Second Quarter Loan UpdateBroad-based Loan Growth Continues Average Loan Growth1(1Q14 vs. 4Q13) 3.9% 2.3% 2.3% 2.1% 1.9% 1.3% 1.2% 0.8% 0.7% 0.2% -0.9 % -1.4 % BOK F CMA ST I KEY FITB ZIO N SNV MTB HBA N BBT RF FHN Peer Average: 1.1% 14 Driving Efficiency Improvement Controlling What We Can Control 1Goal as of 6/6/14 ● 2Source: SNL Financial 4,979 5,161 5,350 5,469 5,632 5,690 5,780 5,898 6,460 6,795 6,925 7,374 RF HBAN ZION BBT FHN SNV MTB BOKF KEY FITB STI CMA Assets Per Employee2($ in 000’s) Noninterest Expenses Decline YoY2(1Q14 vs. 1Q13) -9.1 % -8.5 % -3.7 % -3.1 % -2.8 % -2.8 % -1.2 % -1.0 % -0.6 % 0.2% 0.4% 11.3 % BOK F FHN RF CMA FITB KE Y SNV BBT ST I ZIO N HBA N MTB Efficiency Ratio171.2% 67.9% 67.3% 65.8% 2011 2012 2013 1Q14 Long-TermGoal: Below 60%

15 Interest Rate SensitivityWell Positioned for Rising Rates At 3/31/14 ● 1Source: SNL Financial 27% 28% 28% 29% 30 % 32% 33% 35 % 37% 37% 41 % 45% FHN SNV BBT HBA N STI FITB R F KEY BOK F MTB ZIO N CMA Noninterest-Bearing as a Percent of Total Deposits1(1Q14 average balances) Fixed Rate~15% Libor-Based~65% Prime-Based~20% Loan Portfolio: Primarily Floating Rate  Predominately floating rate loans • < 5% have floors  Fixed rate securities only ≈15% of earning assets  Relatively large non-maturity deposit base  Anomalously low interest rate environment Why is Comerica Asset Sensitive? Faster Loan Re-pricing/Maturity Date1 0% 20% 40% 60% 80% 100% CMA FHN KE Y MTB RF FITB ST I HBA N ZIO N SNV BBT BOK F Less Than 3 Months Greater Than 3 Months 0.1 Interest Rates 200 bps gradual, non-parallel rise Loan Balances Modest increase Deposit Balances Modest decrease Deposit Pricing Historical price movements with short-term rates Securities Portfolio Held at current levels Loan Spreads Held at current levels MBS Prepayments Third-party projections and historical experience Hedging (swaps) No additions modeled 16 Interest Rate SensitivityAssumptions and Alternatives At 3/31/14 ● 1Analysis based on non-parallel gradual 200 basis point increase in interest rates over 12 months. For methodology see the Company’s Form 10Q, as filed with the SEC. Estimates are based on simulation modeling analysis. Standard Model Assumptions ~180 ~190 ~200 213 ~250 ~260 DepositDecline DepositPricing DepositDecline 1Q14 LoanGrowth RateShock Sensitivity AnalysisEstimated Increase in Net Interest Income Over 12 monthsAdditional Scenarios are Relative to 1Q14 Standard Model($ in millions) Incr eme ntal $1B dec reas e in non inte rest -bea ring dep osit s1 Incr eme ntal $3B dec reas e in non inte rest -bea ring dep osit s1 Incr eme ntal inc reas e of app rox. 3% 1 Imm edia te 1 00 b ps r ate rise Incr eme ntal 20% rela tive incr eas e in bet a1 Stan dard Mo del

