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2.57
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49000000
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349000000
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114000000
10-Q
false
N.A.
2009-06-30
PNC FINANCIAL SERVICES GROUP INC
0000713676
PNC
--12-31
Yes
No
Yes
Large Accelerated Filer
-674000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 8
F<small>AIR</small> V<small>ALUE</small></i></b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Fair Value Measurement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">FASB ASC 820, <i>Fair Value Measurements
and Disclosures</i>, defines fair value as the price that would be
received to sell an asset or the price paid to transfer a liability
on the measurement date. The standard focuses on the exit price in
the principal or most advantageous market for the asset or
liability in an orderly transaction between willing market
participants. GAAP establishes a fair value reporting hierarchy to
maximize the use of observable inputs when measuring fair value and
defines the three levels of inputs as noted below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Level 1</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Quoted prices in active markets for
identical assets or liabilities. Level 1 assets and liabilities may
include debt securities, equity securities and listed derivative
contracts that are traded in an active exchange market and certain
US Government agency securities that are actively traded in
over-the-counter markets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Level 2</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Observable inputs other than Level 1
such as: quoted prices for similar assets or liabilities in active
markets, quoted prices for identical or similar assets or
liabilities in markets that are not active, or other inputs that
are observable or can be corroborated to observable market data for
substantially the full term of the asset or liability. Level 2
assets and liabilities may include debt securities, equity
securities and listed derivative contracts with quoted prices that
are traded in markets that are not active, and certain debt and
equity securities and over-the-counter derivative contracts whose
fair value is determined using a pricing model without significant
unobservable inputs. This category generally includes agency
residential and commercial mortgage-backed debt securities,
asset-backed securities, corporate debt securities, residential
mortgage loans held for sale, and derivative contracts.</font></p>
<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"><u>Level 3</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Unobservable inputs that are supported
by minimal or no market activity and that are significant to the
fair value of the assets or liabilities. Level 3 assets and
liabilities may include financial instruments whose value is
determined using pricing models with internally developed
assumptions, discounted cash flow methodologies, or similar
techniques, as well as instruments for which the determination of
fair value requires significant management judgment or estimation.
This category generally includes certain available for sale
securities, commercial mortgage loans held for sale, private equity
investments, trading securities, residential mortgage servicing
rights, BlackRock Series C Preferred Stock and financial derivative
contracts. The available for sale and trading securities within
Level 3 include non-agency residential mortgage-backed securities,
non-agency commercial mortgage-backed securities, auction rate
securities, certain private-issuer asset-backed securities and
corporate debt securities. Nonrecurring items, primarily certain
nonaccrual and other loans held for sale, commercial mortgage
servicing rights, equity investments and other assets are also
included in this category.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Assets and liabilities measured at fair
value on a recurring basis, including instruments for which PNC has
elected the fair value option, follow. The assets and liabilities
acquired from National City are included as of and for the six
months ended June 30, 2009 but were excluded as of
December 31, 2008, the acquisition date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Fair Value
Measurements—Summary</i></b></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="55%"></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="3%"></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 valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="11"><font face=
"Times New Roman" size="1">December 31, 2008 (j)</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">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" align=
"middle" colspan="2"><font face="Times New Roman" size="1">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" align=
"middle" colspan="2"><font face="Times New Roman" size="1">Level
3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap" align="middle" colspan="2">
<font face="Times New Roman" size="1">Total 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=
"middle" colspan="2"><font face="Times New Roman" size=
"1">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" align=
"middle" colspan="2"><font face="Times New Roman" size="1">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" align=
"middle" colspan="2"><font face="Times New Roman" size="1">Level
3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap" align="middle" colspan="2">
<font face="Times New Roman" size="1">Total 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="2">Assets</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Securities available for sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,528</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27,209</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,268</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>46,005</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">347</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21,633</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,837</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">26,817</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Financial derivatives (a)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,509</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>125</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,644</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">16</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,582</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">125</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">5,723</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage loans held 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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,885</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,885</b></font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading securities (c)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>888</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>911</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>126</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,925</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">89</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">529</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">73</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">691</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage servicing rights
(d)</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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,459</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,459</b></font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">6</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage loans held 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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,179</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,179</b></font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,400</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,400</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,160</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,161</b></font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">571</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">571</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Customer resale agreements
(e)</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,047</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,047</b></font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,072</font></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 face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,072</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans (f)</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>72</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>72</b></font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font 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="2">Other assets (g)</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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>175</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>405</b></font></td>
<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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>580</b></font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">144</font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">144</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="2">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 face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,427</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>36,808</b></font></td>
<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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,722</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>60,957</b></font></td>
<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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">452</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">28,960</font></td>
