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3500000000
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66000000
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-0.08
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0.92
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0.01
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0
0
-225000000
--12-31
BK
Bank of New York Mellon CORP
No
Yes
2009-06-30
10-Q
0001390777
Yes
Large Accelerated Filer
N.A.
false
-1053000000
215000000
102808000
93000000
-119000000
183000000
-96000000
503000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 19 - Commitments and contingent
liabilities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In the normal course of business, various
commitments and contingent liabilities are outstanding which are
not reflected in the accompanying consolidated balance
sheets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our significant trading and off-balance
sheet risks are securities, foreign currency and interest rate risk
management products, commercial lending commitments, letters of
credit, and securities lending indemnifications. We assume these
risks to reduce interest rate and foreign currency risks, to
provide customers with the ability to meet credit and liquidity
needs, to hedge foreign currency and interest rate risks, and to
trade for our own account. These items involve, to varying degrees,
credit, foreign exchange, and interest rate risk not recognized in
the balance sheet. Our off-balance sheet risks are managed and
monitored in manners similar to those used for on-balance-sheet
risks. Significant industry concentrations related to credit
exposure at June 30, 2009 are disclosed in the Financial
institutions portfolio exposure table and the Commercial portfolio
exposure table below.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="52%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Financial institutions</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>portfolio exposure</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in billions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="8" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</b></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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Loans</b></font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Unfunded<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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
exposure</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Securities industry</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">5.7</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">2.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">7.7</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.7</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.1</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Asset managers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">4.1</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Government</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.4</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">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 size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">0.7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">2.3</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="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">3.0</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">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 size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">11.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">19.9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">31.0</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="54%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Commercial</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>portfolio exposure</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in billions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="8" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</b></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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Loans</b></font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Unfunded<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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
exposure</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Media and telecom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">2.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">2.9</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Manufacturing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">1.4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">8.2</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Energy and utilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">1.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.7</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">7.7</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Services 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 size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">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 size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">8.8</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 size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">10.1</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">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 size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">4.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">24.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">28.9</font></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>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Major concentrations in securities lending are
primarily to broker-dealers and are generally collateralized with
cash. Securities lending transactions are discussed
below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A summary of our off-balance sheet credit
transactions, net of participations, at June 30, 2009 and Dec.
31, 2008 follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Off-balance sheet credit risks</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Lending commitments <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34,706</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">38,822</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Standby letters of credit <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>12,394</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13,084</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Commercial letters of credit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>940</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">705</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Securities lending indemnifications</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>289,864</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">325,975</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Support agreements</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>266</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">244</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Net of
participations totaling $789 million at June 30, 2009 and $986
million at Dec. 31, 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Net of
participations totaling $2.7 billion at both June 30, 2009 and
Dec. 31, 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Included in lending commitments are
facilities which provide liquidity, primarily for variable rate tax
exempt securities wrapped by monoline insurers. The credit approval
for these facilities is based on an assessment of the underlying
tax-exempt issuer and considers factors other than the financial
strength of the monoline insurer.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The total potential loss on undrawn lending
commitments, standby and commercial letters of credit, and
securities lending indemnifications is equal to the total notional
amount if drawn upon, which does not consider the value of any
collateral.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Since many of the commitments are expected
to expire without being drawn upon, the total amount does not
necessarily represent future cash requirements. The allowance for
lending related commitments was $92 million at June 30, 2009
and $114 million at Dec. 31, 2008. A summary of lending commitment
maturities is as follows: $12 billion less than one year; $22
billion in one to five years, and $1 billion over five
years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Standby letters of credit
(“SBLC”) principally support corporate obligations. As
shown in the off-balance sheet credit risks table, the maximum
potential exposure of SBLCs at June 30, 2009 was $12.4 billion
and at Dec. 31, 2008 was $13.1 billion and includes $1.0 billion
that were collateralized with cash and securities on June 30,
2009 and $1.1 billion on Dec. 31, 2008. At June 30, 2009,
approximately $7.5 billion of the SBLCs will expire within one year
and the remaining $4.9 billion will expire within one to five
years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The estimated liability for losses related
to these commitments and SBLCs, if any, is included in the
allowance for lending related commitments.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">Payment/performance risk of SBLCs is
monitored using both historical performance and internal ratings
criteria. The Company’s historical experience is that SBLCs
typically expire without being funded. SBLCs below investment grade
are monitored closely for payment/performance risk. The table below
shows SBLCs by investment grade:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="73%"></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="top"><font size="1" face="Times New Roman"><b>Standby
letters of credit</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>Dec. 31,<br />
2008</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>87</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">89</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Noninvestment grade</font></p>
</td>
<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 size="1" face="Times New Roman"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<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 size="1" face="Times New Roman">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A securities lending transaction is a fully
collateralized transaction in which the owner of a security agrees
to lend the security (typically through an agent, in our case, The
Bank of New York Mellon), to a borrower, usually a broker-dealer or
bank, on an open, overnight or term basis, under the terms of a
prearranged contract, which generally matures in less than 90 days.
We generally lend securities with indemnification against broker
default. We generally require the borrower to provide 102% cash
collateral which is monitored on a daily basis, thus reducing
credit risk. Security lending transactions are generally entered
into only with highly-rated counterparties. Securities lending
indemnifications were secured by collateral of $313 billion at
June 30, 2009 and $335 billion at Dec. 31, 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our potential exposure to support agreements
was approximately $266 million at June 30, 2009 compared with
$244 million at Dec. 31, 2008. Potential support agreement exposure
is determined based on the securities subject to these agreements
being valued at zero and the NAV of the related funds declining
below established thresholds. This exposure includes agreements
covering Lehman securities, as well as other client support
agreements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Other</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We have provided standard representations
for underwriting agreements, acquisition and divestiture
agreements, sales of loans and commitments, and other similar types
of arrangements and customary indemnification for claims and legal
proceedings related to providing financial services. Insurance has
been purchased to mitigate certain of these risks.</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">We are a minority equity investor in,
and member of, several industry clearing or settlement exchanges
through which foreign exchange, securities, or other transactions
settle. Certain of these industry clearing or settlement exchanges
require their members to guarantee their obligations and
liabilities or to provide financial support in the event other
partners do not honor their obligations. It is not possible to
estimate a maximum potential amount of payments that could be
required with such agreements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Legal Proceedings</u></i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In the ordinary course of business, the
Company and its subsidiaries are routinely defendants in or parties
to a number of pending and potential legal actions, including
actions brought on behalf of various classes of claimants, and
regulatory matters. Claims for significant monetary damages are
asserted in certain of these actions and proceedings. In regulatory
enforcement matters, claims for disgorgement and the imposition of
penalties and/or other remedial sanctions are possible. Due to the
inherent difficulty of predicting the outcome of such matters, the
Company cannot ascertain what the eventual outcome of these matters
will be; however, on the basis of current knowledge and after
consultation with legal counsel, we do not believe that enforceable
judgments or settlements, if any, arising from pending or potential
legal actions or regulatory matters, either individually or in the
aggregate, after giving effect to applicable reserves and insurance
coverage, will have a material adverse effect on the consolidated
financial position or liquidity of the Company, although they could
have a material effect on net income for a given period. The
Company intends to defend itself vigorously against all of the
claims asserted in these legal actions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed in the
Company’s Form 8-K dated May 17, 2007, the Federal
Customs Service of the Russian Federation is pursuing a claim
against The Bank of New York, now The Bank of New York Mellon (the
“Bank”), a subsidiary of the Company. The claim is
based on allegations relating to the previously disclosed Russian
funds transfer matter, and alleges that the Bank violated U.S. law
by failing to supervise and monitor funds transfer activities at
the Bank. This “lack of action” is alleged to have
resulted in underpayment to the Russian Federation of the value
added taxes that were due to be paid by</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">the customers of the bank’s
clients on certain goods imported into the country. The claim seeks
$22.5 billion in “direct and indirect”
losses.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The Bank has been defending itself
vigorously in this matter and intends to continue to do so. The
Bank believes it has meritorious procedural and substantive
defenses to the allegations in the Russian courts and also believes
it has meritorious defenses to an attempted enforcement of a
judgment outside the Russian Federation in countries in which the
Bank has material assets if a judgment were to be entered in this
matter by the Russian courts. The Bank has engaged in settlement
discussions with representatives of the Customs Service and has
indicated that the Bank is willing to accept a reasonable
resolution of this matter, which reflects its lack of merit. There
can be no assurance that a resolution will be reached.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, the Bank filed a
proof of claim on Jan. 18, 2008, in the Chapter 11 bankruptcy
of Sentinel Management Group, Inc. (“Sentinel”),
seeking to recover approximately $312 million loaned to Sentinel
and secured by securities and cash in an account maintained by
Sentinel at the Bank. Pursuant to a Plan of Reorganization
confirmed by the Bankruptcy Court on Dec. 8, 2008, $370 million of
cash has been set aside as a reserve, to be used by the Bank if its
proof of claim is allowed in the bankruptcy. On March 3, 2008,
the bankruptcy trustee filed an adversary complaint against the
Company seeking to disallow the Bank’s claim and seeking
damages against the Bank for allegedly aiding and abetting Sentinel
insiders in misappropriating customer assets and improperly using
them as collateral for the loan. The Company has learned from the
Commodities Futures Trading Commission (“CFTC”) that it
has opened an investigation of the Bank in connection with its
relationship to Sentinel.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed in the
Company’s 2007 Annual Report on Form 10-K, the U.S.
Securities and Exchange Commission (“SEC”) is
investigating the trading activities of Pershing Trading Company LP
(“Pershing”), a floor specialist, on two regional
exchanges from 1999 to 2004.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, in connection with
the acquired JPMorgan Chase corporate trust business, the Bank was
required to file various IRS information and withholding tax
returns for 2006. In preparing to do so, the Bank
identified</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">certain inconsistencies in the
supporting tax documentation and records transferred to the Bank
that were needed to file accurate returns. The Company was informed
in the second quarter of 2009 by JPMorgan Chase that all issues
concerning 2006 had been resolved with the IRS. Accordingly, the
Company has no further exposure for potential tax reporting
deficiencies attributable to the 2006 JPMorgan Chase corporate
trust business.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, in the fourth
quarter of 2007, we also discovered that other business lines,
including the legacy The Bank of New York corporate trust business,
may have similar issues and initiated an extensive company-wide
review to identify any inconsistencies in the supporting tax
documentation. Any deficiencies that are identified will be
promptly remediated. We made an initial disclosure of this matter
to the IRS on a voluntary basis in the fourth quarter of 2007 and
we continue to work diligently with the IRS to help resolve the
matter. The Company recorded a $13 million reserve as of
June 30, 2009 which represents its estimate of the potential
exposure from tax reporting inconsistencies based on the
remediation status and discussions with the IRS to date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, during 2001 and
2002, we entered into various structured transactions that
involved, among other things, the payment of U.K. corporate income
taxes that were credited against our U.S. corporate income tax
liability.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">On Sept. 30, 2008, as part of our closing
agreement for the 1998-2002 federal audit cycle, the IRS designated
one such transaction for litigation and we agreed to litigate in
the U.S. Tax Court.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The transaction involved payments of U.K.
corporate income taxes that generated foreign tax credits over the
2001-2006 period. The IRS has indicated it intends to seek to
disallow the foreign tax credits primarily on the basis the
transaction lacked economic substance. We are prepared to
vigorously defend our position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">While we have not yet received a statutory
notice of deficiency, during the second quarter of 2009 we
deposited approximately $800 million with the IRS to mitigate
interest costs that could arise with this disputed tax assessment.
The Company believes the tax benefits associated with the
transaction were</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">consistent with IRS published guidance
existing at the time the transaction was entered into and with
various federal appellate court decisions. In the event the Company
is unsuccessful in defending its position, the IRS has agreed not
to assess underpayment penalties on this transaction.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Based on a probability assessment of various
potential outcomes, we currently believe our accruals for tax
liabilities are adequate for all open years. Probabilities and
outcomes are reviewed as events unfold, and adjustments to the tax
liabilities are made when appropriate.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, the Company
self-disclosed to the SEC that Mellon Financial Markets LLC
(“MFM”) placed orders on behalf of issuers to purchase
their own Auction Rate Securities. The SEC and certain state
authorities, including the Texas State Securities Board, Florida
Office of Financial Regulation, and the New York Attorney General
are investigating these transactions. MFM is cooperating fully with
the investigations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, the Company became
aware of circumstances suggesting that employees of Mellon
Securities LLC (“Mellon Securities”), which executes
orders to purchase and sell securities on behalf of Mellon Investor
Services LLC, failed to comply with certain best execution and
regulatory requirements in connection with agency cross trades. The
Company self-disclosed this matter to the Financial Industry
Regulatory Authority, Inc. (“FINRA”) and the SEC on a
voluntary basis. In June 2009, the SEC obtained a formal order of
investigation. Mellon Securities is cooperating fully with the
investigation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, in April 2009, BNY
MCM entered into a letter of Acceptance, Waiver and Consent with
FINRA relating to the sale of Auction Rate Securities
(“ARS”). Two institutional customers not included in
the FINRA settlement have filed lawsuits and one such customer has
filed an arbitration proceeding against BNY MCM, alleging
misrepresentations and omissions in the sale of ARS to
them.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A number of participants in the securities
lending program, which is associated with the Company’s asset
servicing business, have filed or threatened lawsuits against the
Company or its affiliates. The participants allege that they have
incurred losses, including losses related to investments
in</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">Sigma Finance Inc., and seek damages as
to those losses. Certain of these cases seek to proceed as class
actions. The participants assert contractual, statutory, and common
law claims, including claims for negligence and breach of fiduciary
duty.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Bernard L. Madoff has pleaded guilty to
engaging in a massive investment fraud through his company, Bernard
L. Madoff Investment Securities LLC (“Madoff”). As
previously disclosed, the Company has no direct exposure to the
Madoff fraud. Ivy Asset Management LLC (“Ivy”), a
subsidiary that primarily manages funds-of-hedge-funds, has not had
any funds-of-funds investments with Madoff since 2000. Several
investment managers contracted with Ivy as a sub-advisor and one
pension fund contracted with Ivy as investment manager; a portion
of these funds were invested with Madoff and likely suffered losses
as a result of the Madoff fraud.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The Company and its affiliates, including
Ivy, have received subpoenas and document requests in connection
with a number of regulatory inquiries regarding Madoff and have
been cooperating with these inquiries.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The Company or its affiliates have been
named in several civil lawsuits relating to certain investment
funds that invested money with Madoff. Ivy acted as a sub-advisor
to the managers of some of those funds. Plaintiffs allege that the
funds suffered losses in connection with the Madoff investments.
Plaintiffs assert various causes of action against the Company or
its affiliates, and other parties, including securities and
common-law fraud. Certain of the cases seek to proceed as class
actions and/or to assert derivative claims on behalf of the
funds.</font></p>
</div>
</div>
0.33
1277000000
0
-452000000
327000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 18 - Derivative instruments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We use derivatives to manage exposure to
market risk, interest rate risk, credit risk, foreign currency
risk, to generate profits from proprietary trading and to assist
customers with their risk management objectives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The notional amounts for derivative
financial instruments express the dollar volume of the
transactions; however, credit risk is much smaller. We perform
credit reviews and enter into netting agreements to minimize the
credit risk of foreign</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">currency and interest rate risk management
products. We enter into offsetting positions to reduce exposure to
foreign exchange and interest rate risk.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Use of derivative financial instruments
involves reliance on counterparties. Failure of a counterparty to
honor its obligation under a derivative contract is a risk we
assume whenever we engage in a derivative contract. There were no
counterparty default losses in the first half of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Hedging derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We utilize interest rate swap agreements to
manage our exposure to interest rate fluctuations. For hedges of
fixed-rate loans, asset-backed securities, deposits and long-term
debt, the hedge documentation specifies the terms of the hedged
items and the interest rate swaps and indicates that the derivative
is hedging a fixed-rate item and is a fair value hedge, that the
hedge exposure is to the changes in the fair value of the hedged
item due to changes in benchmark interest rates, and that the
strategy is to eliminate fair value variability by converting
fixed-rate interest payments to LIBOR.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fixed rate loans hedged generally have
an original maturity of 10 to 11 years and are not callable. These
loans are hedged with “pay fixed rate, receive variable
rate” swaps with similar notional amounts, maturities, and
fixed rate coupons. The swaps are not callable. At June 30,
2009, $2 million of loans were hedged with interest rate swaps,
which had notional values of $2 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The securities hedged generally have a
weighted average life of 10 years or less and are callable six
months prior to maturity. These securities are hedged with
“pay fixed rate, receive variable rate” swaps of like
maturity, repricing and fixed rate coupon. The swaps are callable
six months prior to maturity. At June 30, 2009, $214 million
of securities were hedged with interest rate swaps that had
notional values of $214 million.</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The fixed rate deposits hedged generally have
original maturities of 5 to 11 years and are not callable. These
deposits are hedged with receive fixed rate, pay variable rate
swaps of similar maturity, repricing and fixed rate coupon. The
swaps are not callable. At June 30, 2009, $30 million of
deposits were hedged with interest rate swaps that had notional
values of $30 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fixed rate long-term debt hedged
generally has an original maturity of 5 to 30 years. We issue both
callable and non-callable debt. The non-callable debt is hedged
with simple interest rate swaps similar to those described for
deposits. Callable debt is hedged with callable swaps where the
call dates of the swaps exactly match the call dates of the debt.