17 Proposed Liquidity Covered Ratio (LCR)Regional Bank Benefit: Modified LCR Requirement1 The proposed LCR is preliminary and subject to final rulemaking. For a further discussion of the Basel III regulatory framework, see the Company’s Form 10Q for the quarter ended 3/31/14, as filed with the SEC. ● 1Effectively resulting in a modified 70% LCR requirement. High Quality Liquid AssetsNet Cash Outflows over 211 days under stress ≥ 100%LCR = Level 2B (Max 15%, 50% haircut)- Investment Grade Corp. BondsLevel 2A (15% haircut)- Fannie/Freddie MBS- Other 20% risk-weighted securitiesLevel 1- Excess Reserves- Treasuries- Ginnie Mae MBS- Other 0% risk-weighted securities High Quality Liquid Assets No max,No haircut Max 40% Net Cash Outflows Deposit Run-off LCR Weight Range1 Retail/ Small Business 2.1% - 7% Corporate 3.5% - 28% Financial Institutions 3.5% - 70% Loans & Unused Commitments Undrawn Credit Facilities 3.5% - 28% Liquidity Back-up Facilities 21% - 70% Loan Maturities/ Inflows 0% - 35% 1/7/13 Final International Basel Liquidity framework published 10/24/13 U.S. Notice of Proposed Rule Making published Comment Period Closed 1/31/14 Summer/Fall2014 Final Rule Targeted 1/1/15 Targeted Phase-in Dates80% 1/1/16 1/1/17 90% 100% 18 Potential LCR ImpactsExpect To Be Compliant Within the Required Timeframe The proposed LCR is preliminary and subject to final rulemaking. For a further discussion of the Basel III regulatory framework, see the Company’s Form 10Q for the quarter ended 3/31/14, as filed with the SEC. Liquidity Coverage Ratio  Reluctant to significantly increase investment securities portfolio in the current low rate environment until necessary  Expect to operate with additional liquidity buffer above minimum compliance levels  Anticipate a moderate impact to the Net Interest Rate Margin Funding Investment Interest Rate Sensitivity Short-TermEarnings Floating Cash -- Floating Fixed Rate Securities Fixed Cash Fixed Fixed Rate Securities --  Business lines continue to assess product and pricing strategy under proposed rules  Investing pre-payments from MBS portfolio into Level 1 High Quality Liquid Assets, such as GNMA securities: Actions Currently Being Taken 12/31/14 Target GinnieMae~25% Fannie/Freddie ~75% Fannie/ Freddie 92% GinnieMae8%Potential Impact Dependent on Type of Funding and Investment 12/31/13

19 Active Capital Management 1See Supplemental Financial Data slides for reconciliation of non-GAAP financial measures ● 2Outlook as of 6/6/14 2013 Capital Plan completed:  $288MM or 6.9MM shares repurchased 2Q13 through 1Q14• $72MM or 1.5MM shares repurchased in 1Q14  Increased quarterly dividend 12% to $0.19 per share in 1Q14 2014 Capital Plan target2:  Up to $236MM share repurchases over four quarters (2Q14 through 1Q15)  Increased quarterly dividend 5% to $0.20 per share in 2Q14 Average diluted shares of 186.7MM, increased 535,000 from 4Q13 due to:  Increased average stock price affecting dilution from warrants and employee options  Vesting of annual employee stock grants Common Shares Outstanding (in MM) and Tangible Book Value Per Share1 186.8 185.2 183.7 182.3 181.7 $33.88 $33.77 $34.37 $35.64 $36.50 1Q13 2Q13 3Q13 4Q13 1Q14 Common Shares O/S Tangible Book Value 20 Well Positioned for the Future As of 3/31/14 ● 1Analysis based on non-parallel gradual increase in interest rates over 12 months; For methodology see the Company’s Form 10Q for the quarter ended 3/31/14, as filed with the SEC ● 2See Supplemental Financial Data slides for reconciliation of non-GAAP financial measures. Estimated ratios based on the standardized approach in the final rule and excluding most elements of accumulated other comprehensive income (AOCI) ● 3Increased quarterly dividend to $0.20 per share in 2Q14. • Strong capital base; Estimated Basel III Tier 1 common capital: 10.3%2• Continue share buyback; Increased dividend3 Active in Managing Capital • Strong credit culture leads to solid credit metrics• Weathered cycle well relative to peers Maintaining Asset Quality • 200 bps increase in rates expected to result in >10% increase in net interest income1 Positioned for Rising Rates • Positioned in faster growing markets andindustries• Focus on cross sell to drive fee income Growing Loans & Fee Income • Lowest cost deposits and largest percentage of funding from DDA among peers• Focus on holding new & renewed loan spreads Maintaining Pricing Discipline • Continued tight expense controlControlling Expenses