<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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">7,012</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">36,424</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Liabilities</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Financial derivatives (h)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,843</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>203</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,051</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,387</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">4,411</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading securities sold short
(i)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>569</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>94</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>663</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">182</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">207</font></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 face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">389</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="2">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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>5</b></font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>5</b></font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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="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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">9</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>574</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,942</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>203</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>4,719</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">184</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4,603</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">22</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">4,809</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in other assets on the Consolidated Balance
Sheet.</font></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">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in loans held for sale on the Consolidated Balance
Sheet. PNC has elected the fair value option for certain commercial
and residential mortgage loans held for sale.</font></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">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in trading securities on the Consolidated Balance
Sheet. Fair value includes net unrealized gains of $23 million at
June 30, 2009 compared with net unrealized losses of $28
million at December 31, 2008.</font></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">(d)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in other intangible assets on the Consolidated Balance
Sheet.</font></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">(e)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in Federal funds sold and resale agreements on the
Consolidated Balance Sheet. PNC has elected the fair value option
for this item.</font></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">(f)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in loans on the Consolidated Balance Sheet. PNC has
elected the fair value option for residential mortgage loans
originated for sale. Certain of these loans have been subsequently
reclassified into portfolio loans.</font></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">(g)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Includes BlackRock Series C Preferred Stock.</font></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">(h)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in other liabilities on the Consolidated Balance
Sheet.</font></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)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in other borrowed funds on the Consolidated Balance
Sheet. These are all debt securities.</font></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">(j)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Excludes assets and liabilities associated with the acquisition
of National City.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Reconciliations of assets and
liabilities measured at fair value on a recurring basis using Level
3 inputs for the three months and six months ended June 30,
2009 and 2008 follow.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Three months ended June 30,
2009 and June 30, 2008</i></b></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="48%"></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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>Level 3 Instruments
Only</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" colspan="2"><font face="Times New Roman" size=
"1">Securities<br />
available<br />
for sale</font></td>
<td style="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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Financial</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">derivatives</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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
securities</font></td>
<td style="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">Residential<br />
mortgage<br />
servicing<br />
rights</font></td>
<td style="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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Commercial<br />
mortgage<br />
loans held</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">for sale (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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Equity<br />
investments</font></td>
<td style="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">Other<br />
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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total<br />
liabilities (c)</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">March 31, 2009</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,429</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>175</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,052</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,245</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,135</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>310</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18,458</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>101</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total realized/unrealized gains or
losses (a) :</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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in earnings (*)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>417</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>97</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>279</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>94</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in other comprehensive
income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>295</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>294</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchases, issuances, and settlements,
net</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(301</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(302</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</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="2">Transfers into Level 3, net</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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(7</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </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 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30, 2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,268</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>125</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>126</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,459</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,179</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,160</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>405</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,722</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>203</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(*)    Attributable
to unrealized gains or losses related to assets or liabilities held
at June 30, 2009:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(50</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>408</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>97</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>279</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>94</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>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="59%"></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 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 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-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">Securities<br />
available<br />
for sale</font></td>
<td style="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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Financial</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">derivatives</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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
securities</font></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">Commercial<br />
mortgage<br />
loans held<br />
for sale (b)</font></td>
<td style="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">Equity<br />
investments</font></td>
<td style="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">Other<br />
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=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">liabilities (c)</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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">March 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">233</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">90</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></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 face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,068</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">545</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,940</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">239</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total realized/unrealized gains or
