Variable Interest Entities (Tables)

9 Months Ended

Sep. 30, 2012

Summary of Assets and Liabilities Related to Consolidated Variable Interest Entities

Consolidated VIEs  The following table summarizes assets and liabilities related to our consolidated VIEs as of September 30, 2012 and December 31, 2011 which are consolidated on our balance sheet. Assets and liabilities exclude intercompany balances that eliminate in consolidation:

	September 30, 2012				December 31, 2011
	Consolidated Assets		Consolidated Liabilities		Consolidated Assets		Consolidated Liabilities
	(in millions)
Low income housing limited liability partnership:
Interest bearing deposits with banks	$	83	$	-	$	108	$	-
Other assets		566		-		520		-
Long term debt		-		55		-		55
Other liabilities		-		181		-		166
Total	$	649	$	236	$	628	$	221

Variable Interests Held by Us and Our Maximum Exposure to Loss Rising From Our Involvements in Those VIEs

The following table provides additional information on those unconsolidated VIEs, the variable interests held by us and our maximum exposure to loss arising from our involvements in those VIEs as of September 30, 2012 and December 31, 2011:

	Variable Interests Held Classified as Assets		Variable Interests Held Classified as Liabilities		Total Assets in Unconsolidated VIEs		Maximum Exposure to Loss
	(in millions)
As of September 30, 2012:
Asset-backed commercial paper conduits	$	-	$	-	$	14,261	$	1,550
Structured note vehicles		1,650		171		6,853		2,023
Total	$	1,650	$	171	$	21,114	$	3,573
As of December 31, 2011:
Asset-backed commercial paper conduits	$	-	$	-	$	14,989	$	677
Structured note vehicles		1,392		88		6,605		1,793
Total	$	1,392	$	88	$	21,594	$	2,470