Appendix 22 Comerica: A Brief Overview At 3/31/14 ● 1Source: SNL Financial ● 2See Supplemental Financial Data slides for reconciliation of non-GAAP financial measures. Estimated ratios based on the standardized approach in the final rule and excluding most elements of accumulated other comprehensive income (AOCI) Loans by Business Line(1Q14 Average) Wealth Management$4.8B11% Business Bank$34.9B77% Retail Bank$5.4B12% California$14.8B33% Texas$10.4B23% Michigan$13.5B30% Other Markets$6.4B14% Loans by Geography(1Q14 Average)  22nd largest U.S. financial holding company1  $66 billion in assets  Strong presence in Texas, California, and Michigan  Three primary lines of business: Business Bank, Retail Bank, and Wealth Management  Founded 164 years ago  Strong capital position • Estimated Basel III Tier 1 common capital ratio2: 10.3%

Best Regional Bank: Southwest Based on:• Assets• Profitability• Strategic Relationships• Customer Service• Competitive Pricing• Innovative Products 23 1Based on nearly 14,000 interviews with businesses with sales of $10-$500MM across the country ● 2Based on over 17,000 interviews with businesses with sales $1-$10MM across the country ● 3Overall Satisfaction – West. Comparisons are based on only those banks operating in each region. 2013 Greenwich AwardsMost Awards of any US Bank Middle Market1 SmallBusiness2 Overall Satisfaction Relationship Manager Capability Financial Stability Investment Banking International Service Likelihood to Recommend Personal Banking Satisfaction Treasury Management: • Overall Satisfaction • Accuracy of Operations • Customer Service • Product Capabilities • Sales Specialist Performance 3              Recent Award Announcements     24 Net Interest IncomeLoan Growth & Lower Funding Costs Offset Low Rate Environment 11Q14 compared to 4Q13 Net Interest Income and Rate NIM1: $430MM 4Q13 2.86% -11 Loan accretion -0.08 -7 2 fewer days in 1Q14 -- -2 Interest on non-accrual loans -0.01 +8 $1B in loan growth -- +1 Lower funding costs -- -9 Lower loan yields:- 1bp 30-day LIBOR decline- Portfolio dynamics -0.04 -- Excess liquidity decrease +0.04 $410MM 1Q14 2.77% 405 407 404 407 398 11 7 8 23 12 416 414 412 430 410 2.88 2.83 2.79 2.86 2.77 1Q13 2Q13 3Q13 4Q13 1Q14 Accretion NIM Net Interest Income($ in millions)

25 Deposits Remain StrongDeposit Costs Declined Modestly 1Interest cost on interest-bearing deposits ● 2Source: SNL Financial. 1Q14 interest incurred on deposits as a percentage of average deposits. ● 3Source: SNL Financial. Excludes MTB as amounts were not available 50.7 51.4 51.9 52.8 52.8 53.3 53.8 0.21 0.19 0.18 0.17 0.15 1Q13 2Q13 3Q13 4Q13 1Q14 4Q13 1Q14 Deposit Rates Average Balances Period-end Strong Deposit Base($ in billions)1 Lowest Cost of Deposits 2 (In basis points) 27 26 20 20 20 19 19 19 12 11 10 8 SNV BOK F HBA N STI FITB FHN KEY BB T RF ZIO N MTB CMA Higher Deposits per Banking Center3($ in millions) 56 65 68 70 74 76 8 9 97 101 101 111 RF KEY HBA N BBT FITB SNV ST I FHN ZIO N BOK F CMA 26 Loans by Business and Market Average $ in billions  Middle Market: Serving companies with revenues generally between $20-$500MM  Corporate Banking: Serving companies (and their U.S. based subsidiaries) with revenues generally over $500MM  Small Business: Serving companies with revenues generally under $20MM By Line of Business 1Q14 4Q13 1Q13 Middle MarketGeneralEnergyNational Dealer ServicesEntertainmentTech. & Life SciencesEnvironmental Services $13.53.05.30.52.30.9 $13.22.85.30.62.10.8 $13.43.04.90.62.00.8 Total Middle Market $25.5 $24.8 $24.7 Corporate BankingUS BankingInternational 2.71.8 2.61.8 2.81.8 Mortgage Banker Finance 0.9 1.1 1.7 Commercial Real Estate 4.0 3.8 3.7 BUSINESS BANK $34.9 $34.1 $34.7 Small Business 3.6 3.6 3.6 Retail Banking 1.8 1.7 1.7 RETAIL BANK $5.4 $5.3 $5.3 Private Banking 4.8 4.7 4.6 WEALTH MANAGEMENT $4.8 $4.7 $4.6 TOTAL $45.1 $44.1 $44.6 By Market 1Q14 4Q13 1Q13 Michigan $13.5 $13.4 $13.6 California 14.8 14.4 13.5 Texas 10.4 9.8 10.1 Other Markets 6.4 6.5 7.4 TOTAL $45.1 $44.1 $44.6