At June 30, 2009, $11.7 billion of debt was hedged with
interest rate swaps that had notional values of $11.3
billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In addition, we enter into foreign exchange
hedges. We use forward foreign exchange contracts with maturities
of 12 months or less to hedge our Sterling, Euro and Indian Rupee
foreign exchange exposure with respect to forecasted revenue
transactions in non-U.S. entities that have the U.S. dollar as
their functional currency. As of June 30, 2009, the hedged
forecasted foreign currency transactions and linked FX forward
hedges were $61 million, with $2 million (pre-tax) of losses
recorded in other comprehensive income. These gains are expected to
be reclassified to income over the next nine months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We also use forward foreign exchange
contracts with original maturities of 10 months or less to hedge
our Euro and Japanese Yen foreign exchange exposure with respect to
forecasted foreign currency net revenue where we cannot elect hedge
accounting. At June 30, 2009, these economic hedges had a U.S.
dollar equivalent notional value of $34 million, with $3.0 million
(pre-tax) of losses from those FX forward hedges recorded in
foreign exchange and other trading activities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Forward foreign exchange contracts are also
used to hedge the value of our net investments in foreign
subsidiaries. These forward contracts usually have maturities of
less than two years. The derivatives employed are designated as net
investments hedges of changes in value of our foreign investments
due to exchange rates, such that changes in value of the forward
exchange contracts offset the changes in value of the foreign
investments due to changes in foreign exchange rates. The change in
fair market</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">value of these contracts is deferred and
reported within accumulated translation adjustments in
shareholders’ equity, net of tax effects. At June 30,
2009, foreign exchange contracts, with notional amounts totaling
$3.7 billion, were designated as hedges.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In addition to forward foreign exchange
contracts, we also designate non-derivative financial instruments
as hedges of our net investments in foreign subsidiaries. Those
non-derivative financial instruments designated as hedges of our
net investments in foreign subsidiaries were all long-term
liabilities of the Company in various currencies, and, at
June 30, 2009, had a combined U.S. dollar equivalent value of
$899 million.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Ineffectiveness related to derivatives and
hedging relationships was recorded in income as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="72%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<tr>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>Ineffectiveness</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fair value hedge of loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fair value hedge of securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fair value hedge of deposits and long-term
debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
ineffectiveness recorded on foreign exchange hedges.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></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></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 style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top"><font size="1" face="Times New Roman"><b>Impact of
derivative instruments on the balance sheet</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Notional Value</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Asset Derivatives<br />
Fair Value <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup></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"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Liability Derivatives</font><br />
<font size="1" face="Times New Roman">Fair Value <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font size="1" face=
"Times New Roman"><b>June 30,</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font size="1" face="Times New Roman"><b>2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font size="1" face="Times New Roman">Dec. 31,</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font size="1" face="Times New Roman">2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Derivatives designated as hedging
instruments:</b><b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></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"></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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>11,538</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11,362</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>605</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">928</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>166</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">162</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,800</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,397</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">680</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>65</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total derivatives designated as hedging
instruments</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"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>622</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,608</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>231</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">162</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Derivatives not designated as hedging
instruments:</b><b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(d)</sup></i></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,008,547</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">867,873</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>15,425</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">18,452</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>15,277</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17,818</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Equity contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>9,274</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14,396</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>546</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">742</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>526</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">713</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Credit contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>866</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,328</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">86</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>260,784</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">240,425</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,498</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,833</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,022</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,615</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total derivatives not designated as hedging
instruments</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"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>20,496</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">27,113</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>19,825</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26,146</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total derivatives fair value <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>21,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">28,721</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>20,056</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26,308</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Effect of 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"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(14,539</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(17,911</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(13,921</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(18,871</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Fair value after effect of 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"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,579</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10,810</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,135</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,437</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Derivative
financial instruments are reported net of cash collateral received
and paid of $648 million and $30 million, respectively at
June 30, 2009 and $817 million and $1.8 billion, respectively
at Dec. 31, 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Fair
values are on a gross basis, before consideration of master netting
agreements, as required by SFAS No. 161 (ASC
815-10).</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>The fair
value of asset derivatives and liability derivatives designated as
hedging instruments is recorded as other assets and other
liabilities, respectively, on the balance sheet.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i>(d)</i></font></td>
<td valign="top" align="left"><font size="1" face=
"Times New Roman"><i>The fair value of asset derivatives and
liability derivatives not designated as hedging instruments is
recorded as trading assets and trading liabilities, respectively,
on the balance sheet.</i></font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">At June 30, 2009, approximately $603 billion
(notional) of interest rate contracts will mature within one year,
$252 billion between one and five years, and the balance after five
years.</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">At June 30, 2009, approximately
$251 billion (notional) of foreign exchange contracts will mature
within one year and $9 billion between one and five years, and the
balance after five years.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Impact of derivative instruments on the income
statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></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>
<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="top"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Derivatives</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
Quarter ended</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"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Hedged Item</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Hedged Item<br />
Quarter ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Fair
Value</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(358.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(338.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>358.6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">339.9</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="36%"></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 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 valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Reclassified<br />
From Accumulated<br />
OCI Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income</font><br />
<font size="1" face="Times New Roman">(Effective Portion)<br />
Quarter ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized<br />
in Income on<br />
Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness<br />
Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Quarter ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Cash
Flow</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30, 2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">24.9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(3.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.8</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 size="1" face="Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>3.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(3.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>28.7</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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></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>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="36%"></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 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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Quarter ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain<br />
or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Reclassified<br />
From Accumulated OCI<br />
Into Income<br />
(Effective Portion)<br />
Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Quarter ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Net
Investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(250.7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(36.2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.1</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"1" face="Times New Roman"><b>Impact of derivative instruments on
the income statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></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>
<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="top"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Derivatives</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
Six months ended</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"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Hedged Item</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Hedged Item<br />
Six months ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Fair
Value</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(356.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(119.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>358.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">120.1</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="34%"></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 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 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-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Six months ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain<br />
or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Reclassified<br />
From Accumulated OCI<br />
Into Income<br />
(Effective Portion)<br />
Six months ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Cash
Flow</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>25.9</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1.8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>0.1</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">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>8.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>0.1</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">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>34.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="36%"></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 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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Six months ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain<br />
or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Reclassified<br />
From Accumulated OCI<br />
Into Income<br />
(Effective Portion)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Net
Investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></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" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(205.7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(76.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>0.1</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">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman"><i>Trading activities (including trading
derivatives)</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Our trading activities are focused on acting as a
market maker for our customers. The risk from these market-making
activities and from our own positions is managed by our traders and
limited in total exposure as described below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We manage trading risk through a system of
position limits, a value-at-risk (“VAR”) methodology
based on Monte Carlo simulations, stop loss advisory triggers, and
other market sensitivity measures. Risk is monitored and reported
to senior management by a separate unit on a daily basis. Based on
certain assumptions, the VAR methodology is designed to</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">capture the potential overnight pre-tax
dollar loss from adverse changes in fair values of all trading
positions. The calculation assumes a one-day holding period for
most instruments, utilizes a 99% confidence level, and incorporates
the non-linear characteristics of options. The VAR model is the
basis for the economic capital calculation, which is allocated to
lines of business for computing risk-adjusted
performance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As the VAR methodology does not evaluate
risk attributable to extraordinary financial, economic or other
occurrences, the risk assessment process includes a number of
stress scenarios based upon the risk factors in the portfolio and
management’s</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">assessment of market conditions.
Additional stress scenarios based upon historic market events are
also performed. Stress tests, by their design, incorporate the
impact of reduced liquidity and the breakdown of observed
correlations. The results of these stress tests are reviewed weekly
with senior management.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Revenue from foreign exchange and other
trading activities included the following:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Foreign exchange and other trading
activities</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></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"
colspan="10" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</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"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">March 31,<br />
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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Foreign exchange</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>240</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">219</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">259</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>459</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">486</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fixed income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>37</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">75</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">48</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">59</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Credit derivatives</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>237</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">307</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">308</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>544</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">567</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Foreign exchange includes income from
purchasing and selling foreign exchange, futures, and options.
Fixed income reflects results from futures and forward contracts,
interest rate swaps, foreign currency swaps, options and fixed
income securities. Credit derivatives include revenue from credit
default swaps. Other primarily includes income from equity
securities and equity derivatives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Counterparty credit risk and
collateral</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We assess credit risk of our counterparties
through regular periodic examination of their financial statements,
confidential communication with the management of those
counterparties and regular monitoring of publicly available credit
rating information. This and other information is used to develop
proprietary credit rating metrics used to assess credit
quality.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Collateral requirements are determined after a
comprehensive review of the credit quality of each counterparty.
Collateral is generally held in the form of cash or highly liquid
government securities. Collateral requirements are monitored and
adjusted daily.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Additional disclosures concerning derivative
financial instruments are provided in Note 16 of the Notes to
Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Disclosure of Contingent Features in
Over-the-Counter (“OTC”) Derivative
Instruments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Certain of the Company’s OTC
derivative contracts and/or collateral agreements contain
provisions that would require the Company to take certain actions
if its public debt rating fell to a certain level. A
“close-out” agreement could trigger an immediate
closeout and payment of outstanding contracts that are in net
liability positions. Certain collateral agreements would require
the Company to immediately post additional collateral to cover some
or all of the Company’s liabilities to a
counterparty.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following table shows the fair value of
contracts falling under close-out agreements that were in net
liability positions as of June 30, 2009 for three key ratings
triggers</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="68%"></td>
<td valign="bottom" width="4%"></td>
<td width="28%"></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>If the Company’s rating</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>was changed to</b></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>Potential close-out<br />
exposures (fair value)</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">A3/A-</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">$373 million</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Baa2/BBB</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">$524 million</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Bal/BB+</font></p>
</td>
<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 size="2" face="Times New Roman">$948
million</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Additionally, if the Company’s debt
rating had fallen below investment grade on June 30, 2009,
existing collateral arrangements would have required the Company to
have posted an additional $562 million of collateral.</font></p>
</div>
</div>
-209000000
-77000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><b>Note 4 - Discontinued
operations</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In July 2009, the Company reached an
agreement to sell Mellon United National Bank, our national bank
subsidiary located in Florida. As a result, we applied discontinued
operations accounting to this business and the income statements
for all periods in this Form 10-Q have been restated. This
business, which was previously reported in the Other segment, no
longer fits our strategic focus on our asset management and
securities servicing businesses. The results for discontinued
operations</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">in the second quarter of 2009 include a
pre-tax loss on sale of $85 million, primarily attributable to the
elimination of $82 million of goodwill.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Summarized financial information for
discontinued operations is as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="86%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Discontinued operations
assets and liabilities</b> <i>(a)</i></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" colspan="2" align="right"><font size=
"1" face="Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Cash and due from banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>47</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Federal funds sold and securities repurchased
under resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>11</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>555</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,585</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Allowance for loan 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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(89</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Net loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,496</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Premises and equipment</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Assets of discontinued operations</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,137</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Deposits:</font></p>
</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Noninterest-bearing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>531</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Interest-bearing</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>883</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,414</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>193</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Liabilities of discontinued operations</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,607</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Prior
period balance sheets, in accordance with GAAP, were not restated
for discontinued operations.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 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 valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman"><b>Discontinued
operations</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="10" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></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" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">March 31,<br />
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"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<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"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fee and other revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">21</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">21</font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net interest revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">22</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">47</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision for loan 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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>62</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>83</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">15</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Net interest revenue after provision for loan
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(50</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">32</font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Noninterest expense:</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"><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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Staff</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Professional, legal and other purchased
services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Net occupancy</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Goodwill impairment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>—  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman">—  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman">—  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">33</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Income (loss) from operations of discontinued
operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(65</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(124</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">20</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loss on sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(85</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">—  </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">—  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(85</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">—  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision (benefit) for 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(53</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Income (loss) from discontinued operations, net
of tax</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(91</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(132</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">All information in these Financial Statements and
Notes reflects continuing operations, unless otherwise
noted.</font></p>
</div>
378000000
69000000
0.43
0.43
-60000000
153000000
0
213000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><b>Note 15 - Fair value of financial
instruments</b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The carrying amounts of our financial instruments
(i.e., monetary assets and liabilities) are determined under
different accounting methods—see Note 1 to the Consolidated
Financial Statements contained in the Company’s 2008 Annual
Report on Form 10-K. The following disclosure discusses these
instruments on a uniform fair value basis. However, active markets
do not exist for a significant portion of these instruments,
principally loans and commitments. As a result, fair value
determinations require significant subjective judgments regarding
future cash flows. Other judgments would result in different fair
values. Among the assumptions we used are discount rates ranging
principally from 0.18% to 5.68% at June 30, 2009 and 0.08% to
3.25% at Dec. 31, 2008. The fair value information supplements the
basic financial statements and other traditional financial data
presented throughout this report.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Note 16, “Fair value
measurement” presents assets and liabilities measured at fair
value by the three level valuation hierarchy established by SFAS
157 (ASC 820-10), as well as a roll forward schedule of fair value
measurements using significant unobservable inputs. Note 17,
“Fair value option” presents the instruments for which
fair value accounting was elected and the corresponding income
statement impact of these instruments.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">A summary of the practices used for determining
fair value is as follows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Interest-bearing deposits in
banks</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fair value of interest-bearing deposits
in banks is based on discounted cash flows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Securities, trading activities, and
derivatives used for ALM</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fair value of securities and trading
assets and liabilities is based on quoted market prices, dealer
quotes, or pricing models. Fair value amounts for derivative
instruments, such as options, futures and forward rate contracts,
commitments to purchase and sell foreign exchange, and foreign
currency swaps, are similarly determined. The fair value of
over-the-counter interest rate swaps is the discounted value of
projected future cash flows, adjusted for other factors including,
but not limited to and if applicable, optionality and implied
volatilities, as well as counterparty credit.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Loans and commitments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For residential mortgage loans, fair value
is estimated using discounted cash flow analyses, adjusting where
appropriate for prepayment estimates, using interest rates
currently being offered for loans with similar terms and maturities
to borrowers. Discounted future cash flows are used to determine
the fair value of other types of loans. The fair value of
commitments to extend credit, standby letters of credit, and
commercial letters of credit is based upon the cost to settle the
commitment.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Other financial assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Fair value is assumed to equal carrying
value for these assets due to their short maturity.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Deposits, borrowings and long-term
debt</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fair value of noninterest-bearing
deposits and payables to customers and broker-dealers is assumed to
be their carrying amount. The fair value of interest-bearing
deposits, borrowings, and long-term debt is based upon current
rates for instruments of the same remaining maturity or quoted
market prices for the same or similar issues.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"><font size="1" face="Times New Roman"><b>Summary of financial
instruments</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"
colspan="5" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Dec. 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Carrying<br />
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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Estimated<br />
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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Carrying<br />
amount</font></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" align="middle"><font size="1" face=
"Times New Roman">Estimated<br />
fair value</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Interest-bearing deposits in banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>43,369</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>43,401</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,126</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,183</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>52,781</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>52,322</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">43,707</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">42,756</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Trading assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7,611</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7,611</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11,102</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11,102</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Loans and commitments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34,058</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34,091</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">38,968</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,002</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivatives used for ALM</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>428</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>428</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">709</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">709</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other financial 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>27,890</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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>27,890</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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">69,531</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">69,531</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total financial 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>166,137</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>165,743</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">203,143</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">202,283</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Assets of discontinued operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,137</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,137</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Non-financial 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>34,738</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">34,369</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>203,012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">237,512</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #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 valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Noninterest-bearing deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>36,055</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>36,055</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">55,816</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">55,816</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Interest-bearing deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>94,534</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>94,532</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">103,857</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">103,858</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Payables to customers and
broker-dealers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>8,492</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>8,492</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9,274</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9,274</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,766</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,766</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,083</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,083</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Long-term debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17,363</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17,134</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,865</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,211</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Trading liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,889</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,889</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,085</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,085</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivatives used for ALM</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">19</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total financial 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>167,196</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>166,965</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">200,999</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">200,346</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Liabilities of discontinued operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,607</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,607</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Non-financial 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>6,905</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">8,424</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>175,708</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">209,423</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #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>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The table below summarizes the carrying
amount of the hedged financial instruments and the related notional
amount of the hedge and estimated fair value (unrealized
gain/(loss)) of the derivatives that were linked to these
items:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="55%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"><font size="1" face="Times New Roman"><b>Hedged financial
instruments</b></font></td>
<td style="BORDER-TOP: #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 style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Carrying<br />
amount</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Notional<br />
amount</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></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" align="middle"><font size="1" face=
"Times New Roman">Gain</font></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" align="middle"><font size="1" face=
"Times New Roman">(Loss)</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>At 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"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Loans</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Securities held-for-sale</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>200</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>214</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Deposits</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>31</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>30</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Long-term debt</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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>12,078</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>11,292</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>426</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(82</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">At Dec. 31, 2008:</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Securities held-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">219</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">217</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">600</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">590</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">11,106</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10,456</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">701</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 16 - Fair value measurement</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We adopted SFAS 157 (ASC 820-10),
(“Fair Value Measurement”), effective Jan. 1, 2008.