losses (a):</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>
<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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in earnings (**)</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(50</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(68</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(96</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in other comprehensive
income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchases, issuances, and settlements,
net</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">428</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(414</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">35</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">58</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">11</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Transfers into Level 3, net</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">497</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">30</font></td>
<td style="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>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">527</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30, 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,154</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">85</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">30</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,604</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">572</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,453</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">154</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(**) Attributable to unrealized
gains or losses related to assets or liabilities held at
June 30, 2008:</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 face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(46</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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="2">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">Losses for assets are bracketed while losses for liabilities
are not.</font></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="2">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">We elected the fair value option for this item.</font></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="2">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">Comprised entirely of financial derivatives.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Six months ended June 30,
2009 and June 30, 2008</i></b></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="48%"></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 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>Level 3 Instruments
Only</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" colspan="2"><font face="Times New Roman" size=
"1">Securities<br />
available<br />
for sale</font></td>
<td style="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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Financial</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">derivatives</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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
securities</font></td>
<td style="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">Residential<br />
mortgage<br />
servicing<br />
rights</font></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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Commercial<br />
mortgage<br />
loans held</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">for sale (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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Equity<br />
investments</font></td>
<td style="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">Other<br />
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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Total<br />
liabilities (c)</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,837</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>73</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,400</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>571</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,012</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22</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="2">National City acquisition</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,063</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>32</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,019</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>610</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>40</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,800</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>16</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">January 1, 2009</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,900</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>160</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>105</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,025</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,401</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,181</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,812</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>38</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total realized/unrealized gains or
losses (a):</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"><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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in earnings (*)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(299</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>110</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>419</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(78</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>167</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>239</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>155</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in other comprehensive
income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>808</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></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>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>796</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchases, issuances, and settlements,
net</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(317</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(149</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(144</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>210</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(301</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9</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="2">Transfers into Level 3, net</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,176</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,176</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </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 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30, 2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,268</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>125</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>126</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,459</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,179</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,160</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>405</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18,722</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>203</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(*)    Attributable
to unrealized gains or losses related to assets or liabilities held
at June 30, 2009:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(299</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>403</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(72</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(74</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>167</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>134</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>158</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>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="59%"></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 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 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-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">Securities<br />
available<br />
for sale</font></td>
<td style="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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Financial</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">derivatives</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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
securities</font></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">Commercial<br />
mortgage<br />
loans held<br />
for sale (b)</font></td>
<td style="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">Equity<br />
investments</font></td>
<td style="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">Other<br />
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=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">liabilities (c)</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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2007</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">285</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">130</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,018</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">568</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,005</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">326</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Impact of FASB ASC 820 and FASB ASC