27 Deposits by Business and Market Average $ in billions  Middle Market: Serving companies with revenues generally between $20-$500MM  Corporate Banking: Serving companies (and their U.S. based subsidiaries) with revenues generally over $500MM  Small Business: Serving companies with revenues generally under $20MM By Line of Business 1Q14 4Q13 1Q13 Middle MarketGeneralEnergyNational Dealer ServicesEntertainmentTech. & Life SciencesEnvironmental Services $14.10.50.20.15.70.1 $13.90.60.20.25.20.2 $14.10.40.20.15.00.2 Total Middle Market $20.7 $20.3 $20.0 Corporate BankingUS BankingInternational 2.51.7 2.81.8 2.31.5 Mortgage Banker Finance 0.6 0.6 0.6 Commercial Real Estate 1.5 1.5 1.2 BUSINESS BANK $27.0 $27.0 $25.6 Small Business 2.6 2.8 2.6 Retail Banking 18.8 18.6 18.4 RETAIL BANK $21.4 $21.4 $21.0 Private Banking 3.8 3.9 3.7 WEALTH MANAGEMENT $3.8 $3.9 $3.7 Finance/ Other 0.6 0.5 0.4 TOTAL $52.8 $52.8 $50.7 By Market 1Q14 4Q13 1Q13 Michigan $20.6 $20.6 $20.2 California 14.8 15.2 14.4 Texas 10.9 10.5 10.0 Other Markets 5.9 6.0 5.7 Finance/ Other 0.6 0.5 0.4 TOTAL $52.8 $52.8 $50.7 28 National Dealer Services At 3/31/14 ● 1Other includes obligations where a primary franchise is indeterminable (rental car and leasing companies, heavy truck, recreational vehicles, and non-floor plan loans) Toyota/Lexus15% Honda/Acura 15% Ford 9% GM 9% Chrysler 9% Mercedes 3%Nissan/ Infiniti 8%Other European 10% Other Asian 11% Other111% Franchise Distribution(Based on period-end loan outstandings) Geographic DispersionCalifornia 61% Texas 8%Michigan 19% Other 12% Average Loans($ in billions)  65+ years of Floor Plan lending, with over 20 years on a national basis  Top tier strategy  Focus on “Mega Dealer” (five or more dealerships in group)  Excellent credit quality  Robust monitoring of company inventory and performance 1.9 1.7 1.3 1.5 1.9 2.3 2.3 2.5 2.8 3.1 2.9 3.2 3.2 3.8 3.6 3.1 3.4 3.8 4.3 4.3 4.6 4.9 5.1 4.9 5.3 5.3 1Q11 2Q11 3Q11 4Q11 1Q12 2Q12 3Q12 4Q12 1Q13 2Q13 3Q13 4Q13 1Q14 Floor Plan