SFAS 157 (ASC 820-10) defines fair value as the price that would be
received to sell an asset, or paid to transfer a liability, in an
orderly transaction between market participants at the measurement
date and establishes a framework for measuring fair value. It
establishes a three-level hierarchy for fair value measurements
based upon the transparency of inputs to the valuation of an asset
or liability as of the measurement date and expands the disclosures
about instruments measured at fair value. SFAS 157 (ASC 820-10)
requires consideration of a company’s own creditworthiness
when valuing liabilities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Effective Jan. 1, 2009, we adopted SFAS
157-4 (ASC 820-10), “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”.
SFAS 157-4 (ASC 820-10) provides guidance on how to determine the
fair value when the volume and level of activity for the asset or
liability have significantly decreased and reemphasizes that the
objective of a fair value measurement remains an exit price notion.
In those circumstances, further analysis of transactions or quoted
prices is needed, and a significant adjustment to the transactions
or quoted prices may be necessary to estimate fair value in
accordance with SFAS 157 (ASC 820-10). It also requires additional
disclosures for instruments within the scope of SFAS 157 (ASC
820-10) to include inputs and valuation techniques used, change in
valuation techniques and related inputs, if any, and more
disaggregated information relating to debt and equity
securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The amended standard provides a consistent
definition of fair value, which focuses on exit price in an orderly
transaction (that is, not a forced liquidation or distressed sale)
between market participants at the measurement date under current
market conditions. If there has been a significant decrease in the
volume and level of activity for the asset or liability, a change
in valuation technique or the use of multiple valuation techniques
may be appropriate. In such instances, determining the price at
which willing market participants would transact at the measurement
date under current market conditions depends on the facts and
circumstances and requires the use of</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">significant judgment. The objective is
to determine from weighted indicators of fair value a reasonable
point within the range that is most representative of fair value
under current market conditions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We also adopted SFAS 159 (ASC 825-10)
(“The Fair Value Option for Financial Assets and Financial
Liabilities”), effective Jan. 1, 2008. SFAS 159 (ASC 825-10)
provides an option to elect fair value as an alternative
measurement basis for selected financial assets, financial
liabilities, unrecognized firm commitments and written loan
commitments which are not subject to fair value under other
accounting standards.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><i>Determination of fair value</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Following is a description of our valuation
methodologies for assets and liabilities measured at fair value. We
have established processes for determining fair values. Fair value
is based upon quoted market prices, where available. For financial
instruments where quotes from recent exchange transactions are not
available, we determine fair value based on discounted cash flow
analysis, comparison to similar instruments, and the use of
financial models. Discounted cash flow analysis is dependent upon
estimated future cash flows and the level of interest rates.
Model-based pricing uses inputs of observable prices for interest
rates, foreign exchange rates, option volatilities and other
factors. Models are benchmarked and validated by an independent
internal risk management function. Our valuation process takes into
consideration factors such as counterparty credit quality,
liquidity, concentration concerns, observability of model
parameters and the results of stress tests. Valuation adjustments
may be made to ensure that financial instruments are recorded at
fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Most derivative contracts are valued using
internally developed models which are calibrated to observable
market data and employ standard market pricing theory for their
valuations. An initial “risk-neutral” valuation is
performed on each position assuming time-discounting based on an AA
credit curve. Then, to arrive at a fair value that incorporates
counterparty credit risk, a credit adjustment is made to these
results by discounting each trade’s expected exposures to the
counterparty using the counterparty’s credit spreads, as
implied by the credit default swap market. We also adjust expected
liabilities to the counterparty using the
Company’s</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">own credit spreads, also implied by the
credit default swap market. Accordingly, the valuation of our
derivative position is sensitive to the current changes in our own
credit spreads as well as those of our counterparties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In certain cases, we may face additional
costs to exit large risk positions or recent prices may not be
observable for instruments that trade in inactive or less active
markets. The costs to exit large risk positions are based on
evaluating the negative change in the market during the time it
would take for us to bring those positions to normal market levels
for those instruments. Upon evaluating the uncertainty in valuing
financial instruments subject to liquidity issues, we make an
adjustment to their value. The determination of the liquidity
adjustment includes the availability of external quotes, the time
since the latest available quote and the price volatility of the
instrument.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Certain parameters in some financial models
are not directly observable and, therefore, are based on
managements’ estimates and judgments. These financial
instruments are normally traded less actively. Examples include
certain credit products where parameters such as correlation and
recovery rates are unobservable. We apply valuation adjustments to
mitigate the possibility of error and revision in the model based
estimate value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The methods described above may produce a
current fair value calculation that may not be indicative of net
realizable value or reflective of future fair values. We believe
our methods of determining fair value are appropriate and
consistent with other market participants. However, the use of
different methodologies or different assumptions to value certain
financial instruments could result in a different estimate of fair
value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><i>Valuation hierarchy</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">SFAS 157 (ASC 820-10) establishes a
three-level valuation hierarchy for disclosure of fair value
measurements based upon the transparency of inputs to the valuation
of an asset or liability as of the measurement date. The three
levels are described below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Level 1</u></i>: Inputs to the
valuation methodology are quoted prices (unadjusted) for identical
assets or liabilities in active markets. Level 1 assets
and</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">liabilities include debt and equity securities
and derivative financial instruments actively traded on exchanges
and U.S. Treasury securities and U.S. Government securities that
are actively traded in highly liquid over the counter
markets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Level 2</u></i>: Observable inputs
other than Level 1 prices, for example, quoted prices for similar
assets and liabilities in active markets, quoted prices for
identical or similar assets or liabilities in markets that are not
active, and inputs that are observable or can be corroborated,
either directly or indirectly, for substantially the full term of
the financial instrument. Level 2 assets and liabilities include
debt instruments that are traded less frequently than exchange
traded securities and derivative instruments whose model inputs are
observable in the market or can be corroborated by market
observable data. Examples in this category are certain variable and
fixed rate agency and non-agency securities, corporate debt
securities and derivative contracts.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Level 3</u></i>: Inputs to the
valuation methodology are unobservable and significant to the fair
value measurement. Examples in this category include interests in
certain securitized financial assets, non-agency RMBS, certain
private equity investments, and derivative contracts that are
highly structured or long-dated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A financial instrument’s
categorization within the valuation hierarchy is based upon the
lowest level of input that is significant to the fair value
measurement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Following is a description of the valuation
methodologies used for instruments measured at fair value, as well
as the general classification of such instruments pursuant to the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Loans and unfunded lending-related
commitments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Where quoted market prices are not
available, we generally base the fair value of loans and unfunded
lending-related commitments on observable market prices of similar
instruments, including bonds, credit derivatives and loans with
similar characteristics. If observable market prices are not
available, we base the fair value on estimated cash flows adjusted
for credit risk which are discounted using an interest rate
appropriate for the maturity of the applicable loans or the
unfunded commitments.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Loans carried at fair value are included in
trading assets on the balance sheet. Unrealized gains and losses on
unfunded lending commitments carried at fair value are classified
in Other assets and Other liabilities, respectively. Loans and
unfunded lending commitments carried at fair value are generally
classified within Level 2 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Securities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Where quoted prices are available in an
active market, we classify the securities within Level 1 of the
valuation hierarchy. Securities are defined as both long and short
positions. Level 1 securities include highly liquid government
bonds, certain mortgage products and exchange-traded
equities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">If quoted market prices are not available,
we estimate fair values using pricing models, quoted prices of
securities with similar characteristics, or discounted cash flows.
Examples of such instruments, which would generally be classified
within Level 2 of the valuation hierarchy, include certain agency
and non-agency mortgage-backed securities, commercial
mortgage-backed securities and European floating rate
notes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For securities where quotes from recent
transactions are not available for identical securities, we
determine fair value primarily based on pricing sources with
reasonable levels of price transparency that employ financial
models or obtain comparison to similar instruments to arrive at
“consensus” prices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Specifically, the pricing sources obtain
recent transactions for similar types of securities (e.g., vintage,
position in the securitization structure) and ascertain variables
such as discount rate and speed of prepayment for the types of
transaction and apply such variables to similar types of bonds. We
view these as observable transactions in the current market place
and classify such securities as Level 2. They discontinue pricing
any specific security whenever they determine there is insufficient
observable data to provide a good faith opinion on
price.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Securities included in this category that
are affected by the lack of market liquidity include our Alt-A
RMBS, prime RMBS, subprime RMBS and commercial mortgage-backed
securities.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">In addition, we have significant investments in
more actively traded agency RMBS and the pricing sources derive the
prices for these securities largely from quotes they obtain from
three major inter-dealer brokers. The pricing sources receive their
daily observed trade price and other information feeds from the
interdealer brokers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For securities with bond insurance, the
financial strength of the insurance provider is analyzed and that
information is included in the fair value assessment for such
securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In certain cases where there is limited
activity or less transparency around inputs to the valuation, we
classify those securities in Level 3 of the valuation hierarchy.
Securities classified within Level 3 include certain asset-backed
securities CDOs, non-agency RMBS and other retained interests in
securitizations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In the first quarter of 2009, we changed our
valuation technique in determining the fair value of certain
securities when there has been a significant decline in volume and
market activity.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Recent transactions in non-agency RMBS and
commercial mortgage-backed securities may not reflect an orderly
transaction in the marketplace. In adopting the guidance of SFAS
157-4 (ASC 820-10), for these securities, we adjust the discount
rate to reflect “an orderly transaction” in the current
marketplace. We used a discount rate that was determined based on
our assessment of the credit quality of the non-agency RMBS and
commercial mortgage-backed securities. The discount rate was
derived based on input from market participants as to the
appropriate discount rate for hypothetical bond issuances that
exhibit certain credit features similar to the bonds we
hold.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">To further reflect current market
conditions, we weighted our internally modeled price with prices
derived from pricing sources to calculate the fair market value in
an orderly transaction. Depending on credit quality, the price
weighting of the security ranged from 5% pricing source and 95%
model to 85% pricing source and 15% model.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman"><i>Other short-term U.S.
government-backed commercial paper and borrowings from Federal
Reserve related to asset-backed commercial paper</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">These instruments are classified in Level 2
of the valuation hierarchy. The fair value of these instruments is
estimated using pricing models.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We classify exchange-traded derivatives
valued using quoted prices in Level 1 of the valuation hierarchy.
Examples include exchanged-traded equity and foreign exchange
options. Since few other classes of derivative contracts are listed
on an exchange, most of our derivative positions are valued using
internally developed models that use as their basis readily
observable market parameters and we classify them in Level 2 of the
valuation hierarchy. Such derivatives include basic interest rate
swaps and options and credit default swaps. Derivatives valued
using models with significant unobservable market parameters and
that are traded less actively or in markets that lack two way flow,
are classified in Level 3 of the valuation hierarchy. Examples
include long-dated interest rate or currency swaps, where swap
rates may be unobservable for longer maturities; and certain credit
products, where correlation and recovery rates are unobservable.
Additional disclosures of derivative instruments are provided in
Note 18 of Notes to Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Seed capital</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In our Asset Management segment we manage
investment assets, including equities, fixed income, money market
and alternative investment funds for institutions and other
investors; as part of that activity we make seed capital
investments in certain funds. Seed capital is included in trading
assets, securities available-for-sale and other assets, depending
on the nature of the investment. When applicable, we value seed
capital based on the published net asset value (“NAV”)
of the fund. We include funds in which ownership interests in the
fund are publicly-traded in an active market and institutional
funds in which investors trade in and out daily in Level 1 of the
valuation hierarchy. We include open-end funds where investors are
allowed to sell their ownership interest back to the fund less
frequently than daily and where our interest in the fund contains
no other rights or obligations</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">in Level 2 of the valuation hierarchy.
However, we generally include investments in funds which allow
investors to sell their ownership interest back to the fund less
frequently than monthly in Level 3, unless actual redemption prices
are observable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For other types of investments in funds, we
consider all of the rights and obligations inherent in our
ownership interest, including the reported NAV as well as other
factors that affect the fair value of our interest in the fund. To
the extent the NAV measurements reported for the investments are
based on unobservable inputs or include other rights and
obligations (e.g., obligation to meet cash calls), we generally
classify them in Level 3 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Certain interests in
securitizations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For certain interests in securitizations
which are classified in securities available-for-sale and other
assets, we use discounted cash flow models which generally include
assumptions of projected finance charges related to the securitized
assets, estimated net credit losses, prepayment assumptions and
estimates of payments to third-party investors. When available, we
compare our fair value estimates and assumptions to market activity
and to the actual results of the securitized portfolio. Changes in
these assumptions may significantly impact our estimate of fair
value of the interests in securitizations; accordingly, we
generally classify them in Level 3 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Private equity investments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our Other segment includes holdings of
nonpublic private equity investment through funds managed by third
party investment managers and, to a lesser extent, direct
investment in private equities. Nonpublic private equity
investments generally lack quoted market prices, are less liquid
and may be long term; accordingly, we must apply significant
judgment in determining their fair value. We value private equity
investments initially based upon the transaction price which we
subsequently adjust to reflect expected exit values as evidenced by
financing and sale transactions with third parties or through
ongoing reviews by the investment managers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The investment managers consider a number of
factors in changes in valuation including current</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">operating performance and future
expectations of the particular investment, industry valuations of
comparable public companies, changes in market outlook and the
financing environment. Nonpublic private equity investments are
included in Level 3 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Private equity investments also include
publicly held equity investments, generally obtained through the
initial public offering of privately held equity investments.
Publicly held investments are marked-to-market at the quoted public
value less adjustments for regulatory or contractual sales
restrictions.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Discounts for restrictions are quantified by
analyzing the length of the restriction period and the volatility
of the equity security. Publicly held investments are primarily
classified in Level 2 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following tables present the financial
instruments carried at fair value at June 30, 2009 and
Dec. 31, 2008, by caption on the consolidated balance sheet
and by SFAS 157 (ASC 820-10) valuation hierarchy (as described
above).</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Assets and liabilities
measured at fair value on a recurring basis at June 30,
2009</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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(dollar amounts in
millions)</i></font></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" align="middle"><font size="1" face=
"Times New Roman">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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Netting <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></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"
colspan="2" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face=
"Times New Roman">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">value</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">U.S. Government obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">502</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,865</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,367</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">U.S. Government agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,283</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,283</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Obligations of states and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">606</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">606</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Agency residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,214</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,214</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Alt-A residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,755</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">91</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,846</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Prime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,403</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">590</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,993</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Subprime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">389</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">469</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">858</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,968</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,968</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial mortgage-backed securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,073</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">478</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,551</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Asset-backed collateralized debt
obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">311</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">317</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other asset-backed securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,063</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,073</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">285</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">779</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">16</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,080</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other debt securities <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">53</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6,765</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">152</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6,970</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total available-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">840</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,474</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,812</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">42,126</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">624</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">808</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">221</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,653</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4,260</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16,092</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">145</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14,539</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5,958</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total trading 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4,884</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16,900</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14,539</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7,611</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other assets <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(d)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">517</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">162</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">679</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Discontinued operations <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(e)</i></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" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">545</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">545</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Total assets at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>5,724</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>57,436</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,340</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(14,539</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>50,961</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Percent of assets prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">8.7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">87.7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #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 valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">708</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">277</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">985</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4,083</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">15,652</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">90</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(13,921</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5,904</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total trading liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4,791</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,929</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">90</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13,921</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6,889</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other liabilities <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(f)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">592</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">625</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Total liabilities at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16,521</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(13,921</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7,514</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Percent of liabilities prior to
netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">22.5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">77.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #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>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="69%"></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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Assets and liabilities
measured at fair value on a recurring basis at Dec. 31,
2008</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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(dollar amounts in
millions)</i></font></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" align="middle"><font size="1" face=
"Times New Roman">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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Netting <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></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"
colspan="2" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face=
"Times New Roman">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">value</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">U.S. Government obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">440</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">341</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">781</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">U.S. Government agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,299</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,299</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Obligations of states and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">883</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">883</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Agency residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10,899</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10,899</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Alt-A residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,962</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,962</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Prime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4,704</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4,704</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Subprime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">937</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">937</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,401</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,401</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial mortgage-backed securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,472</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,472</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Asset-backed collateralized debt
obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">418</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">440</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other asset-backed securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,116</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,133</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">575</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">775</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,363</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other debt securities <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,392</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">357</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,790</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total available-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,056</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">30,599</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">409</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">32,064</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other short-term U.S. government-backed
commercial paper</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5,629</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5,629</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">691</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,189</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">20</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,900</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7,965</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">19,065</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">83</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(17,911</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">9,202</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total trading 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">8,656</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">20,254</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">103</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(17,911</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">11,102</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other assets <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(d)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">682</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">988</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,870</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Total assets at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10,394</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">57,470</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">712</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(17,911</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">50,665</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Percent of assets prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">15.2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">83.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1.0</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #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 valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Borrowing from Federal Reserve related to
asset-backed commercial paper</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5,591</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5,591</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">605</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">204</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">809</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7,662</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">18,336</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">149</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(18,871</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7,276</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total trading liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,267</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">18,540</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">149</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(18,871</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,085</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other liabilities <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(f)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">719</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">721</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Total liabilities at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,269</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">24,850</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">149</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(18,871</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14,397</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Percent of liabilities prior to
netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">24.9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">74.7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #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>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>FIN 39
permits the netting of derivative receivables and derivative
payables under legally enforceable master netting agreements and
permits the netting of cash collateral.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
seed capital and certain interests in
securitizations.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
loans classified as trading assets and certain interests in
securitizations.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(d)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
private equity investments, seed capital and derivatives in
designated hedging relationships. Includes certain financial
instruments previously carried at fair value such as private equity
investments whose accounting basis has not changed under a SFAS 159
(ASC 825-10) fair value option election.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(e)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Available
for sale securities held at MUNB.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(f)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Included
within other liabilities is the fair value adjustment for certain
unfunded lending-related commitments and derivatives in designated
hedging relationships and support agreements.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><i>Changes in Level 3 fair value
measurements</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The tables below include a roll forward of
the balance sheet amounts for the three and six month periods ended
June 30, 2009 and 2008 (including the change in fair value),
for financial instruments classified in Level 3 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our classification of a financial instrument
in Level 3 of the valuation hierarchy is based on the significance
of the unobservable factors to the overall fair value measurement.