825-10 adoption</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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">January 1, 2008</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">285</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">132</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,020</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">568</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,009</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">326</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total realized/unrealized gains or
losses (a):</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>
<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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in earnings (**)</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(41</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(180</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">17</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(204</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(165</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in other comprehensive
income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(58</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(58</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchases, issuances, and settlements,
net</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">430</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(236</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">179</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </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="2">Transfers into Level 3, net</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">497</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">30</font></td>
<td style="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>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">527</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30, 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,154</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">85</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">30</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,604</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">572</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,453</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">154</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(**) Attributable to unrealized
gains or losses related to assets or liabilities held at
June 30, 2008:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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">
<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 face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(157</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(195</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(45</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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="2">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">Losses for assets are bracketed while losses for liabilities
are not.</font></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="2">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">We elected the fair value option for this item.</font></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="2">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">Comprised entirely of financial derivatives.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Net gains (realized and unrealized)
relating to Level 3 assets and liabilities were $84 million for the
first six months of 2009 compared with net losses of $39 million
for the comparable period of 2008. The net gains (realized and
unrealized) for the second quarter of 2009 were $185 million
compared with $28 million for second quarter 2008. These amounts
included net unrealized losses of $24 million and net unrealized
gains of $185 million, respectively, for the 2009 periods. The
comparable losses for the 2008 periods were $150 million and $29
million, respectively. These amounts were included in noninterest
income in the Consolidated Income Statement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">During the first six months of 2009,
securities transferred into Level 3 from Level 2 exceeded
securities transferred out by $8.2 billion. These primarily related
to non-agency residential and commercial mortgage-backed securities
where management determined that the volume and level of market
activity for these assets had significantly decreased. The lack of
relevant market activity for these securities resulted in
management incorporating the use of a discounted cash flow
technique that includes assumptions management believes willing
market participants would use to value the security under current
market conditions. The assumptions used include prepayment
projections, credit loss assumptions, and discount rates, which
include a risk premium due to liquidity and uncertainty, that are
based on both observable and unobservable inputs. We used the
discounted cash flow analysis, in conjunction with other relevant
pricing information obtained from either pricing services or broker
quotes, to establish the fair value that management believes is
most representative under current market conditions. Other Level 3
assets include commercial mortgage loans held for sale, certain
equity securities, auction rate securities, corporate debt
securities, trading securities, certain private-issuer asset-backed
securities, private equity investments, residential mortgage
servicing rights and other assets.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Details of available for sale and
trading securities measured at fair value on a recurring basis
follow.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Fair Value
Measurements—Available for sale and trading
securities</i></b></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="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-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 size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">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" align=
"middle" colspan="2"><font face="Times New Roman" size="1">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" align=
"middle" colspan="2"><font face="Times New Roman" size="1">Level
3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap" align="middle" colspan="2">
<font face="Times New Roman" size="1">Total 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="2">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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">US Treasury and government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,293</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>990</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>5,283</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage-backed:</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22,280</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>22,285</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,014</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>9,014</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed:</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,037</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,037</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,658</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>3,658</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>192</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,212</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,404</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">State and municipal</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,059</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>276</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,335</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other 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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,520</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>53</b></font></td>
<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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,573</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,293</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27,078</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,218</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>45,589</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="2">Corporate stocks 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>235</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>131</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>50</b></font></td>
<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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>416</b></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="2">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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,528</b></font></td>
<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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>27,209</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,268</b></font></td>
<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="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>46,005</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>842</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>873</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>97</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,812</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="2">Equity</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>46</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>29</b></font></td>
<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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>113</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total trading securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>888</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>911</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>126</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,925</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>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">Detailed reconciliations of available