29 Mortgage Banker Finance 1MBA Origination Volumes $ in billions. Source: Mortgage Bankers Association Mortgage Finance Forecast as of 3/17/14 Average Deposits($ in millions) Average Loans($ in millions) 40+ years’ experience with reputation for consistent, reliable approach  Provide short-term warehouse financing: bridge from origination of residential mortgage until sale into end market  Extensive backroom provides collateral monitoring and customer service  Focus on full banking relationships 360 481 52 3 551 6 37 513 372 399 4 41 454 49 7 62 5 645 665 643 566 565 1Q1 0 2Q1 0 3Q1 0 4Q1 0 1Q1 1 2Q1 1 3Q1 1 4Q1 1 1Q1 2 2Q1 2 3Q1 2 4Q1 2 1Q1 3 2Q1 3 3Q1 3 4Q1 3 1Q1 4 425 707 943 1 ,101 566 61 4 923 1,53 5 1,48 3 1,50 7 1,99 6 2,09 4 1,73 7 1,81 5 1,60 5 1,10 9 886 1Q1 0 2Q1 0 3Q1 0 4Q1 0 1Q1 1 2Q1 1 3Q1 1 4Q1 1 1Q1 2 2Q1 2 3Q1 2 4Q1 2 1Q1 3 2Q1 3 3Q1 3 4Q1 3 1Q1 4 MBA MortgageOrigination Volumes1 30 Technology and Life Sciences At 3/31/14  20+ year history  Products and services tailored to meet the needs of emerging companies throughout their lifecycle  Strong relationships with top-tier investors  National business headquartered in Palo Alto, CA, operating from 13 offices in the U.S. and Toronto  Top notch relationship managers with extensive industry expertise Average Loans($ in billions) 1.1 1.1 1.1 1.2 1.2 1.2 1 .3 1.5 1. 6 1.7 1. 8 1.9 2.0 1.9 2.0 2 .1 2.3 1Q1 0 2Q1 0 3Q1 0 4Q1 0 1Q1 1 2Q1 1 3Q1 1 4Q1 1 1Q1 2 2Q1 2 3Q1 2 4Q1 2 1Q1 3 2Q1 3 3Q1 3 4Q1 3 1Q1 4 3.3 3.4 3.3 3.5 3. 7 4.1 4.2 4.4 4 .7 5.1 5.2 5.2 5.0 5.0 5.1 5.2 5 .7 1Q1 0 2Q1 0 3Q1 0 4Q1 0 1Q1 1 2Q1 1 3Q1 1 4Q1 1 1Q1 2 2Q1 2 3Q1 2 4Q1 2 1Q1 3 2Q1 3 3Q1 3 4Q1 3 1Q1 4 Average Deposits($ in billions)

31 Commercial Real Estate Line of Business At 3/31/14 ● 1Includes CRE line of business loans not secured by real estate 5.7 5.4 5.1 4.8 4.4 4.0 4.4 4.6 4.4 4.3 3.9 3.7 3.7 3.8 3.8 3.8 4 .0 1Q1 0 2Q1 0 3Q1 0 4Q1 0 1Q1 1 2Q1 1 3Q1 1 4Q1 1 1Q1 2 2Q1 2 3Q1 2 4Q1 2 1Q1 3 2Q1 3 3Q1 3 4Q1 3 1Q1 4 Commercial MortgagesReal Estate ConstructionCommercial & Other Average Loans($ in billions) 4.7 4.8 4.9 5.2 5.4 1Q13 2Q13 3Q13 4Q13 1Q14 Commitments($ in billions; Based on Period-end commitments)  160+ years experience with focus on well-established developers, primarily in our footprint  Provide construction and mini-perm mortgage financing  Real Estate Construction average loans up for the past 6 quarters +14% 1 32 Shared National Credit Relationships At 3/31/14 ● Shared National Credit (SNC): Facilities greater than $20 million shared by three or more federally supervised financial institutions which are reviewed by regulatory authorities at the agent bank level. Period-end Loans of $10.1B Commercial Real Estate$0.6B 6% Corporate $2.8B 28% General$2.3B 23% National Dealer $0.4B 4% Energy$3.0B 29% Entertainment$0.2B 2% Tech. & Life Sciences$0.3B 3% Environmental Services $0.4B 4% Mortgage Banker$0.1B 1% = Total Middle Market (65%)  Approximately 865 borrowers  Strategy: Pursue full relationships with ancillary business  Comerica is agent for approx. 15%  Adhere to same credit underwriting standards as rest of loan book  Credit quality mirrors total portfolio