However, these instruments generally include other observable
components that are actively quoted or validated to third party
sources; accordingly, the gains and losses in the table below
include changes in fair value due to observable parameters as well
as</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">the unobservable parameters in our
valuation methodologies. We also frequently manage the risks of
Level 3 financial instruments using securities and derivatives
positions that are Level 1 or 2 instruments which are not included
in the table; accordingly, the gains or losses below do not reflect
the effect of our risk management activities related to the Level 3
instruments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In accordance with SFAS 157-4 (ASC 820-10),
the Company adjusts the discount rate on securities to reflect what
they would sell for in an orderly market (model price) and compares
the model prices to prices provided by pricing sources. If the
difference between the model price and the prices provided by
pricing sources is outside of established thresholds, the
securities are included in Level 3. In the second</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">quarter of 2009, the Company transferred
securities from Level 3 to Level 2 because the price of the
securities provided by the pricing sources began to converge with
the model price of the securities determined by the
Company.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 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></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-TOP: #000000 1px solid" valign="top" nowrap=
"nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Fair value measurements using significant
unobservable</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>inputs three months ended June 30,
2009</b></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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Fair Value<br />
March 31,<br />
2009</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Total
realized/unrealized<br />
gains/(losses) recorded in</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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Purchases,<br />
issuances and<br />
settlements,<br />
net</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" nowrap="nowrap" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Transfers</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">in/(out) of</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Level 3</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Fair value<br />
June 30,<br />
2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Change in<br />
unrealized gains<br />
and (losses)<br />
related to<br />
instruments held at<br />
June 30, 2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Income</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Comprehensive<br />
income</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>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale securities:</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 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 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 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 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 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 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 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 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 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 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 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 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 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 size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Alt-A residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">370</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(241</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>91</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Prime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,595</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(65</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(113</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(825</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>590</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Subprime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">608</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(41</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(76</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>469</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial mortgage-backed securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">572</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(79</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>478</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Asset-backed commercial debt
obligations</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(45</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">41</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other asset-backed securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">258</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(90</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>152</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total available-for-sale</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,440</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(49</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(93</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(167</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1,319</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,812</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">60</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">148</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>221</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">104</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">34 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>145</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">177</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></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" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>162</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3,781</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(92</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(155</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(1,178</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,340</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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 bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative liabilities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(122</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">31 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(90</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(128</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(93</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" nowrap=
"nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Fair value measurements using significant
unobservable</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>inputs three months ended June 30,
2008</b></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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Fair Value<br />
March 31,<br />
2008</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Total
realized/unrealized<br />
gains/(losses) recorded in</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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Purchases,<br />
issuances and<br />
settlements,<br />
net</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" nowrap="nowrap" align="middle"><font size="1" face=
"Times New Roman">Transfers<br />
in/(out) of<br />
Level 3</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Fair value<br />
June 30,<br />
2008</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Change in<br />
unrealized gains<br />
and (losses)<br />
related to<br />
instruments held at<br />
June 30, 2008</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Income</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Comprehensive<br />
income</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>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale securities</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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">854</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">  </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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(60</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">) <i><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">28 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(12</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman">) </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(26</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman">) </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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">784</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(32</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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 bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">18</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(12</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">177</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">29 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">200</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">29</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">250</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">
(c)</sup></i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">262</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,281</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,264</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading liabilities:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative liabilities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(52</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(3</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(45</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(67</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(26</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(90</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(112</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 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></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-TOP: #000000 1px solid" valign="top" nowrap=
"nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Fair value measurements using significant
unobservable</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>inputs six months ended June 30,
2009</b></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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Fair Value<br />
Dec. 31,<br />
2008</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Total
realized/unrealized<br />
gains/(losses) recorded in</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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2" colspan="2" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Purchases,</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">issuances and<br />
settlements,<br />
net</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" nowrap="nowrap" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Transfers</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">in/(out) of</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Level 3</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Fair value<br />
June 30,<br />
2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Change in<br />
unrealized gains<br />
and (losses)<br />
related to<br />
instruments held at<br />
June 30, 2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Income</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Comprehensive<br />
income</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>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale securities:</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 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 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 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 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 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 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 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 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 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 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 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 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 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 size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Alt-A residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(15</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">129</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>91</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Prime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(65</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(113</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">770</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>590</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>48</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Subprime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(41</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">532</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>469</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>30</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial mortgage-backed securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">493</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>478</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Asset-backed commercial debt
obligations</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(76</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">60</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other asset-backed securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">357</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(99</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(81</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>152</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total available-for-sale</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">409</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(178</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(84</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(170</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,835</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,812</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>185</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">20</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">189</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>221</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">83</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">35 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>145</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(c)</i></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" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>162</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">712</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(173</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(78</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(160</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2,039</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,340</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>182</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading liabilities:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative liabilities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(149</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">53 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(90</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(c)</i></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" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(149</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">45</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(93</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" nowrap=
"nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Fair value measurements using significant
unobservable</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>inputs six months ended June 30,
2008</b></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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Fair Value<br />
Dec. 31,<br />
2007</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 8px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Total
realized/unrealized<br />
gains/(losses) recorded in</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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2" colspan="2" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Purchases,</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">issuances and<br />
settlements,<br />
net</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" nowrap="nowrap" align="middle"><font size="1" face=
"Times New Roman">Transfers<br />
in/(out) of<br />
Level 3</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Fair value<br />
June 30,<br />
2008</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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" rowspan=
"2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Change in<br />
unrealized gains<br />
and (losses)<br />
related to<br />
instruments held at<br />
June 30, 2008</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Income</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Comprehensive<br />
income</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>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale securities</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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">853</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">  </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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(106</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">) <i><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">43 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">20</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(26</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman">) </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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">784</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(63</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading 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 bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">18</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(12</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative assets</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">166</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">46 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">200</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">55</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">243</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">11 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">
(c)</sup></i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">262</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,262</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(59</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,264</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading liabilities:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative liabilities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(34</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(45</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(15</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(67</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(84</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(112</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Realized
gains (losses) are reported in securities gains (losses).
Unrealized gains (losses) are reported in accumulated other
comprehensive loss except for other than temporary impairment
losses which are recorded in securities gains
(losses).</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Reported
in foreign exchange and other trading activities.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Reported
in foreign exchange and other trading activities, except for
derivatives in designated hedging relationships which are recorded
in interest revenue and interest expense.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><i>Assets and liabilities measured at fair value on a
nonrecurring basis</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Under certain circumstances we make
adjustments to fair value for our assets, liabilities and unfunded
lending-related commitments although they are not measured at fair
value on an ongoing basis. An example would be the recording of
an</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">impairment of an asset. The following
table presents the financial instruments carried on the
consolidated balance sheet by caption and by level in the fair
value hierarchy at June 30, 2009 and Dec. 31, 2008, for which
a nonrecurring change in fair value has been recorded during the
quarters ended June 30, 2009 and Dec. 31, 2008.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="74%"></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 style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<tr>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Assets measured at fair value on a
nonrecurring basis at June 30, 2009</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Total<br />
carrying value</font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loans <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">43</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">214</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">257</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other assets <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(b)</i></sup></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total assets at fair value on a nonrecurring
basis</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">48</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">214</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">262</font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="74%"></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 style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<tr>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Assets measured at fair value on a
nonrecurring basis at Dec. 31, 2008</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Total<br />
carrying value</font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loans <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">43</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">161</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">218</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other assets <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total assets at fair value on a nonrecurring
basis</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">49</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">161</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">224</font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>During the
quarters ended June 30, 2009 and Dec. 31, 2008, the fair value
of these loans was reduced $55 million and $35 million, based on
the fair value of the underlying collateral as allowed by SFAS 114
(ASC 310-10), Accounting by Creditors for Impairment of a loan,
with an offset to the allowance for credit losses.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Other
assets received in satisfaction of debt. The fair value of these
assets was reduced $16 million in the second quarter of 2009 and
was reduced $2 million in the fourth quarter of 2008, based on the
fair value of the underlying collateral with an offset in other
revenue.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 17 - Fair value option</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">SFAS 159 (ASC 825-10) provides an option to
elect fair value as an alternative measurement for selected
financial assets, financial liabilities, unrecognized firm
commitments, and written loan commitments not previously carried at
fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">At Dec. 31, 2008, $5.6 billion of other
short-term U.S. government-backed commercial paper and $5.6 billion
of borrowings from Federal Reserve related to asset-backed
commercial paper were held at fair value. There were no balances
outstanding for these instruments at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Changes in fair value under the fair
value option election</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following table presents the changes in
fair value included in foreign exchange and other trading
activities in the consolidated income statement for the three and
six month periods ended June 30, 2009 and 2008.</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="46%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"14"> </td>
<td> </td>
</tr>
<tr>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Foreign exchange and other</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>trading activities</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>
<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>
</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"
colspan="5" align="middle"><font size="1" face=
"Times New Roman"><b>Quarter ended</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman"><b>Six months ended</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"14"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">35</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">66</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"14"> </td>
<td> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">At June 30, 2009, the fair market value
of unfunded lending-related commitments for which the fair value
option was elected was a liability of $1 million at June 30,
2009 and $3 million at Dec. 31, 2008 and is included in other
liabilities. The contractual amount of such commitments was $110
million at both June 30, 2009 and Dec. 31, 2008.</font></p>
</div>
<div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face="ARIAL"
size="2"><b>Note 6 – Goodwill and intangible
assets</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Goodwill</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The level of goodwill increased in the
second quarter of 2009 due to foreign exchange translation on
non-U.S. dollar denominated goodwill partially offset by the
transfer of goodwill to discontinued operations. Goodwill
impairment testing is performed annually at the business segment
level. The table below provides a breakdown of goodwill by business
segment.</font></p>
</div>
<br clear="all" />
<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="54%"></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></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Goodwill by
segment</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" colspan=
"2"> <font 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" colspan=
"2"> <font 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" colspan=
"2"> <font 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" colspan=
"2"> <font 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" colspan=
"2"> <font 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" colspan=
"2"> <font 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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #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"><i>(in
millions)</i></font></td>
<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">Asset<br />
Management</font></td>
<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">Wealth<br />
Management</font></td>
<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">Asset<br />
Servicing</font></td>
<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">Issuer<br />
Services</font></td>
<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">Clearing<br />
Services</font></td>
<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">Treasury<br />
Services</font></td>
<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">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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="1">Balance at Dec. 31, 2008</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">7,218</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,694</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3,360</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,463</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">902</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">123</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">138</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">15,898</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Foreign exchange translation</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">184</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">32</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>
<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>
<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" 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">241</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">Transferred to discontinued
operations</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">-</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">(128</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">)<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"><i>(a)</i></sup> </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">(128</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">Other <i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(b)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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</font></td>
<td style="BORDER-BOTTOM: #000000 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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 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"> </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">29</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 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Goodwill at 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">
<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>7,417</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>1,694</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>3,392</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,484</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>920</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>123</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>10</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>16,040</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>
<!-- 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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Includes
$50 million goodwill impairment recorded in the first quarter of
2009.</i></font></p>
</td>
</tr>
</tbody>
</table>
<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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Other
changes in goodwill include purchase price adjustments and certain
other reclassifications.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<!-- 8 Repeat_Hdr_Start * DO NOT REMOVE OR EDIT -->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="28%"></td>
<td valign="bottom" width="1%"></td>
<td width="71%"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<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 size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Intangible assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Intangible assets not subject to
amortization are tested annually for impairment or more often if
events or circumstances indicate they may be impaired. The decrease
in intangible assets at June 30, 2009 compared with Dec. 31,
2008 resulted from intangible amortization partially offset by
foreign exchange translation on non-U.S. dollar</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">denominated intangible assets.
Intangible amortization expense was $108 million in the second
quarter of 2009, $107 million in the first quarter of 2009, $123
million in the second quarter of 2008, $215 million in the first
six months of 2009 and $242 million in the first six months of
2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The table below provides a breakdown of
intangible assets by business segment.</font></p>
</div>
<br clear="all" />
<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="50%"></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>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Intangible assets –
net carrying amount by segment</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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #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"><i>(in
millions)</i></font></td>
<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">Asset<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Wealth<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Asset<br />
Servicing</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Issuer<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Clearing<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Treasury<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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="1">Balance at Dec. 31, 2008</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">2,595</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">340</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">302</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">834</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">699</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">229</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">857</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">5,856</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Amortization</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">(110</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">(23</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">(16</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">(40</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">(13</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">(13</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">(215</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">Foreign exchange translation</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">45</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">-</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</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">2</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">-</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">48</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Transfer to discontinued
operations</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" 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">-</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">-</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">(4</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</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </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">Other <i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">-</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">6</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">(14</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">-</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">(8</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Balance at 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">
<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>2,530</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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>317</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>292</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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>781</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>688</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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>216</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>853</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>5,677</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>
<!-- 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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Other
changes in intangible assets include purchase price adjustments and
certain other reclassifications.</i></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="63%"></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 valign="bottom" width="4%"></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Intangible
assets</b></font></td>
<td style="BORDER-TOP: #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="11"><font face=
"Times New Roman" size="1"><b>June 30, 2009</b></font></td>
<td style="BORDER-TOP: #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">Dec. 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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 />
carrying<br />
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=
"middle" colspan="2"><font face="Times New Roman" size=
"1"><b>Accumulated<br />
amortization</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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 />
carrying<br />
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=
"middle"><font face="Times New Roman" size="1"><b>Remaining<br />
weighted<br />
average<br />
amortization<br />
period</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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
carrying<br />
amount</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subject to amortization:</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"><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">Customer relationships-Asset and Wealth
Management</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>1,955</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(591</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,364</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>13 yrs.</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">1,460</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Customer contracts-Institutional
services</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>2,037</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>(487</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>1,550</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>15 yrs.</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">1,638</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Deposit premiums</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>49</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>(35</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>14</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 yrs.</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">25</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">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="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>89</b></font></td>
<td style="BORDER-BOTTOM: #000000 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</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>64</b></font></td>
<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>8
yrs.</b></font></td>
<td style="BORDER-BOTTOM: #000000 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">69</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 subject to amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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>4,130</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(1,138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,992</b></font></td>
<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>14
yrs.</b></font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3,192</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Not subject to amortization:
<i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Trade name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,362</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>N/A</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>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,362</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>N/A</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,358</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">Customer relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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>1,323</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>N/A</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>1,323</b></font></td>
<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>N/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">
<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">1,306</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 not subject to
amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,685</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,685</b></font></td>
<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>N/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">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,664</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total intangible assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>6,815</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(1,138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>5,677</b></font></td>
<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>N/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">
<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">5,856</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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Intangible
assets not subject to amortization have an indefinite
life.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><i>N/A—Not
applicable</i></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Estimated annual amortization expense
for current intangibles for the next five years 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="68%"></td>
<td valign="bottom" width="28%"></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">For the year
ended Dec. 31,</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">Estimated amortization<br />
expense (in millions)</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">2009</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">420</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">2010</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">2011</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">349</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 5em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">2012</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">323</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="1">2013</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">279</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
</div>
</div>
913000000
912000000
0.54
0.54
-132000000
-132000000
-0.11
-0.11
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 13 - Income taxes</b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The statutory federal income tax rate is
reconciled to our effective income tax rate below:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="73%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Effective tax
rate</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="4" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td style="BORDER-TOP: #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" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"6"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Federal rate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>35.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">35.0</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">State and local income taxes, net of federal
income tax benefit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2.2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Credit for low-income housing
investments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(2.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1.2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Tax-exempt income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(3.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2.0</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Foreign operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(7.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(5.2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Tax settlements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(11.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8.3</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other - net</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>0.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2.0</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"6"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Effective rate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"6"> </td>
<td> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our total tax reserves as of June 30,
2009 were $223 million compared with $204 million at March 31,
2009. If these tax reserves were unnecessary, $223 million
would affect the effective tax rate in future periods. We recognize
accrued interest and penalties, if applicable, related to income
taxes in income tax expense. Included in the balance sheet as of
June 30, 2009 is accrued interest, where applicable, of $84
million. The additional tax expense related to interest for the
three and six months ended June 30, 2009 was $23 million and
$38 million, respectively.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">Our federal consolidated income tax
returns are closed to examination through 2002. Our New York State
and New York City return examinations have been completed through
1996. Our United Kingdom income tax returns are closed through
2002.</font></p>
</div>
</div>
2136000000
173000000
-28529000000
958000000
-485000000
-782000000
594000000
174000000
1824000000
349000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
</p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 9 - Net interest revenue</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="69%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Net interest
revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="9" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">March 31,<br />
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" face="Times New Roman"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  <br />
  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Interest revenue</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"><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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Non-margin loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>232</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">239</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"> <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>471</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">461</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"> <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Margin loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">48</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">106</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Taxable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>393</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">450</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">543</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>843</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,144</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Exempt from federal 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>16</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font size="1" face=
"Times New Roman">Total securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>401</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">458</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">550</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>859</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,159</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other short-term investments-U.S.