for sale and trading securities measured at fair value on a
recurring basis using Level 3 inputs for the three months and six
months ended June 30, 2009 follow.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Three months ended June 30,
2009</i></b></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="46%"></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 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-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>Level 3 Instruments
Only</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Residential<br />
mortgage-<br />
backed</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">agency</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" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Residential<br />
mortgage-<br />
backed</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">non-agency</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" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Commercial<br />
mortgage-<br />
backed</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">non-agency</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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Asset-<br />
backed</font></td>
<td style="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">State
and<br />
municipal</font></td>
<td style="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">Other<br />
debt</font></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">Corporate<br />
stocks<br />
and 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=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">available</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">for sale<br />
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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
securities<br />
debt</font></td>
<td style="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">Trading<br />
securities<br />
equity</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="2">March 31, 2009</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9,281</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,428</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,319</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>291</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>51</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>53</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14,429</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>87</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total realized/unrealized gains or
losses:</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"><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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in earnings (*)</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(155</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in other comprehensive
income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>274</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>295</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchases, issuances, and settlements,
net</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(43</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2</b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(301</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><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="2">Transfers into Level 3, net</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>
<td style="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>
<td style="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-RIGHT: #000000 1px solid; 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30, 2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,014</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,658</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,212</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>276</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>53</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,268</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>29</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(*)    Amounts
attributable to unrealized gains or losses related to available for
sale and trading securities held at June 30, 2009:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(155</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></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"><b><i>Six months ended June 30,
2009</i></b></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="45%"></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-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>Level 3 Instruments
Only</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" colspan="2"><font face="Times New Roman" size=
"1">Residential<br />
mortgage-<br />
backed<br />
agency</font></td>
<td style="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">Residential<br />
mortgage-<br />
backed<br />
non-agency</font></td>
<td style="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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Commercial<br />
mortgage-<br />
backed</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">non-agency</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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Asset-<br />
backed</font></td>
<td style="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">State
and<br />
municipal</font></td>
<td style="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">Other<br />
debt</font></td>
<td style="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">Corporate<br />
stocks<br />
and 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=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">available</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">for sale<br />
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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Trading<br />
securities<br />
debt</font></td>
<td style="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">Trading<br />
securities<br />
equity</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="2">December 31, 2008</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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,304</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>337</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>833</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>271</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>34</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,837</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>56</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><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="2">National City acquisition</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>899</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>59</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>48</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,063</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>26</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">January 1, 2009</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,203</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>337</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>892</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>321</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>82</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,900</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>82</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total realized/unrealized gains or
losses:</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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in earnings (**)</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(248</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(299</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Included in other comprehensive
income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>583</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>325</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>808</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchases, issuances, and settlements,
net</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(214</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(44</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(317</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><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="2">Transfers into Level 3, net</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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,690</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,046</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>466</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(26</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,176</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30, 2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,014</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,658</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,212</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>276</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>53</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14,268</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>29</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(**) Amounts attributable to
unrealized gains or losses related to available for sale and
trading securities held at June 30, 2009:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(248</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(42</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(299</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </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>
<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">Interest income earned from trading
securities totaled $25 million for the first six months of 2009 and