33 Government Card Programs At 3/31/14 ● 1Source: the Nilson Report July 2013 ● 2Final rule announced 12/22/10 ● 3Based on a 2013 survey conducted by KRC Research ● 4Checks eliminated since December 2010. Source: U.S. Department of the Treasury Growing Average Noninterest-Bearing Deposits($ in millions) 185 290 532 650 720 948 1,221 1,369 2007 2008 2009 2010 2011 2012 2013 1Q14 US Treasury ProgramState Card Programs  #1 prepaid card issuer1 in US  Service 32 state and local government benefit programs  Service US Treasury DirectExpress Program:• Exclusive provider of prepaid debit cards with a contract through January 2015• Over 5 million cards registered• Phasing out checks2As of 5/1/11, new benefit recipientsAs of 3/1/13, current check recipients• 94% of Direct Express card holders report they are totally satisfied3• Nearly 8MM monthly benefit checks eliminated, resulting in significant taxpayer savings4 34 Continued Strong Credit QualityOne of the Lowest NCO Ratios Among Peers 1Source: SNL Financial ● 2Criticized loans are consistent with regulatory defined Special Mention, Substandard, Doubtful and Loss loan classifications 24 17 19 13 12 21 15 18 12 10 1Q13 2Q13 3Q13 4Q13 1Q14 NCO Ratio 2,894 2,695 2,461 2,260 2,139 1Q13 2Q13 3Q13 4Q13 1Q14 Net Loan Charge-offs($ in millions) Criticized Loans2($ in millions) (In basis points) Allowance for Loan Losses($ in millions) 617 613 604 598 594 1.2 1.3 1.3 1.6 1.8 1Q13 2Q13 3Q13 4Q13 1Q14 NPL Coverage -8 8 10 14 20 30 34 39 43 43 54 74 BOK F ZIO N CMA KE Y MTB SNV ST I HBA N FHN RF BBT FITB 1Q14 Net Charge-Off Ratio vs. Peers1(In basis points)

35 Securities Portfolio Stable At 3/31/14 ● 1Estimated as of 3/31/14 MBS Portfolio: • Duration of 4.0 years1 • Duration extends to 4.6 years under a 200 bps instantaneous rate increase1 • Net unrealized pre-tax loss of $10MM • Net unamortized premium of $65MM • Slower prepayment speeds (including a retrospective adjustment to premium amortization similar to 3Q13 & 4Q13) added $3MM or 12 bps to the yield • Investing prepayments from MBS portfolio into Level 1 High Quality Liquid Assets (HQLA), such as GNMA securities 9.6 9.4 9.0 9.0 8.9 8.9 9.1 10.0 9.8 9.4 9.4 9.3 9.3 9.5 2.25 2.22 2.41 2.46 2.42 1Q13 2Q13 3Q13 4Q13 1Q14 4Q13 1Q14 MBS Other MBS Yield Securities Portfolio($ in billions) Average Balances Period-end 36 Factors Expected to Drive Long-Term Efficiency Ratio Goal Goal as of 6/6/14 2013 Long-Term Goal1 Efficiency Ratio:67% Efficiency Ratio:<60% Expense Growth of 0 - 2% Fee Income Growth of 2 - 4% Loan Growth of 3 - 5% • Increase cross-sell penetration • Collaboration between businesses Focused growth:• Target markets • Allocation of resources to faster growing businesses • Relationship driven • Normalized rates not necessary to reach long-term goal • Continued focus on operating leverage ≈1% ≈2% Normal (≈3.5%) Fed Funds