government-backed commercial paper</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Deposits in banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>166</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">217</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">412</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>383</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">824</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Deposits with the Federal Reserve and other
central banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">21</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Federal funds sold and securities purchased under
resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">37</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">101</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Trading 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">36</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total interest 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>845</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,065</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"> <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,824</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2,687</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"> <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Interest expense</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"><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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">76</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">475</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>116</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,086</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Borrowings from Federal Reserve related to
ABCP</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Federal funds purchased and securities sold under
repurchase agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">30</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other borrowed funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">23</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">52</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Customer payables</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">18</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">42</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>99</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">105</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">152</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>204</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">346</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total interest 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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>145</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">677</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>349</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,556</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font size="1" face=
"Times New Roman">Net interest 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>700</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">775</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">388 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face="Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,475</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,131</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
the SILO charge of $377 million recorded in the second quarter of
2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
1355000000
1475000000
407000000
2322000000
2265000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face="ARIAL"
size="2"><b>Note 5 – Securities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following tables set forth the
amortized cost and the fair values of securities at June 30,
2009 and Dec. 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="77%"></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 valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Securities at
June 30, 2009</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" align=
"right" colspan="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Amortized</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">cost</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font 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; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">Gross unrealized</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" align=
"right" colspan="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">value</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font face="Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">Gains</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">Losses</font></td>
<td valign="bottom"><font size="1">  </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"><b>Available-for-sale:</b></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 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 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 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 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 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 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 size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">U.S. Government 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">3,352</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">19</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">3,367</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">U.S. Government agencies</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">1,247</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">36</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">1,283</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">625</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</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">22</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">606</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">Agency residential mortgage-backed
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">15,082</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">272</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">140</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">15,214</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">5,539</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</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">2,696</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">2,846</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">Prime residential mortgage-backed
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">5,537</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"><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">1,544</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">3,993</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">1,455</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"><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">597</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">858</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">Other residential mortgage-backed
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">2,770</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"><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">802</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">1,968</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Commercial mortgage-backed
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">3,294</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</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">747</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">2,551</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">Asset-backed collateralized debt
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">418</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"><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">101</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">317</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other asset-backed 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">1,556</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">7</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">490</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">1,073</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">Other 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">7,044</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">37</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</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">6,970 </font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"><i>(b)</i></sup> </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">Equity 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">1,077</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">6</font></td>
<td style="BORDER-BOTTOM: #000000 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">1,080</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 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">48,996</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">387</font></td>
<td style="BORDER-BOTTOM: #000000 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">7,257</font></td>
<td style="BORDER-BOTTOM: #000000 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">42,126</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 valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Held-to-maturity:</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"><font size="1">  </font></td>
<td valign="bottom"></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: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">171</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">2</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">172</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Agency residential mortgage-backed
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">601</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">27</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">628</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">Alt-A residential mortgage-backed
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">2,242</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">30</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">401</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">1,871</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">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">-</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">37</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">185</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">Subprime residential mortgage-backed
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">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">-</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</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">38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">3,640</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"><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">441</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">3,199</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">Commercial mortgage-backed
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">12</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"><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>
<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</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">Other 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">7</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">
<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">7</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 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">6,957</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"> <i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i> </font></td>
<td style="BORDER-BOTTOM: #000000 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">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="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">911</font></td>
<td style="BORDER-BOTTOM: #000000 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">6,105</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total 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">55,953</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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">446</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,168</font></td>
<td style="BORDER-BOTTOM: #000000 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">48,231</font></td>
<td style="BORDER-BOTTOM: #000000 1px 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: 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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size=
"1"><i>Held-to-maturity securities on the balance sheet are
reported at amortized cost less the non-credit portion of an
other-than-temporary impairment recorded in OCI as a result of
adopting SFAS 115-2 (ASC 320-10). As of June 30, 2009, there
was $145 million in accumulated OCI.</i></font></p>
</td>
</tr>
</tbody>
</table>
<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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Includes
$6,360 million, at fair value, of government-sponsored and
guaranteed entities.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 8 Repeat_Hdr_Start * DO NOT REMOVE OR EDIT -->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="28%"></td>
<td valign="bottom" width="1%"></td>
<td width="71%"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<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 size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<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="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" valign="bottom">
<font face="Times New Roman" size="1"><b>Securities at Dec. 31,
2008</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" align=
"right" colspan="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Amortized</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">cost</font></p>
</td>
<td style="BORDER-TOP: #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="5"><font face=
"Times New Roman" size="1">Gross unrealized</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" align=
"right" colspan="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">value</font></p>
</td>
</tr>
<tr>
<td valign="bottom"><font face="Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">Gains</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">Losses</font></td>
<td valign="bottom"><font size="1">  </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"><b>Available-for-sale:</b></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 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 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 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 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 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 size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">U.S. Government 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">746</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">36</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">781</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">U.S. Government agencies</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">1,259</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">40</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">1,299</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">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">8</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">883</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Agency residential mortgage-backed
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">10,862</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">211</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">174</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">10,899</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">5,164</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,223</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">2,962</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">6,437</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">1,733</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">4,704</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">1,512</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">575</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">937</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">2,997</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">596</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">2,401</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Commercial mortgage-backed
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">3,275</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">803</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">2,472</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Asset-backed collateralized debt
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">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">2</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">166</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">440</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other asset-backed 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">1,612</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">479</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">1,133</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other 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">1,884</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">36</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">130</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">1,790</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">Equity 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">1,392</font></td>
<td style="BORDER-BOTTOM: #000000 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">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="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,363</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">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">38,640</font></td>
<td style="BORDER-BOTTOM: #000000 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">354</font></td>
<td style="BORDER-BOTTOM: #000000 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">6,930</font></td>
<td style="BORDER-BOTTOM: #000000 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">32,064</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Held-to-maturity:</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">193</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"> </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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">193</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Agency residential mortgage-backed
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">699</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</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">722</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">2,335</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">562</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">1,773</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">288</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">48</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">240</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">66</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">16</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">50</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">3,770</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">432</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">3,338</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Commercial mortgage-backed
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">13</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">3</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">10</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other 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">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">4</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">Other 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">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">-</font></td>
<td style="BORDER-BOTTOM: #000000 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">3</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">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">7,371</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="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">26</font></td>
<td style="BORDER-BOTTOM: #000000 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">1,064</font></td>
<td style="BORDER-BOTTOM: #000000 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">6,333</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="1">Total 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">46,011</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">380</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,994</font></td>
<td style="BORDER-BOTTOM: #000000 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">38,397</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The amortized cost and fair values of
securities at June 30, 2009, by contractual maturity, are 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="75%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Securities by contractual
maturity at June 30, 2009</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" colspan=
"2"> <font 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" colspan=
"2"> <font 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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" 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">Available-for-sale</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">Held-to-maturity</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><i>(in
millions)</i></font></td>
<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">Amortized<br />
cost</font></td>
<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">Fair<br />
value</font></td>
<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">Amortized<br />
cost</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<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">Fair<br />
value</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Due in one year or less</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">465</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">432</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2</font></td>
<td valign="bottom" 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">2</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Due after one year through five
years</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">10,812</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">10,871</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" 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">2</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Due after five years through ten
years</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">293</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">287</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">11</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">11</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Due after ten years</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">698</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">636</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">156</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">157</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; 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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">33,677</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">27,430</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">6,779</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">5,926</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Asset-backed 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">1,974</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">1,390</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">-</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">Equity/other 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">1,077</font></td>
<td style="BORDER-BOTTOM: #000000 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">1,080</font></td>
<td style="BORDER-BOTTOM: #000000 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</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">7</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 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>48,996</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>42,126</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>6,957</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b> </b><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 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>6,105</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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size=
"1"><i>Held-to-maturity securities on the balance sheet are
reported at amortized cost less the non-credit portion of an
other-than-temporary impairment recorded in OCI as a result of
adopting SFAS 115-2 (ASC 320-10). As of June 30, 2009, there
was $145 million in OCI.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The realized gross gains, realized gross
losses, and recognized gross impairments are 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="82%"></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-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>Net securities
losses</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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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 size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="6"><font face=
"Times New Roman" size="1">YTD</font></td>
<td style="BORDER-TOP: #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"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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>2Q09</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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">1Q09</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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">2Q08</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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="1">Realized gross gains</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>40</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1</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"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>43</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Realized gross losses</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>(6</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"> </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">(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"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(6</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </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">Recognized gross impairments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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>(290</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=
"right"><font face="Times New Roman" size="1">(298</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">)<sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"><i>(a)</i></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 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">(152</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=
"right"><font face="Times New Roman" size=
"1"><b>(588</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>)</b><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 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">(226</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total net securities 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="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(256</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(295</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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(152</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(551</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=
"right"><font face="Times New Roman" size="1">(225</font></td>
<td style="BORDER-BOTTOM: #000000 1px 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: 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"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Includes
$95 million resulting from the adverse impact of low interest rates
on a structured tax investment and $37 million of seed capital
write-downs.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!--##PBStart##-->
<!-- 8 Repeat_Hdr_Start * DO NOT REMOVE OR EDIT -->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="28%"></td>
<td valign="bottom" width="1%"></td>
<td width="71%"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<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 size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Temporarily impaired
securities</i></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At June 30, 2009, substantially all
of the unrealized losses on the securities portfolio were
attributable to wide credit spreads. We do not intend to sell these
securities and it is not more likely than not that we will have to
sell.</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following tables show the aggregate
related fair value of investments with a continuous unrealized loss
position for less than 12 months and those that have been in a
continuous unrealized loss position for greater than 12
months.</font></p>
</div>
<br clear="all" />
<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="63%"></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" valign="bottom">
<font face="Times New Roman" size="1"><b>Temporarily impaired
securities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap" align="middle" colspan="5">
<font face="Times New Roman" size="1">Less than 12
months</font></td>
<td style="BORDER-TOP: #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="5"><font face=
"Times New Roman" size="1">12 months or more</font></td>
<td style="BORDER-TOP: #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="5"><font face=
"Times New Roman" size="1">Total</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><i>(in
millions)</i></font></td>
<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">Fair<br />
value</font></td>
<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">Unrealized<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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">Fair<br />
value</font></td>
<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">Unrealized<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" align=
"right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">Unrealized<br />
losses</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>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>
<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"><b>Available-for-sale:</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 bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">U.S. Government 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">-</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,744</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,744</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">4</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">-</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">406</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">22</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">406</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">22</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Agency residential mortgage-backed
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">-</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">8,209</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">140</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">8,209</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">140</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">-</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">2,825</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">2,696</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">2,825</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">2,696</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">-</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">3,977</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">1,545</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">3,977</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">1,545</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">-</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">858</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">597</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">858</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">597</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">-</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">1,968</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">802</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">1,968</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">802</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Commercial mortgage-backed
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">-</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">2,496</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">747</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">2,496</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">747</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Asset-backed collateralized debt
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">17</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>
<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">300</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">94</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">317</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">101</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other asset-backed 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">110</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</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">927</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">484</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">1,037</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">489</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other 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">82</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</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">5,213</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">77</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">5,295</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</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="1">Equity 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">15</font></td>
<td style="BORDER-BOTTOM: #000000 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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">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="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">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="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">
<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>
</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="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">224</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">47</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">28,931</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,210</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">29,155</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,257</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Held-to-maturity:</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 bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">56</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">56</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">-</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">1,467</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">401</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">1,467</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">401</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">-</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">185</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">37</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">185</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">37</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">-</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">38</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</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">38</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</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">-</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">3,199</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">441</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">3,199</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">441</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="1">Commercial mortgage-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="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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 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</font></td>
<td style="BORDER-BOTTOM: #000000 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</font></td>
<td style="BORDER-BOTTOM: #000000 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</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="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,950</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">911</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,950</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">911</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 temporarily impaired
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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">224</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">47</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">33,881</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,121</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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">34,105</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8,168</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>Dec. 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>
<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"><b>Available-for-sale:</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 bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">U.S. Government obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">30</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">30</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">247</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">264</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">511</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Agency residential mortgage-backed
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">-</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">4,370</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">174</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">4,370</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">174</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">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">64</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">1,891</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">2,159</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">2,036</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">2,223</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">375</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">102</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">4,291</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">1,631</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">4,666</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">1,733</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">129</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">808</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">517</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">937</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">575</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">39</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">2,362</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">596</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">2,401</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">596</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Commercial mortgage-backed
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">136</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</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">2,295</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">748</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">2,431</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">803</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Asset-backed collateralized debt
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">70</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">50</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">349</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">116</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">419</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">166</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other asset-backed 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">89</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">989</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">476</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">1,078</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">479</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other 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">67</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">199</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">122</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">266</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">130</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="1">Other equity 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">10</font></td>
<td style="BORDER-BOTTOM: #000000 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">6</font></td>
<td style="BORDER-BOTTOM: #000000 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">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">
<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">
<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">43</font></td>
<td style="BORDER-BOTTOM: #000000 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">29</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="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,307</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">354</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">17,881</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6,576</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">19,188</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6,930</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Held-to-maturity:</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 bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Obligations of states and political
subdivisions</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">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">63</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">63</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Agency residential mortgage-backed
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">-</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">25</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">25</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A residential mortgage-backed
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">172</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">75</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">1,575</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">487</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">1,747</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">562</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime residential mortgage-backed
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">-</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">240</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">48</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">240</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">48</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime residential mortgage-backed
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">-</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">50</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">16</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">50</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">16</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other residential mortgage-backed
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">-</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">3,338</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">432</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">3,338</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">432</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">Commercial mortgage-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="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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 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">10</font></td>
<td style="BORDER-BOTTOM: #000000 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>
</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 securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">172</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">75</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,301</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">989</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5,473</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,064</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="1">Total temporarily impaired
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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,479</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">429</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">23,182</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,565</font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">24,661</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7,994</font></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##-->
<!-- 8 Repeat_Hdr_Start * DO NOT REMOVE OR EDIT -->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="28%"></td>
<td valign="bottom" width="1%"></td>
<td width="71%"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<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 size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2"><i>Other-than-temporary
impairment</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Upon acquisition of a security, the
Company decides whether it is within the scope of EITF 99-20 (ASC
325-40) or will be evaluated for impairment under SFAS 115 (ASC
320-10). Subsequently, if the security is downgraded we do not
alter this decision.</font></p>
<p style="MARGIN-TOP: 13px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">EITF 99-20 (ASC 325-40) is an
interpretation of SFAS 115 (ASC 320-10) for certain debt securities
which are beneficial interests in securitized financial assets.
Specifically, EITF 99-20 (ASC 325-40) provides incremental
impairment guidance for a subset of the debt securities within the
scope of SFAS 115 (ASC 320-10). For securities where there is no
debt rating at acquisition, and the security is a beneficial
interest in securitized financial assets, the Company uses the EITF
99-20 (ASC 325-40) impairment model. For securities where there is
no debt rating at acquisition and the security is not a beneficial
interest in securitized financial assets the Company uses the SFAS
115 (ASC 320-10) impairment model.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We routinely conduct periodic reviews to
identify and evaluate each investment security to determine whether
OTTI has occurred. Economic models are used to determine whether an
OTTI has occurred on these securities. While all securities are
considered, the securities primarily impacted by OTTI testing are
non-agency RMBS and HELOCs. For each non-agency RMBS in the
investment portfolio (including but not limited to those whose fair
value is less than their amortized cost basis), an extensive,
regular review is conducted to determine if an OTTI has occurred.