$75 million in the first six months of 2008. For the second quarter
of 2009 and 2008, interest income related to trading securities
totaled $15 million and $31 million, respectively. These amounts
are included in other interest income in the Consolidated Income
Statement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Nonrecurring Fair Value
Changes</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We may be required to measure certain
other financial assets at fair value on a nonrecurring basis. These
adjustments to fair value usually result from the application of
lower-of-cost-or-fair value accounting or write-downs of individual
assets due to impairment. The amounts below for nonaccrual loans
and loans held for sale represent the carrying value of loans for
which adjustments are primarily based on the appraised value of
collateral or based on an observable market price, which often
results in significant management</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">assumptions and input with respect to
the determination of fair value. The fair value determination of
the equity investment resulting in an impairment loss included
below was based on observable market data for other comparable
entities as adjusted for internal assumptions and unobservable
inputs. The amounts below for commercial mortgage servicing rights
reflect an impairment of certain strata of these assets at
December 31, 2008 and recovery of both strata during the first
half of 2009. The fair value of commercial mortgage servicing
rights is estimated by using an internal valuation model. The model
calculates the present value of estimated future net servicing cash
flows considering estimates on servicing revenue and costs,
discount rates and prepayment speeds. Annually, this model is
subject to an internal review process to validate controls and
model results.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2"><b><i>Fair Value
Measurements—Nonrecurring (a)</i></b></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="62%"></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>
<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 valign="bottom"><font size="1"> </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="5"><font face=
"Times New Roman" size="1">Fair Value</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="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Gains (Losses)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">Three months ended</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 size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Gains (Losses)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Six months ended</font></p>
</td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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"><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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">December 31<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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1"><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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">June 30<br />
2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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"><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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">June 30<br />
2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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="2"><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"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Nonaccrual loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>603</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">250</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(181</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(249</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(26</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held for sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>14</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">101</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(8</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investment</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>228</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">75</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(26</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(55</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(26</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage servicing rights
(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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">560</font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other intangible assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2</b></font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font 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="2">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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>119</b></font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(41</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>966</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">986</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(215</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(26</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(347</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(60</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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="2">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">All Level 3.</font></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="2">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">No strata at fair value at June 30, 2009 and two strata at
December 31, 2008.</font></td>
</tr>
</tbody>
</table>
<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"><b>Fair Value Option</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Commercial Mortgage Loans Held for
Sale</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We account for certain commercial
mortgage loans held for sale at fair value. The election of the
fair value option aligns the accounting for the commercial
mortgages with the related hedges. It also eliminates the
requirements of hedge accounting under GAAP. At origination, these
loans were intended for securitization. As such, a synthetic
securitization methodology was used historically to value the loans
and the related unfunded commitments on an aggregate basis based
upon current commercial mortgage-backed securities (CMBS) market
structures and conditions. Due to inactivity in the CMBS
securitization market in 2008 and 2009, we determine the fair value
of commercial mortgage loans held for sale by using a whole loan
methodology. Fair value is determined using assumptions that
management believes a market participant would use in pricing the
loans. When available, valuation assumptions included observable
inputs based on whole loan sales in the quarter. Adjustments are
made to these assumptions to account when uncertainties exist,
including market conditions and liquidity. Based on the
significance of unobservable inputs, we classified this portfolio
as Level 3. Credit risk was included as part of our valuation
process for these loans by considering expected rates of return for
market participants for similar loans in the
marketplace.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At June 30, 2009, commercial
mortgage loans held for sale for which the fair value option had
been elected had an aggregate fair value of $1.2 billion and an
aggregate outstanding principal balance of $1.4 billion. The
comparable amounts at December 31, 2008 were $1.4 billion and
$1.6 billion, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Interest income on these loans is
recorded as earned and reported in the Consolidated Income
Statement in the caption Interest Income – Other. Net losses
resulting from changes in fair value of these loans of $78 million
in the first six months of 2009, including the second quarter of
$20 million, and $180 million for the first six months of 2008,
including the second quarter of $50 million, were recorded in other
noninterest income. The impact on earnings of offsetting economic
hedges is not reflected in these amounts. Changes in fair
value</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">due to instrument-specific credit risk
for both the first six months and second quarter of 2009 and the
first six months and second quarter of 2008 were not material. The
changes in fair value of these loans were partially offset by
changes in the fair value of the related financial derivatives that
economically hedged these loans.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Residential Mortgage Loans Held for
Sale</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We have elected to account for certain
residential mortgage loans originated for sale at fair value on a
recurring basis. Residential mortgage loans are valued based on
quoted market prices, where available, prices for other traded
mortgage loans with similar characteristics, and purchase
commitments and bid information received from market participants.
These loans are regularly traded in active markets and observable
pricing information is available from market participants. The
prices are adjusted as necessary to include the embedded servicing
value in the loans and to take into consideration the specific
characteristics of certain loans that are priced based on the
pricing of similar loans. These adjustments represent unobservable
inputs to the valuation but are not considered significant to the
fair value of the loans. Accordingly, residential mortgage loans
held for sale are classified as Level 2. At June 30, 2009,
residential mortgage loans held for sale for which the fair value
option had been elected had an aggregate fair value and an
outstanding principal balance of $2.9 billion. At December 31,
2008, these loans were acquired with National City and were valued
at fair value pursuant to FASB ASC 805-10 (SFAS 141). Certain of
these loans have been subsequently reclassified to portfolio loans.
