| Balance sheet category and fair values of derivative instruments not designated as hedging instruments |
| | | | | | | | | | Weighted Average | | ($ in Thousands) | | Notional | | Fair | | Balance Sheet | | Receive | | Pay | | | | | | | | | Amount | | Value | | Category | | Rate(1) | | Rate(1) | | | Maturity | | June 30, 2013 | | | | | | | | | | | | | | | | Interest rate-related instruments — customer and mirror | $ | 1,808,002 | $ | 48,337 | | Trading assets | | 1.57 | % | 1.57 | % | | 45 | months | | Interest rate-related instruments — customer and mirror | | 1,808,002 | | (51,299) | | Trading liabilities | | 1.57 | | 1.57 | | | 45 | months | | Interest rate lock commitments (mortgage) | | 333,668 | | (5,151) | | Other liabilities | | - | | - | | | | - | | Forward commitments (mortgage) | | 507,000 | | 20,313 | | Other assets | | - | | - | | | | - | | Foreign currency exchange forwards | | 46,853 | | 1,395 | | Trading assets | | - | | - | | | | - | | Foreign currency exchange forwards | | 43,748 | | (1,299) | | Trading liabilities | | - | | - | | | | - | | Purchased options (time deposit) | | 114,567 | | 5,108 | | Other assets | | - | | - | | | | - | | Written options (time deposit) | | 114,567 | | (5,108) | | Other liabilities | | - | | - | | | | - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | December 31, 2012 | | | | | | | | | | | | | | | | Interest rate-related instruments — customer and mirror | $ | 1,728,545 | $ | 69,370 | | Trading assets | | 1.30 | % | 1.30 | % | | 47 | months | | Interest rate-related instruments — customer and mirror | | 1,728,545 | | (75,131) | | Trading liabilities | | 1.30 | | 1.30 | | | 47 | months | | Interest rate lock commitments (mortgage) | | 351,786 | | 7,794 | | Other assets | | - | | - | | | | - | | Forward commitments (mortgage) | | 520,000 | | (147) | | Other liabilities | | - | | - | | | | - | | Foreign currency exchange forwards | | 39,763 | | 1,341 | | Trading assets | | - | | - | | | | - | | Foreign currency exchange forwards | | 35,745 | | (1,212) | | Trading liabilities | | - | | - | | | | - | | Purchased options (time deposit) | | 111,262 | | 3,620 | | Other assets | | - | | - | | | | - | | Written options (time deposit) | | 111,262 | | (3,620) | | Other liabilities | | - | | - | | | | - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (1) | Reflects the weighted average receive rate and pay rate for the interest rate-related instruments only. | | | | | | | | | | | | | | | | | |
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| Gain (loss) on derivative instruments not designated as hedging instruments |
| | | | Income Statement Category of | | Gain / (Loss) | | | | | Gain / (Loss) Recognized in Income | | Recognized in Income | | | | | | | ($ in Thousands) | | | Six Months Ended June 30, 2013 | | | | | | | | Interest rate-related instruments — customer and mirror, net | | Capital market fees, net | | $ | 2,799 | | | Interest rate lock commitments (mortgage) | | Mortgage banking, net | | | (12,945) | | | Forward commitments (mortgage) | | Mortgage banking, net | | | 20,460 | | | Foreign currency exchange forwards | | Capital market fees, net | | | (33) | | | | | | | | | | | | | | | | | | | Six Months Ended June 30, 2012 | | | | | | | | Interest rate-related instruments — customer and mirror, net | | Capital market fees, net | | $ | 174 | | | Interest rate lock commitments (mortgage) | | Mortgage banking, net | | | 6,621 | | | Forward commitments (mortgage) | | Mortgage banking, net | | | 1,850 | | | Foreign currency exchange forwards | | Capital market fees, net | | | (64) | | | Covered call options | | Interest on investment securities | | | 469 | | | | | | | | |
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