Various inputs to the economic models are used to determine if an
unrealized loss on non-agency RMBS is other-than-temporary. The
most significant inputs are:</font></p>
<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="28"><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">Default rate
– the number of securities expected to go into default each
quarter which is driven by the roll rate of loans in each
performance bucket that will migrate to default; and</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="28"><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">Severity
– the loss expected to be realized when a loan
defaults</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 13px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">To determine if the unrealized loss for
non-agency RMBS is other-than-temporary, we project total estimated
defaults of the underlying assets (mortgages) and multiply that
calculated amount by an estimate of realizable value upon sale in
the marketplace (severity) in order to determine the projected
collateral loss. We also evaluate the current credit</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">enhancement underlying the bond to
determine the impact on cash flows. If we determine that a given
RMBS position will be subject to a write-down or loss, we record
the expected credit loss as a charge to earnings.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In the first half of 2009, the housing
market indicators and the broader economy continued to deteriorate.
To reflect the declining value of homes in the current environment,
we adjusted our non-agency RMBS loss severity assumptions to
decrease the amount we expect to receive to cover the value of the
original loan.</font></p>
<p style="MARGIN-TOP: 13px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In addition, we have estimated the
expected loss by taking into account observed performance of the
underlying securities, industry studies, market forecasts, as well
as our view of the economic outlook affecting bond
collateral.</font></p>
<p style="MARGIN-TOP: 13px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The table below shows the projected
weighted-average default rates and loss severities for
recent-vintage (i.e., 2007, 2006 and late 2005) non-agency RMBS
portfolios at June 30, 2009 and Dec. 31, 2008.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 13px; 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="51%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"9"><font face="Times New Roman" size="1"><b>Projected
weighted-average default rates and severities</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="3"><font face="Times New Roman" size="1">June 30,
2009</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="3"><font face="Times New Roman" size="1">Dec. 31,
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" align=
"middle"><font face="Times New Roman" size="1">Default<br />
Rate</font></td>
<td 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">Severity</font></td>
<td 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">Default<br />
Rate</font></td>
<td 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">Severity</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1"><b>32%</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1"><b>48%</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1">28%</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1">43%</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1"><b>56%</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1"><b>64%</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1">56%</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="middle"><font face="Times New Roman"
size="1">59%</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">Prime</font></p>
</td>
<td 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>13%</b></font></td>
<td 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>37%</b></font></td>
<td 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">14%</font></td>
<td 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">31%</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The HELOC portfolio holdings are
regularly evaluated for potential OTTI. The HELOC securities credit
enhancement is provided by a combination of excess spread,
over-collateralization, subordination, and a note insurance policy
provided by a monoline insurer. For the HELOC holdings, the rating
is highly dependent upon the rating of the monoline insurance
provider.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">If a monoline insurer experiences a
credit rating downgrade and it is determined that the monoline
insurer may not be able to meet its obligations, the HELOC holdings
guaranteed by that insurer are further evaluated based on the deal
collateral and structure without the insurer guarantee. Potential
losses are compared to the available total coverage provided by
excess spread, over-collateralization and subordination for each
bond to determine OTTI.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<!--##PBStart##-->
<!-- 8 Repeat_Hdr_Start * DO NOT REMOVE OR EDIT -->
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="28%"></td>
<td valign="bottom" width="1%"></td>
<td width="71%"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<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 size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following table provides the detail
of securities portfolio losses. Securities write-downs in 2008
reflect mark-to-market (both credit and non-credit) impairment
write-downs.</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="56%"></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size=
"1"><b>Net securities losses (impairment charges)</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" colspan=
"2"> <font 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" colspan=
"2"> <font 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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font 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; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="6"><font face=
"Times New Roman" size="1">YTD</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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>2Q09</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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">1Q09</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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">2Q08</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>114</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">125</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">72</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>239</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">72</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">European floating rate notes</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>66</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" 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"><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>70</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"> </font></td>
<td valign="bottom" align="right"><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">Credit cards</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>26</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" 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"><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>28</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Prime RMBS</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>9</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" 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"><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" 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"> </font></td>
<td valign="bottom" align="right"><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">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=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>4</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>
<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">30</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>22</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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">58</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subprime RMBS</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">-</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"><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" 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"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">-</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">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="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 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">143</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative"><i>(a)</i></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 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">50</font></td>
<td style="BORDER-BOTTOM: #000000 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>179</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></b><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 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">95</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">Total net securities 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="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>256</b></font></td>
<td style="BORDER-BOTTOM: #000000 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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">295</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">152</font></td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>551</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">225</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="21"><font face=
"Times New Roman" size="1"><i><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font face="Times New Roman" size="1"><i>Includes
$95 million resulting from the adverse impact of low interest rates
on a structured tax investment and $37 million of seed capital
write-downs.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following tables reflect investment
securities credit losses recorded in earnings. The beginning
balance represents the credit loss component for which OTTI
occurred on debt securities in prior periods. The additions
represent the first time a debt security was credit impaired or
when subsequent credit impairments have occurred.</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="88%"></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="1"><b>Debt
securities credit loss roll forward</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1"><b>QTD</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Beginning balance as of March 31,
2009</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>735</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Add: Initial OTTI credit
losses</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>185</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">Subsequent OTTI credit losses</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>105</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Less: Realized losses for securities
sold</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Securities intended or required to be
sold</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>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Increases in expected cash flows on debt
securities</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>
</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">Ending balance as of June 30,
2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>1,025</b></font></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1"><b>Debt securities credit loss roll
forward</b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>YTD</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Beginning balance as of Dec. 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>535</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">Add: Initial OTTI credit
losses</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>343</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Subsequent OTTI credit losses</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>147</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">Less: Realized losses for securities
sold</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>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Securities intended or required to be
sold</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>
</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">Increases in expected cash flows on 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>
</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">Ending balance as of June 30,
2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 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>1,025</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"> </p>
</div>
</div>
2000000
85000000
-32195000000
30889000000
313000000
498000000
-1000000
4663000000
4393000000
24000000
281000000
<div>
<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="ARIAL"
size="2"><b>Note 1 - Basis of presentation</b></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 6px; MARGIN-BOTTOM: 0px">
 </p>
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 100%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The accounting and financial reporting
policies of The Bank of New York Mellon Corporation, a global
financial services company, conform to U.S. generally accepted
accounting principles (“GAAP”) and prevailing industry
practices. The preparation of financial statements in conformity
with U.S. GAAP requires management to make estimates based upon
assumptions about future economic and market conditions that affect
reported amounts and related disclosures in our financial
statements. Although our current estimates contemplate current
conditions and how we expect them to change in the future, it is
reasonably possible that in the remainder of 2009, actual
conditions could be worse than anticipated in those estimates,
which could materially affect our results of operations and
financial condition. Amounts subject to significant estimates are
items such as the allowance for loan losses and lending-related
commitments, goodwill and intangible assets, pension and
post-retirement obligations, the fair value of financial
instruments and other-than-temporary impairments. Among other
effects, such changes could result in future impairments of
investment securities, goodwill and intangible assets and
establishment of allowances for loan losses and lending related
commitments as well as increased pension and post-retirement
expense.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The accompanying consolidated financial
statements are unaudited. In the opinion of management, all
adjustments necessary for a fair presentation of financial
position, results of operations and cash flows for the interim
periods have been made. Certain other immaterial reclassifications
have been made to prior periods to place them on a basis comparable
with current period presentation. We have evaluated events
occurring subsequent to June 30, 2009 for potential
recognition or disclosure in the consolidated financial statements
through August 7, 2009.</font></p>
</div>
</div>
-20000000
-1000000
187000000
-14000000
33000000
438000000
16000000
-116000000
-54000000
23000000
3000000000
378000000
74000000
15428000000
11000000
108000000
187000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><b>Note 11 - Employee benefit
plans</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The components of net periodic benefit cost
(credit) are as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="46%"></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>
<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-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Net periodic benefit cost
(credit)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="34" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</font></td>
<td style="BORDER-TOP: #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 style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="10" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</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"
colspan="10" align="middle"><font size="1" face=
"Times New Roman">March 31, 2009</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"
colspan="10" align="middle"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><i>(in
millions)</i></font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Domestic<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Foreign<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Health<br />
care<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Health<br />
care<br />
benefits</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">24</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">36</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Expected return on assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(72</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(72</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(73</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net periodic benefit cost (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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="64%"></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-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Net periodic benefit cost
(credit)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="22" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td style="BORDER-TOP: #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 style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="10" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</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"
colspan="10" align="middle"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><i>(in
millions)</i></font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Domestic<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Foreign<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Health<br />
care<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Health<br />
care<br />
benefits</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>48</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">38</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>78</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">72</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Expected return on assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(144</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(146</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net periodic benefit cost (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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(11</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
</div>
283000000
0
43000000
1360000000
2100000000
3284000000
346000000
-1697000000
2586000000
3130000000
-3306000000
931000000
184000000
485000000
2000000
4000000
474000000
780000000
120000000
540000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 12 - Restructuring charge</b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">In the fourth quarter of 2008, we announced that,
due to weakness in the global economy, we would reduce our
workforce by approximately 4%, or an estimated 1,800 positions, and
as a result, recorded a pre-tax restructuring charge of $181
million. In the second quarter and first six months of 2009, we
recorded additional charges of $6 million</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">and $16 million, respectively associated
with this workforce reduction.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As of June 30, 2009, we have eliminated
approximately 1,300 positions. Severance payments related to these
positions are primarily paid over the salary continuance period in
accordance with the separation plan. We expect to substantially
complete this reduction by the end of 2009.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The following table presents the activity in the
restructuring reserve through June 30, 2009.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 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></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></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Restructuring charge reserve -
activity</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Severance</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="right">
<font size="1" face="Times New Roman">Stock-based<br />
incentive<br />
acceleration</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="right">
<font size="1" face="Times New Roman">Other<br />
compensation<br />
costs</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="right">
<font size="1" face="Times New Roman">Other<br />
non-personnel<br />
expenses</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"19"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Original restructuring charge at Dec. 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">166</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">181</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Additional charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Utilization</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(30</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(30</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"19"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Balance at March 31, 2009</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">144</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">161</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Additional charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Utilization</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(27</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(31</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"19"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman"><b>Balance at June 30, 2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>117</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>5</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>136</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"19"> </td>
<td> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The restructuring charges for the fourth quarter
of 2008 and first and second quarters of 2009 are presented below
by business segment. The charges were recorded in the Other segment
as this restructuring was a corporate initiative and not directly
related to the operating performance of these segments.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Restructuring charge by</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>segment</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>2Q09</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">1Q09</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">4Q08</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>Total<br />
restructuring<br />
charges</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Asset management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">64</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">71</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Asset servicing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">34</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">33</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Issuer services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">16</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Wealth management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Treasury services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Clearing services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other (including shared services)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">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" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">49</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total restructuring charges</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">181</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>197</b></font></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>
</div>
</div>
<div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face="ARIAL"
size="2"><b>Note 2 - Accounting changes and new accounting
pronouncements</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>SFAS No. 160 (ASC 810-10)
– Noncontrolling Interests and EITF 08-10 – Selected
SFAS No. 160 Implementation Questions</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In December 2007, the FASB issued SFAS
No. 160 (ASC 810-10) (“SFAS 160”),
“Noncontrolling Interests in Consolidated Financial
Statements, an amendment of ARB No. 51”.
SFAS 160 (ASC 810-10) amends</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">ARB No. 51 (ASC 810-10) to
establish accounting and reporting standards for the noncontrolling
interest in a subsidiary (i.e., minority interest) and for the
deconsolidation of a subsidiary. This statement applies to all
entities that prepare consolidated financial statements. This
statement clarifies that a noncontrolling interest in a subsidiary
is to be part of the equity of the controlling group and is to be
reported on the balance sheet within the equity section separately
from the Company’s equity as a distinct item. The equity
section of the balance sheet is required to present equity
attributable to both controlling and noncontrolling interests. The
carrying amount of the noncontrolling interest is adjusted to
reflect the change in ownership interest, and any difference
between the amount by which the noncontrolling interests are
adjusted and the fair value of the consideration paid or received
is recognized directly in equity attributable to the noncontrolling
interest (i.e., as additional paid in capital). Any transaction
that results in the loss of control of a subsidiary is considered a
remeasurement event with any retained interest remeasured at fair
value. The gain or loss recognized in income includes both the
realized gain or loss related to the portion of the ownership
interest sold and the gain or loss on the remeasurement to fair
value of the retained interest.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted SFAS 160 (ASC 810-10) on Jan.
1, 2009. As a result, effective Jan. 1, 2009, we reclassified $39
million of minority interest liabilities from liabilities to equity
on our balance sheet. Noncontrolling interests’ share of the
net loss was $2 million in the second quarter of 2009 and $1
million for the six months ended June 30, 2009.
Non-controlling interests’ share of net income was $1 million
in the first quarter of 2009, $6 million in the second quarter of
2008 and $15 million for the six months ended June 30,
2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>SFAS No. 141 (revised) (ASC
805-10) – Business Combinations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In December 2007, the FASB issued
SFAS No. 141 (ASC 805-10) (revised 2007)
(“SFAS 141 (R)”), “Business
Combinations.” SFAS 141 (R) (ASC 805-10)
requires all acquisitions of businesses to be measured at the fair
value of the net assets acquired rather than the cost allocation
process specified in SFAS No. 141 (ASC 805-10). The adoption
of SFAS 141(R) (ASC 805-10) did not have a</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font> </p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">significant impact on our financial
position or results of operations. However, any business
combination entered into beginning in 2009 may significantly impact
our financial position and results of operations compared with how
it would have been recorded under prior GAAP. Earnings volatility
could result, depending on the terms of the acquisition. This
statement requires deal costs, such as legal, investment banking,
and due diligence costs, to be expensed as incurred and requires
contingencies to be measured at fair value. The accounting
requirements of SFAS 141(R) (ASC 805-10) are applied on a
prospective basis for all transactions completed after the
effective date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>FASB Staff Position
(“FSP”) EITF 03-6-1 (ASC 260-10) –
Participating Securities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In June 2008, the FASB issued FSP EITF
03-6-1 (ASC 260-10), “Determining Whether Instruments Granted
in Share-Based Payment Transactions Are Participating
Securities”. This FSP addresses whether instruments granted
in share-based payment transactions are participating securities
prior to vesting and, therefore, need to be included in the
earnings allocation in computing EPS under the two-class method
described in SFAS No. 128 (ASC 260-10). The guidance in this
FSP applies to the calculation of EPS under SFAS 128 (ASC 260-10)
for share-based payment awards with rights to dividends or dividend
equivalents. Unvested share-based payment awards that contain
non-forfeitable rights to dividends or dividend equivalents
(whether paid or unpaid) are participating securities and shall be
included in the computation of EPS pursuant to the two-class
method. This FSP was effective Jan. 1, 2009. The adoption of this
FSP reduced basic EPS by approximately one cent for the year ended
Dec. 31, 2008. All prior period EPS data was adjusted to conform
with the provisions of this FSP.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>FSP SFAS No. 141 (R)-1(ASC
805-20) – Accounting for Assets Acquired and Liabilities
Assumed in a Business Combinations that Arise from
Contingencies</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">On April 1, 2009, the FASB issued
FSP SFAS No. 141 (R)-1 (ASC 805-20)
(“SFAS 141(R)-1”), “Accounting for Assets
Acquired and Liabilities Assumed in a Business Combination That
Arise from Contingencies”. SFAS 141(R)-1
(ASC 805-20) amends SFAS 141(R) (ASC 805-10) to
require that assets acquired and liabilities assumed in a business
combination that arise from contingencies be recognized at fair
value, as</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">determined in accordance with SFAS 157
(ASC 820-10), if the acquisition-date fair value can be reasonably
determined. If the acquisition-date fair value of such an asset or
liability cannot be reasonably determined, the asset or liability
would be measured at the amount that would be recognized for
liabilities in accordance with SFAS 5 (ASC 450-10) and FIN 14 (ASC
450-20). The disclosure requirements of SFAS 141 (R)-1 (ASC 805-20)
apply to business combination transactions completed subsequent to
Dec. 31, 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>SFAS No. 161 (ASC 815-10)
– Disclosures about Derivative Instruments and Hedging
Activities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In March 2008, the FASB issued SFAS
No. 161 (ASC 815-10), “Disclosures about Derivative
Instruments and Hedging Activities—an amendment of FASB
Statement No. 133” (“SFAS 161”). SFAS
No. 161 (ASC 815-10) requires entities to disclose the fair
value of derivative instruments and their gains or losses in
tabular format and information about credit-risk-related contingent
features in derivative agreements, counterparty credit risk, and
strategies and objectives for using derivative instruments.