At June 30, 2009, residential mortgage loans held in portfolio
had an aggregate fair value of $53 million and an aggregate
outstanding principal balance of $66 million.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><u>Customer Resale Agreements and Bank
Notes</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We have elected to account for
structured resale agreements and structured bank notes at fair
value, which are economically hedged using free-standing financial
derivatives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value for structured resale
agreements and structured bank notes is determined using a model
which includes observable market data as inputs such as interest
rates. Readily observable market inputs to this model can be
validated to external sources, including yield curves, implied
volatility or other market related data. Changes in fair value due
to instrument-specific credit risk for both the first six months
and second quarter of 2009 and the first six months and second
quarter of 2008 were not material. At June 30, 2009,
structured resale agreements with an aggregate fair value of $1.0
billion were included in federal funds sold and resale agreements
on our Consolidated Balance Sheet. The aggregate outstanding
principal balance at June 30, 2009 was $980 million. The
comparable amounts at December 31, 2008 were $1.1 billion and
$980 million, respectively. Interest income on structured resale
agreements is reported in the Consolidated Income Statement in the
caption Interest Income – Other.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>BlackRock Series C Preferred
Stock</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Effective February 27, 2009, we
elected to account for the approximately 2.9 million shares of
the BlackRock Series C Preferred Stock received in a stock exchange
with BlackRock at fair value. The Series C Preferred Stock will
serve as an economic hedge of the BlackRock LTIP liability that is
accounted for as a derivative.</font></p>
<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 fair value of the Series C Preferred
Stock is determined using a third-party modeling approach, which
includes both observable and unobservable inputs. This approach
considers expectations of a default/liquidation event and the use
of liquidity discounts based on our inability to sell the security
at a fair, open market price in a timely manner. Although dividends
are equal to common shares and other preferred series, significant
transfer restrictions exist on our Series C shares for any purpose
other than to satisfy the LTIP obligation. The aggregate fair value
at June 30, 2009 was $367 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The changes in fair value included in
noninterest income for items for which we elected the fair value
option follow.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Fair Value Option—Changes in
Fair Value (a)</i></b></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="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 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="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Gains (Losses)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">Three months ended</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" align=
"middle" colspan="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Gains (Losses)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size=
"1">Six months ended</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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"><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" align=
"right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">June 30</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2008</font></p>
</td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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"><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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">June 30<br />
2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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="2">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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Customer resale agreements</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(32</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage loans held for
sale</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(50</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(78</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(180</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage loans held for
sale</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>129</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>248</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage loans –
portfolio</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">BlackRock Series C Preferred
Stock</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>95</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>156</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">The impact on earnings of offsetting hedged items or hedging
instruments is not reflected in these amounts.</font></td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Fair values and aggregate unpaid
principal balances of items for which we elected the fair value
option for June 30, 2009 and December 31, 2008
follow.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Fair Value Option—Fair Value
and Principal Balances</i></b></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="76%"></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></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">Fair Value</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">Aggregate Unpaid<br />
Principal Balance</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">Difference</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Customer resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,047</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>980</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>67</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage loans held for
sale</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Performing loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,844</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,831</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">Loans 90 days or more past
due</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>39</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>45</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(6</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </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="2">Nonaccrual loans</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>2</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>3</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(1</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,885</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,879</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage loans held for
sale</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Performing loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,147</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,386</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(239</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </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="2">Nonaccrual loans</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>32</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>43</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(11</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,179</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,429</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(250</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage loans –
portfolio</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Performing loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>25</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans 90 days or more past
due</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>23</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">Nonaccrual loans</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>5</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>12</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(7</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>53</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>66</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(13</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2008 (a)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Customer resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,072</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">980</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">92</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage loans held for
sale</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Performing loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,376</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,572</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(196</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </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="2">Nonaccrual loans</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">27</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(3</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,400</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,599</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(199</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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="2">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">Excludes assets and liabilities associated with the acquisition