37 Holding Company Debt Rating As of 6/2/14 ● Source: SNL Financial ● Debt Ratings are not a recommendation to buy, sell, or hold securities Senior Unsecured/Long-Term Issuer Rating S&P Moody’s Fitch BB&T A- A2 A+ BOK Financial A- A2 A Comerica A- A3 A M&T Bank A- A3 A- KeyCorp BBB+ Baa1 A- Fifth Third BBB+ Baa1 A SunTrust BBB Baa1 BBB+ Huntington BBB Baa1 A- Regions Financial BBB- Ba1 BBB- Zions Bancorporation BBB- Ba1 BBB- First Horizon National Corp BB+ Baa3 BBB- Synovus Financial Corp BB- B1 BB Wells Fargo & Company A+ A2 AA- U.S. Bancorp A+ A1 AA- JP Morgan A A3 A+ PNC Financial Services Group A- A3 A+ Bank of America A- Baa2 A Pee r Ba nks Larg e Ba nks Supplemental Financial DataReconciliation of non-GAAP financial measures with financial measures defined by GAAP ($ in millions) 38 The Tier 1 common capital ratio removes preferred stock and qualifying trust preferred securities from Tier 1 capital as defined by and calculated in conformity with bank regulations. Tangible common equity per share of common stock removed the effect of intangible assets from common shareholders equity per share of common stock.The Corporation believes these measurements are meaningful measures of capital adequacy used by investors, regulators, management and others to evaluate the adequacy of common equity and to compare against other companies in the industry.1Tier 1 Capital and risk-weighted assets as defined and calculated in accordance with regulation.Numbers presented reflect adoption of U.S. GAAP amendment related to projects that qualify for the low-income housing tax credit. 3/31/14 12/31/13 9/30/13 6/30/13 3/31/13 Tier 1 and Tier 1 common capital1Risk-weighted assets1Tier 1 and Tier 1 common capital ratio 6,96265,78810.58% 6,89564,82510.64% 6,86264,02710.72% 6,80065,22010.43% 6,74865,09910.37% Common shareholders’ equityLess: GoodwillLess: Other intangible assets $7,28363516 $7,15063517 $6,96663518 $6,90863520 $6,98563521 Tangible common equity $6,632 $6,498 $6,313 $6,253 $6,329 Shares of common stock outstanding (in millions) 182 182 184 185 187 Common shareholders’ equity per share of common stock $40.09 $39.22 $37.93 $37.31 $37.39 Tangible common equity per share of common stock 36.50 35.64 34.37 33.77 33.88

Supplemental Financial DataTier 1 Common Equity under Basel III ($ in millions) 39 The Tier 1 common capital ratio removes preferred stock and qualifying trust preferred securities from Tier 1 capital as defined by and calculated in conformity with bank regulations. The Basel III Tier 1 common capital ratio further adjusts Tier 1 common capital and risk-weighted assets to account for the final rule approved by U.S. banking regulators in July 2013 for the U.S. adoption of the Basel III regulatory capital framework. The final Basel III capital rules are effective January 1, 2015 for banking organizations subject to the standardized approach. The Corporation believes these measurements are meaningful measures of capital adequacy used by investors, regulators, management and others to evaluate the adequacy of common equity and to compare against other companies in the industry.1Tier 1 Capital and risk-weighted assets as defined in accordance with regulation.2Estimated ratios based on the standardized approach in the final rule for the U.S. adoption of the Basel III regulatory capital framework and excluding most elements of AOCI. Numbers presented reflect adoption of U.S. GAAP amendment related to projects that qualify for the low-income housing tax credit Basel III Tier 1 Common Capital Ratio 3/31/14 12/31/13 9/30/13 6/30/13 3/31/13 Tier 1 common capital1Basel III adjustments2 $6,962(2) $6,895(6) $6,862(4) $6,800-- $6,748(1) Basel III Tier 1 common capital2 $6,960 $6,889 $6,858 $6,800 $6,747 Risk-weighted assets1Basel III adjustments2 $65.7881,590 $64,8251,754 $64,0271,726 $65,2202,091 $65,0991,996Basel III risk-weighted assets2 $67,378 $66,579 $65,753 $67,311 $67,095 Tier 1 common capital ratioBasel III Tier 1 common capital ratio2 10.6%10.3% 10.6%10.3% 10.7%10.4% 10.4%10.1% 10.4%10.1%