Entities are required to provide enhanced disclosures about how and
why an entity uses derivative instruments, how derivative
instruments and related hedged items are accounted for under
Statement 133 (ASC 815-10) and how derivative instruments and
related hedged items affect an entity’s financial position,
financial performance and cash flows. Note 18 reflects the
disclosure requirements of SFAS 161 (ASC 815-10).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>FSP No. SFAS 142-3 (ASC 350-30)
– Useful Life of Intangible Assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Effective Jan. 1, 2009, FSP No. SFAS
142-3 (ASC 350-30) (“FSP 142-3”), “Determination
of the Useful Life of Intangible Assets”, amended the factors
that should be considered in renewal or extension assumptions used
to determine the useful life and initial fair value of recognized
intangible assets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The Company estimates the fair value of
intangible assets at acquisition generally on the basis of an
income approach using discounted estimated cash flows. For customer
relationship and customer contract intangibles, the expected
renewals by customers are included in estimating the period over
which cash flows will be generated to the Company.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font> </p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">Estimates of customer renewals are
generally based upon the historical information of the acquired
intangible assets, and also consider the Company’s own
historical experience with similar types of customer relationships
and contracts. In the absence of historical information or our own
experience, we use assumptions market participants would expect to
use consistent with the highest and best use of the
assets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Intangibles are amortized over the
periods of and in a pattern that is consistent with the
identifiable cash flows, or on a straight-line method over the
benefit period if the pattern of cash flows is not
estimable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The initial application of this FSP did
not impact the Company as it already considers expected customer
renewals or extensions in cash flow estimates used to estimate fair
values and useful lives. The Company does not capitalize any costs
incurred that may contribute to the renewal or extension of any
customer relationship and contract intangibles.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>FSP SFAS 115-2 and SFAS 124-2 (ASC
320-10) – Other-Than-Temporary Impairment</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In April 2009, the FASB issued FSP SFAS
No. 115-2 and SFAS 124-2 (ASC 320-10), “Recognition and
Presentation of Other-Than-Temporary Impairments”
(“SFAS 115-2”). This FSP replaced the “intent and
ability” indication in current guidance by specifying that
(a) if a company does not have the intent to sell a debt
security prior to recovery and (b) it is more likely than not
that it will not have to sell the debt security prior to recovery,
the security would not be considered other-than-temporarily
impaired unless there is a credit loss. When an entity does not
intend to sell the security and it is more likely than not that the
entity will not have to sell the security before recovery of its
cost basis, it will recognize the credit component of an
other-than-temporary impairment of a debt security in earnings and
the remaining portion in other comprehensive income. For
held-to-maturity debt securities, the amount of OTTI recorded in
OCI for the non-credit portion of a previous OTTI should be
amortized prospectively over the remaining life of the security on
the basis of the timing of future estimated cash flows of the
security.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">SFAS 115-2 (ASC 320-10) requires
entities to initially apply the provisions of the standard to
previously other-than-temporarily impaired debt securities (i.e.
debt securities that</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">the entity does not intend to sell and
that the entity is not more likely than not required to sell before
recovery) existing as of the date of initial adoption by making a
cumulative-effect adjustment to the opening balance of retained
earnings in the period of adoption. The cumulative-effect
adjustment reclassifies the noncredit portion of a previously
other-than-temporarily impaired debt security held as of the date
of initial adoption to accumulated OCI from retained
earnings.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">This FSP also amends the disclosure
provisions of Statement 115 (ASC 320-10) for both debt and equity
securities. The FSP requires disclosures in interim and annual
periods for major security types identified on the basis of how an
entity manages, monitors and measures its securities and the nature
and risks of the security. We adopted SFAS 115-2 (ASC 320-10)
effective Jan 1, 2009. As a result of adopting this guidance, the
Company recorded a cumulative-effect adjustment as of the beginning
of the first quarter of 2009 of $676 million (after-tax) to
reclassify the non-credit component of the previously recognized
OTTI from retained earnings to accumulated OCI (for those
securities where management does not intend to sell the security
and it is not more likely than not that the Company will be
required to sell the securities before recovery).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>FSP SFAS 157-4 (ASC 820-10) –
Nonactive Markets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In April 2009, the FASB issued FSP SFAS
No. 157-4 (ASC 820-10), “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” (“SFAS 157”). This FSP states that the
fair value of an asset, when the market is not active, is the price
that would be received to sell the asset in an orderly transaction
(that is, not a forced liquidation or distressed sale) between
market participants at the measurement date under current market
conditions (that is, the inactive market). Entities will need to
conclude whether a transaction was orderly based on the weight of
evidence. When estimating fair value, entities should place more
weight on transactions that the company concludes are orderly and
less weight on transactions for which the entity does not have
sufficient information to conclude whether the transaction is
orderly. This FSP also amends the disclosure provisions of SFAS 157
(ASC 820-10) to require entities to disclose on interim and annual
periods the inputs and valuation techniques used to</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font> </p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">measure fair value. We adopted this FSP
as of Jan. 1, 2009. As a result of adopting this guidance, the fair
value of the Company’s debt securities portfolio, recorded in
accumulated other comprehensive income at June 30, 2009, was
measured at $98 (after-tax) higher than if it had not adopted this
guidance and relied solely on pricing sources.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>FSP SFAS No. 107-1 and APB
No. 28-1 (ASC 825-10) – Interim Disclosures About Fair
Value of Financial Instruments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In April 2009, the FASB issued FSP SFAS
No. 107-1 and APB No. 28-1 (ASC 825-10), “Interim
Disclosures about Fair Value of Financial Instruments”
(“SFAS 107”). This FSP amends SFAS 107 (ASC 825-10) and
APB Opinion No. 28 (ASC 270-10) to require disclosures about
fair value of financial instruments in interim financial statements
as well as in annual financial statements. These disclosures were
effective June 30, 2009. Note 15 reflects these disclosures
requirements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>SFAS No. 165 (ASC 855-10)
– Subsequent Events</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In May 2009, the FASB issued SFAS
No. 165 (ASC 855-10), “Subsequent Events”
(“SFAS 165”). This statement establishes 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. SFAS No. 165 (ASC
855-10) renames type one and type two subsequent events as
“recognized” subsequent events and
“non-recognized” subsequent events. For recognized
subsequent events, an entity shall recognize in the financial
statements the effects of all subsequent events that provide
additional evidence about conditions that existed at the date of
the balance sheet, including the estimates inherent in the process
of preparing financial statements. For unrecognized subsequent
events, an entity shall not recognize subsequent events about
conditions that did not exist at the date of the balance sheet but
that arose after the balance sheet date. Adoption of SFAS 165 (ASC
855-10) had no impact on our results of operations at June 30,
2009.</font></p>
</div>
</div>
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><b>Note 20 - Business segments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Business segments accounting
principles</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our segment data has been determined on an
internal management basis of accounting, rather than the generally
accepted accounting principles used for consolidated financial
reporting. These measurement principles are designed so that
reported results of the segments will track their economic
performance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Segment results are subject to
reclassification whenever improvements are made in the</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">measurement principles or when
organizational changes are made.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The accounting policies of the business
segments are the same as those described in Note 1 to the
Consolidated Financial Statements in the Company’s 2008
Annual Report on Form 10-K, except that other fee revenue and net
interest revenue differ from the amounts shown in the Consolidated
Income Statement because amounts presented in Business segments are
on an FTE basis.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">In the second quarter of 2009, the financial
results of MUNB were moved from the Other segment into discontinued
operations. Historical results in the Other segment have been
restated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The operations of acquired businesses are
integrated with the existing business segments soon after most
acquisitions are completed. As a result of the integration of staff
support functions, management of customer relationships, operating
processes and the financial impact of funding acquisitions, we
cannot precisely determine the impact of acquisitions on income
before taxes and therefore do not report it.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">We provide segment data for seven segments, with
certain segments combined into sector groupings as shown
below.</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="51%"></td>
<td valign="bottom" width="2%"></td>
<td width="47%"></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1" face=
"Times New Roman"><b>Sector/Segment</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-RIGHT: #000000 1px solid"
valign="bottom"><font size="1" face="Times New Roman"><b>Primary
types of revenue</b></font></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Asset and Wealth Management sector</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Asset Management segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Asset and wealth
management fees from:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Mutual funds</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Institutional
clients</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Private clients</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Performance fees</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Distribution and
servicing fees</font></p>
</td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Wealth Management segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">•   Wealth management fees
from high-net-worth individuals and families, family offices and
business enterprises, charitable gift programs, and foundations and
endowments</font></p>
</td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Institutional Services sector</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Asset Servicing segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Asset servicing fees,
including:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Institutional trust and
custody fees</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Broker-dealer
services</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Securities lending</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Foreign
exchange</font></p>
</td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Issuer Services segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Issuer services fees,
including:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Corporate trust</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Depositary
receipts</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Employee investment plan
services</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Shareowner
services</font></p>
</td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Clearing Services segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">•   Clearing services fees,
including broker-dealer and registered investment advisor
services</font></p>
</td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Treasury Services segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Treasury services fees,
including:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Global payment
services</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font size="2" face="Times New Roman">Working capital
solutions</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Financing-related
fees</font></p>
</td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px"
valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Other segment</font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid"
valign="bottom">
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Leasing
operations</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Corporate treasury
activities</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Global markets and
institutional banking services</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   Business
exits</font></p>
<p style=
"MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em">
<font size="2" face=
"Times New Roman">•   M&I
expenses</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><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Business segment information is reported on a
continuing operations basis for all periods presented. See Note 4
to the Notes to Consolidated Financial Statements for a discussion
of discontinued operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The results of our business segments are
presented and analyzed on an internal management reporting
basis:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Revenue
amounts reflect fee and other revenue generated by each segment.
Fee and other revenue transferred between segments under revenue
transfer agreements is included within other revenue in each
segment.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Revenues and
expenses associated with specific client bases are included in
those segments. For example, foreign exchange activity associated
with clients using custody products is allocated to the Asset
Servicing segment.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Net interest
revenue is allocated to segments based on the yields on the assets
and liabilities generated by each segment. We employ a funds
transfer pricing system that matches funds with the specific assets
and liabilities of each segment based on their interest sensitivity
and maturity characteristics.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">The measure
of revenues and pre-tax profit or loss by a segment has been
adjusted to present segment data on an FTE basis.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Support and
other indirect expenses are allocated to segments based on
internally-developed methodologies.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">The FDIC
special emergency deposit assessment is considered a corporate
charge and was therefore recorded in the Other segment. Recurring
FDIC expense is allocated to segments based on average deposits
generated within each segment.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Support
agreement charges are recorded in the segment in which the charges
occurred.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Restructuring
charges are a result of corporate initiatives and therefore are
recorded in the Other segment.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Balance sheet
assets and liabilities and their related income or expense are
specifically assigned to each segment. Segments with a net
liability position have been allocated assets.</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="12" align="left"><font size="2" face=
"Times New Roman">•</font></td>
<td valign="top" width="1"><font size="1"> </font></td>
<td valign="top" align="left">
<p align="left"><font size="2" face="Times New Roman">Goodwill and
intangible assets are reflected within individual business
segments.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following consolidating schedules show
the contribution of our segments to our overall
profitability.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="37%"></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>
<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-TOP: #000000 1px solid" valign="bottom" colspan=
"36"><font size="1" face="Times New Roman"><b>For the quarter ended
June 30, 2009</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 size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>(dollar amounts in</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>millions, presented on</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>an FTE basis)</i></font></p>
</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" align="middle"><font size="1" face=
"Times New Roman"><b>Asset<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Wealth<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman"><b>Total</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman"><b>Asset and<br />
Wealth<br />
Management<br />
Sector</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="2" align="middle"><font size="1" face=
"Times New Roman"><b>Asset<br />
Servicing</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Issuer<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Clearing<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Treasury<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
Institutional<br />
Services<br />
Sector</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Other<br />
Segment</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
Continuing<br />
Operations</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Fee and other revenue</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>529</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>140</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>669</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>893</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>410</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>314</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>195</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,812</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(216</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,265</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Net interest revenue</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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>49</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>58</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>211</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>185</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>87</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>155</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>638</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>704</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Total revenue</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>538</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>189</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>727</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,104</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>595</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>401</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>350</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(208</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,969 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i><b> </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Provision for credit losses</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>61</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>61</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Noninterest expense</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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>474</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>146</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>620</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>710</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>323</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>263</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>206</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,502</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>261</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,383</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Income before taxes</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" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>64</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>43</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>107</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>394</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>272</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>144</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>948</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(530</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>525</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Pre-tax operating<br />
margin</b> <b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>41</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>N/M</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Average 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>12,377</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>9,131</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>21,508</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>58,289</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>52,152</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>17,014</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>24,861</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>152,316</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>32,402</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>206,226</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">
 </sup></b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i><b> </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"40"><font size="1" face="Times New Roman"><b>For the quarter ended
June 30, 2008</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>(dollar amounts in</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>millions, presented on</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>an FTE basis)</i></font></p>
</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" align="middle"><font size="1" face=
"Times New Roman">Asset<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Wealth<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Asset and<br />
Wealth<br />
Management<br />
Sector</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Asset<br />
Servicing</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Issuer<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Clearing<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Treasury<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Total<br />
Institutional<br />
Services<br />
Sector</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Other<br />
Segment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Total<br />
Continuing<br />
Operations</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fee and other revenue</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">796</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">161</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">957</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,090</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">479</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">323</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">255</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,147</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(104</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,000</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net interest 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">48</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">59</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">213</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">176</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">75</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">617</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">392</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">807</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">209</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,016</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,303</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">655</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">398</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">408</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,764</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(388</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,392 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision for credit losses</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">601</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">155</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">756</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">812</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">367</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">297</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">210</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,686</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">301</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2,743</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Income before 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">206</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">261</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">491</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">288</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">101</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">198</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,078</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(703</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">636</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Pre-tax operating<br />
margin <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">38</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">44</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">25</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">49</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Average 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">13,410</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10,254</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">23,664</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">54,763</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">35,167</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">17,395</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">21,227</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">128,552</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">41,381</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">193,597</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face="Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"> <i>(c)</i></sup> </font></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>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="37%"></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>
<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-TOP: #000000 1px solid" valign="bottom" colspan=
"40"><font size="1" face="Times New Roman"><b>For the six months
ended June 30, 2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>(dollar amounts in</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>millions, presented on</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>an FTE basis)</i></font></p>
</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" align="middle"><font size="1" face=
"Times New Roman"><b>Asset<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Wealth<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman"><b>Total</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman"><b>Asset and<br />
Wealth<br />
Management<br />
Sector</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="2" align="middle"><font size="1" face=
"Times New Roman"><b>Asset<br />
Servicing</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Issuer<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Clearing<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Treasury<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman"><b>Total<br />
Institutional<br />
Services</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman"><b>Sector</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="2" align="middle"><font size="1" face=
"Times New Roman"><b>Other<br />
Segment</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
Continuing<br />
Operations</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Fee and other revenue</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,008</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>281</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,289</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,723</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>814</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>635</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>434</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,606</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(486</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,409</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Net interest revenue</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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>99</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>124</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>460</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>385</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>169</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>313</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,327</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>32</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,483</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Total revenue</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,033</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>380</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,413</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,183</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,199</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>804</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>747</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,933</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(454</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>5,892 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i><b> </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Provision for credit losses</b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>120</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>120</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Noninterest expense</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" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>927</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>285</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,212</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,422</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>641</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>522</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>407</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,992</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>459</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>4,663</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Income before taxes</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" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>106</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>95</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>201</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>761</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>558</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>282</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>340</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,941</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(1,033</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,109</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Pre-tax operating margin</b> <b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></b></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>47</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>N/M</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Average 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>12,506</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>9,370</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>21,876</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>61,702</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>51,507</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>17,803</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>26,800</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>157,812</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>32,270</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>211,958</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">
 </sup></b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i><b> </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"40"><font size="1" face="Times New Roman"><b>For the six months
ended June 30, 2008</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>(dollar amounts in</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><i>millions, presented on</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>an FTE basis)</i></font></p>
</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" align="middle"><font size="1" face=
"Times New Roman">Asset<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Wealth<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Asset and<br />
Wealth<br />
Management<br />
Sector</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Asset<br />
Servicing</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Issuer<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Clearing<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Treasury<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Total<br />
Institutional<br />
Services<br />
Sector</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Other<br />
Segment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></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" align="middle"><font size="1" face=
"Times New Roman">Total<br />
Continuing<br />
Operations</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fee and other revenue</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,548</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">327</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,875</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,197</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">886</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">626</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">482</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4,191</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(75</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5,991</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net interest 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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">26</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">120</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">435</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">329</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">150</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">335</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,249</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(228</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,574</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">421</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,995</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,632</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,215</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">776</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">817</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5,440</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(303</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,132 </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision for credit losses</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">28</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">27</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,220</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">310</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,530</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,570</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">705</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">566</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">422</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3,263</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">552</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5,345</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Income before 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">354</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">112</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">466</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,062</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">510</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">210</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">395</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2,177</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(883</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1,760</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Pre-tax operating margin <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">22</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">27</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">23</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">40</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">42</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">27</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">48</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">40</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">25</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Average 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 size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">13,324</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10,375</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">23,699</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">53,616</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">33,697</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16,902</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">22,690</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">126,905</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">45,264</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman">195,868 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face="Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(c)</i></sup> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face=
"Times New Roman"><i>Consolidated results include FTE impact of $12
million in the second quarter of 2009, $15 million in the second
quarter of 2008, $24 million in the first six months of 2009 and
$30 million in the first six months of 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Income
before taxes divided by total revenue.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Including
average assets of discontinued operations of $2,307 million for the
second quarter of 2009, $2,400 million for the second quarter of
2008, $2,336 million for the first six months of 2009 and $2,526
million for the first six months of 2008, consolidated average
assets were $208,533 million for the second quarter of 2009,
$195,997 million for the second quarter of 2008, $214,294 million
for the first six months of 2009 and $198,394 million for the first
six months of 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i>N/M—</i></font></td>
<td valign="top" align="left"><font size="1" face=
"Times New Roman"><i>Not meaningful.</i></font></td>
</tr>
</tbody>
</table>
</div>
19000000
1347000000
122000000
3000000000
23000000
7718000
1160620000
1158649000
-5747000
-6000000
-580000000
134000000
1085000000
4305000000
4944000000
1253000000
1280000000
218000000
102000000
544000000
27000000
736000000
2519000000
257000000
630000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 3 - Acquisitions and
dispositions</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">There were no material acquisitions or
dispositions in the second quarter of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In July 2009, we reached an agreement to
sell MUNB, our national bank subsidiary located in Florida, to
Banco Sabadell of Spain. The transaction is subject to regulatory
approvals and is expected to close by the first quarter of
2010.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We frequently structure our acquisitions
with both an initial payment and later contingent payments tied to
post-closing revenue or income growth. We record the fair value of
contingent payments as an additional cost of the entity acquired in
the period that the payment becomes probable. Contingent payments
totaled $16 million in the second quarter of 2009 and $25 million
in the first six months of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">At June 30, 2009, we were potentially
obligated to pay additional consideration which, using reasonable
assumptions for the performance of the acquired companies and joint
ventures based on contractual agreements, could range from
approximately $110 million to $150 million over the next four
years. None of the potential contingent additional consideration
was recorded as goodwill at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Acquisitions in 2008</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In January 2008, we acquired ARX Capital
Management (“ARX”). ARX is a leading independent asset
management business, headquartered in Rio de Janeiro, Brazil,
specializing in Brazilian multi-strategy, long/short and long only
investment strategies. The impact of this acquisition was not
material to earnings per share.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">On Dec. 31, 2008, we acquired the Australian
(Ankura Capital) and U.K. (Blackfriars Asset Management) businesses
from our Asset Management joint venture with WestLB. The impact of
this acquisition is not expected to be material to earnings per
share.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Dispositions in 2008</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In February 2008, we sold our B-Trade and
G-Trade execution businesses to BNY ConvergEx Group. These
businesses were sold at book value.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 8 Repeat_Hdr_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">On March 31, 2008, we sold a
portion of the Estabrook Capital Management business which reduced
our AUM by $2.4 billion. We retained approximately 30% of the AUM
which are primarily managed by the Wealth Management
segment.</font></p>
<p style=
"PADDING-BOTTOM: 3px; MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px">
<font size="2" face="Times New Roman">In June 2008, we sold Mellon
1</font><font size="1" face="Times New Roman"><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">st</sup></font>
<font size="2" face="Times New Roman">Business Bank, based in Los
Angeles, California. The sale reduced loan and deposit levels by
$1.1 billion and $2.8 billion, respectively. There was no gain or
loss recorded on this transaction.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">On Oct. 1, 2008, we sold the assets of
Gannett Welsh & Kotler, an investment management
subsidiary with approximately $8 billion in AUM.</font></p>
</div>
</div>
<div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font face="ARIAL"
size="2"><b>Note 14 - Securitizations and variable interest
entities</b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Securitizations</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In 2000, we purchased Dreyfus
Institutional Reserves Money Fund shares and sold the right to
receive the principal value of the shares in 2021 in a
securitization transaction and retained the rights to receive the
ongoing dividends from the shares.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In 2003, the Company securitized
quarterly variable rate municipal bonds, which are Aa3/AAA insured
bonds issued by borrowers rated no lower than A2/A+ by
Moody’s Investor Services and Standard & Poors. No
gain or loss was recognized on this transaction.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our retained interests in these
securitizations at June 30, 2009 and Dec. 31, 2008, are
approximately $150 million and $234 million, respectively, which
represents our maximum exposure to the securitizations. The Company
did not securitize any assets during the first half of
2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At June 30, 2009, the Company had
no asset-backed commercial paper conduits.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Variable Interest
Entities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">FIN 46(R) (ASC 810-10),
“Consolidation of Variable Interest Entities”
(“FIN 46(R)”) (ASC 810-10) applies to certain entities
in which equity investors do not have the characteristics of a
controlling financial interest or do not have sufficient equity at
risk for the entity to finance its activities without additional
subordinated financial support from other parties. The primary
beneficiary of a Variable Interest Entity (“VIE”) is
the party that absorbs a majority of the entity’s expected
losses, receives a majority of its expected residual returns or
both, as a result of holding variable interests. The Company is
required to consolidate entities for which it is the primary
beneficiary.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The Company’s VIEs generally
include retail, institutional and alternative investment funds
offered to its retail and institutional customers. The Company may
provide start-up capital in its</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">new funds and also earns fund management
fees. Performance fees are also earned on certain funds. The
Company is not contractually required to provide financial or any
other support to its VIEs. In addition, we provide trust and
custody services for a fee to entities sponsored by other
corporations in which we have no other variable
interest.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Primary beneficiary calculations are
prepared in accordance with FIN 46(R) (ASC 810-10). This evaluation
includes estimates of ranges and probabilities of losses and
returns from the funds. The calculated expected gains and expected
losses are allocated to the variable interests holders of the
funds, which are generally the fund’s investors and may
include the Company, in order to determine which entity is required
to consolidate the VIE, if any.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The start up capital invested in our
Asset Management VIEs as of June 30, 2009 has been included in
our financial statements as shown below:</font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt 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="56%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></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"><b>Other VIEs at June 30,
2009</b></font></p>
<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"><i>(in millions)</i></font></p>
</td>
<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">Assets</font></td>
<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">Liabilities</font></td>
<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">Maximum<br />
loss exposure</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Trading</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>27</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>27</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale</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</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"><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</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">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="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>245</b></font></td>
<td style="BORDER-BOTTOM: #000000 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"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>245</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="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"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>368</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</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"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>368</b></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>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt 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="56%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></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"><b>Other VIEs at Dec. 31,
2008</b></font></p>
<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"><i>(in millions)</i></font></p>
</td>
<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">Assets</font></td>
<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">Liabilities</font></td>
<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">Maximum<br />
loss exposure</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Trading</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">26</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">26</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale</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">102</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">102</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">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="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">272</font></td>
<td style="BORDER-BOTTOM: #000000 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">272</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="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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">400</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</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">400</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The Company has voluntarily provided
limited credit support to certain money market, collective,
commingled and separate account funds (the “Funds”).
Entering into such support agreements represents an event under FIN
46(R) (ASC 810-10), and its interpretations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In analyzing the Funds for which credit
support was provided, it was determined that interest rate risk and
credit risk are the two main risks that the funds are designed to
create and pass through to their investors. Accordingly, interest
rate and credit risk were analyzed to determine if the Company was
the primary beneficiary of each of the Funds.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Credit risk variability quantification
includes any potential future credit risk in a Fund and is
evaluated using credit ratings and default rates. The full marks on
any sensitive securities on watch are also included.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Interest rate variability quantification
includes the expected Fund yield. Standard deviations are used
along with the Fund’s market value to quantify the interest
rate risk expected in the Fund.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The Company’s analysis of the
credit risk variability and interest rate risk variability
associated with the supported Funds resulted in the Company not
being the primary beneficiary and therefore the Funds were not
consolidated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The table below shows the financial
statement items related to non-consolidated VIEs to which we have
provided credit support agreements:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt 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="56%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"1"><b>Credit supported VIEs at June 30, 2009</b></font></p>
<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"><i>(in millions)</i></font></p>
</td>
<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">Assets</font></td>
<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">Liabilities</font></td>
<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">Maximum<br />
loss exposure</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">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="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"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>182</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>161</b></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>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt 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="56%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"1"><b>Credit supported VIEs at Dec. 31, 2008</b></font></p>
<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"><i>(in millions)</i></font></p>
</td>
<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">Assets</font></td>
<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">Liabilities</font></td>
<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">Maximum<br />
loss exposure</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">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="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">248</font></td>
<td style="BORDER-BOTTOM: #000000 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">142</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Certain funds have been created solely
with securities that are subject to credit support agreements where
we have agreed to absorb the majority of loss. Accordingly, these
funds have been consolidated into the Company and have affected the
following financial statement items:</font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px; LINE-HEIGHT: 0px; BORDER-BOTTOM: #000000 0.5pt 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="56%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"1"><b>Consolidated VIEs at June 30, 2009</b></font></p>
<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"><i>(in millions)</i></font></p>
</td>
<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">Assets</font></td>
<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">Liabilities</font></td>
<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">Maximum<br />
loss exposure</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale</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>38</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>38</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">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="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"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>139</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>
</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="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"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>139</b></font></td>
<td style="BORDER-BOTTOM: #000000 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>61</b></font></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>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="56%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="top">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"1"><b>Consolidated VIEs at Dec. 31, 2008</b></font></p>
<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"><i>(in millions)</i></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="right" colspan="2"><font face=
"Times New Roman" size="1">Assets</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="right" colspan="2"><font face=
"Times New Roman" size="1">Liabilities</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="right" colspan="2"><font face=
"Times New Roman" size="1">Maximum<br />
loss exposure</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Available-for-sale</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">26</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">26</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">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="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 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">353</font></td>
<td style="BORDER-BOTTOM: #000000 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">47</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="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">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">353</font></td>
<td style="BORDER-BOTTOM: #000000 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">73</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The maximum loss exposure shown above
for the credit support agreements provided to the Company’s
VIEs primarily reflects a complete loss on the Lehman Brothers
Holdings Inc. securities for the Company’s clients that
accepted our offer of support. As of June 30, 2009, the
Company recorded $283 million in liabilities related to its VIEs
for which credit support agreements were provided.</font></p>
</div>
</div>
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 8 - Other assets</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="73%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Other assets</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Accounts receivable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,894</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b> </b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i><b> </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">4,057</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Corporate/bank owned life insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,806</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,781</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Equity in joint ventures and other investments
<i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,360</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,421</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fails to deliver</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,384</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,394</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Margin deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>344</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,275</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Software</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>580</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">607</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Prepaid expenses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>696</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">422</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Prepaid pension assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>404</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">371</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Due from customers on acceptances</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>329</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">265</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>464</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">430</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>15,261</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">15,023</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
$800 million deposited with the IRS to mitigate interest costs
associated with a disputed tax assessment.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
Federal Reserve Bank stock of $392 million and $342 million,
respectively, at cost.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
</div>
<br clear="all" /></div>
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 7 - Allowance for credit losses</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The allowance for credit losses is
maintained at a level that, in management’s judgment, is
adequate to absorb probable losses associated with specifically
identified loans, as well as estimated probable credit losses
inherent in the remainder of the credit portfolio at the balance
sheet date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We conduct a quarterly portfolio review to
determine the adequacy of our allowance for credit losses.
Following this review, senior management analyzes the results and
determines the allowance for credit</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">losses. The Risk Committee of our Board
of Directors reviews the allowance as of the end of each
quarter.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Transactions in the allowance for credit
losses are summarized as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>For the quarter ended<br />
June 30, 2009</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for loan<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for lending-<br />
related<br />
commitments</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for credit<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Balance at March 31, 2009</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">470</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">89</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">559</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Transferred to discontinued operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(38</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(40</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Charge-offs:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(25</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(25</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other residential mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top" nowrap="nowrap">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(54</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(54</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Net charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(54</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(54</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">56</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Balance at June 30, 2009</b> <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>434</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>92</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>526</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Excludes
discontinued operations</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>For the quarter ended<br />
June 30, 2008</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for loan<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for lending-<br />
related<br />
commitments</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for credit<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Balance at March 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">314</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">173</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">487</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Charge-offs:</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other residential mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top" nowrap="nowrap">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(15</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(15</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Recoveries:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Leasing</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Net charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Sale of M1BB</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"> <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Balance at June 30, 2008</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" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>353</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>133</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>486</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b> </b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i><b> </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>The
provision for credit losses includes discontinued operations of $12
million. The allowance for credit losses includes discontinued
operations of $28 million.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>For the six months ended<br />
June 30, 2009</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for loan<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for lending-<br />
related<br />
commitments</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for credit<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Balance at Dec. 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">415</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">114</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">529</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Transferred to discontinued operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(38</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(40</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Charge-offs:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(47</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(47</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(30</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(30</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other residential mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(105</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(105</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Recoveries – Leasing</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Net charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(104</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(104</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">161</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"> <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Balance at June 30, 2009 </b><i><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>434</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>92</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>526</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>The
provision for credit losses includes discontinued operations of $21
million.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Excludes
discontinued operations.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="49%"></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>For the six months ended<br />
June 30, 2008</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for loan<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for lending-<br />
related<br />
commitments</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Allowance<br />
for credit<br />
losses</font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Balance at Dec. 31, 2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">327</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">167</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">494</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Charge-offs:</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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(29</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(29</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Recoveries:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Leasing</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Net charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(26</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Sale of M1BB</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">SFAS 159 (ASC 825-10) adoption</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">73</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"> <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Balance at June 30, 2008</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" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>353</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>133</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>486</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b> </b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i><b> </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>The
provision for credit losses includes discontinued operations of $14
million. The allowance for credit losses includes discontinued
operations of $28 million.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 10 - Noninterest expense</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following table provides a breakdown of
total noninterest expense.</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="72%"></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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Noninterest
expense</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="10" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</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 size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></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" align="middle"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">March 31,<br />
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"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">June 30,<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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Staff <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,153</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,169</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,403</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,322</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,761</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Professional, legal and other purchased services
<i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>237</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">237</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">259</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>474</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">497</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net occupancy</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>142</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">139</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">138</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>281</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">266</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Distribution and servicing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>106</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">107</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">131</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>213</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">261</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Software</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">81</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">88</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>174</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">167</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Furniture and equipment</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>76</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">77</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">78</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>153</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">157</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Business development</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">44</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">75</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">140</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Sub-custodian <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">72</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">137</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Communications</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">25</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">33</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>54</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">65</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Clearing <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>31</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">27</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">21</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">30</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Support agreement charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Amortization of intangible assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">107</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">123</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>215</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">242</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">M&I expenses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">68</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">149</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>127</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">275</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Restructuring charges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">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 size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>249</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b> </b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">158</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">182</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>407</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b> </b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">342</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total 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 size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,383</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2,280</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">2,743</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>4,663</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5,345</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>In the
second quarter of 2009, certain temporary/consulting expenses were
reclassified from professional, legal and other purchased services
to staff expense. This reclassification totaled $24 million in the
first quarter of 2009, $19 million in the second quarter of 2008
and $32 million in the first six months of 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>In the
second quarter of 2009, global sub-custodian out-of-pocket expense
related to client reimbursements was reclassified from
sub-custodian expense to asset servicing revenue. This
reclassification totaled $- million in the first quarter of 2009,
$10 million in the second quarter of 2008 and $14 million in the
first six months of 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
$61 million of FDIC special assessment recorded in the second
quarter of 2009.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
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In the second quarter of 2009, global sub-custodian out-of-pocket expense related to client reimbursements was reclassified from sub-custodian expense to asset servicing revenue. This reclassification totaled $- million in the first quarter of 2009, $10 million in the second quarter of 2008 and $14 million in the first six months of 2008.
In the second quarter of 2009, certain temporary/consulting expenses were reclassified from professional, legal and other purchased services to staff expense. The reclassification totaled $24 million in the first quarter of 2009, $19 million in the second quarter of 2008 and $32 million in the first six months of 2008.
Includes the FDIC special assessment of $61 million recorded in the second quarter of 2009.
Basic and diluted earnings per share under the two-class method were calculated after deducting earnings allocated to participating securities of $1.7 million in the second quarter of 2009, $2.6 million in the first quarter of 2009, $2.2 million in the second quarter of 2008, $4.3 million in the first six months of 2009 and $7.9 million in the first six months of 2008.
Does not foot due to rounding.
Represents stock options, restricted stock, restricted stock units and warrants outstanding but not included in the computation of diluted average common shares because their effect would be anti-dilutive.
Includes $53 million of cash at the Federal Reserve Bank.
Includes $345 million (after-tax) related to OTTI.
Comprehensive income attributable to The Bank of New York Mellon Corporation shareholders for the six months ended June 30, 2009 and 2008 was $1,277 million and $(290) million.