of National City.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>F<small>AIR</small>
V<small>ALUE</small> <small>OF</small> F<small>INANCIAL</small>
I<small>NSTRUMENTS</small> (FASB ASC 825-10-50)</i></b></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="4%"></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 valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1"><b>June 30, 2009
(a)</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">December 31, 2008 (a)</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">Carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Cash and short-term assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17,461</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>17,461</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">23,171</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">23,171</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,925</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,925</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,725</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,725</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Investment securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>49,969</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>50,159</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">43,473</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">43,406</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held for sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,662</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,701</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,366</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">4,366</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net loans (excludes leases)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>154,349</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>149,837</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">165,112</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">162,159</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,780</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,780</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,282</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">4,282</font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="3" height="5"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="5">
 </td>
<td colspan="3" height="5"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="5">
 </td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage and other loan servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,354</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,460</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,890</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,899</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Financial derivatives</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>829</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>829</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">889</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">889</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>11</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">527</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">527</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Free-standing derivatives</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,804</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,804</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7,088</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">7,088</font></td>
</tr>
<tr>
<td height="5"></td>
<td colspan="3" height="5"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="5">
 </td>
<td colspan="3" height="5"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="5">
 </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Demand, savings and money market
deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>127,017</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>127,017</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">116,946</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">116,946</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Time deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>63,422</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>63,603</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">75,919</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">76,205</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Borrowed funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>45,167</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>44,513</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">52,872</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">53,063</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Financial derivatives</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>9</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>195</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>195</b></font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Free-standing derivatives</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,847</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,847</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,057</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">6,057</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Unfunded loan commitments and letters of
credit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>317</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>317</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">338</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">338</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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="2">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"2">Amounts include National City.</font></td>
</tr>
</tbody>
</table>
<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: 48%; MARGIN-RIGHT: 1%; POSITION: relative">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The aggregate fair values in the table
above do not represent the underlying market value of PNC as the
table excludes the following:</font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">real and
personal property,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">lease
financing,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">loan customer
relationships,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">deposit
customer intangibles,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">retail branch
networks,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">fee-based
businesses, such as asset management and brokerage, and</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">trademarks
and brand names.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Refer to Fair Value Measurement section
of this Note 8 for a definition of fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We used the following methods and
assumptions to estimate fair value amounts for financial
instruments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>G<small>ENERAL</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For short-term financial instruments
realizable in three months or less, the carrying amount reported in
our Consolidated Balance Sheet approximates fair value. Unless
otherwise stated, the rates used in discounted cash flow analyses
are based on market yield curves.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>C<small>ASH</small>
A<small>ND</small> S<small>HORT</small>-T<small>ERM</small>
A<small>SSETS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The carrying amounts reported in the
consolidated balance sheet for cash and short-term investments
approximate fair values primarily due to their short-term nature.
For purposes of this disclosure only, short-term assets include the
following:</font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">due from
banks,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">interest-earning deposits with banks,</font></p>
</td>
</tr>
</tbody>
</table>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">federal funds
sold and resale agreements,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">cash
collateral,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">customers’ acceptance liability, and</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">accrued
interest receivable.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"2"><b>S<small>ECURITIES</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Securities include both the investment
securities and trading portfolios. We use prices obtained from
pricing services, dealer quotes or recent trades to determine the
fair value of securities. Approximately 50% of our positions are
valued using prices obtained from pricing services provided by the
Barclay’s Capital Index, formerly known as the Lehman Index,
and Interactive Data Corp. (IDC), and for approximately 30% or more
of our positions, we use prices obtained from the pricing services
as an input into the valuation process. Barclay’s Capital
Index prices are set with reference to market activity for highly
liquid assets such as agency mortgage-backed securities, and matrix
pricing for other assets, such as CMBS and asset-backed securities.
IDC primarily uses pricing models considering adjustments for
ratings, spreads, matrix pricing and prepayments for the
instruments we value using this service, such as non-agency
residential mortgage-backed securities, agency adjustable rate
mortgage securities, agency CMOs and municipal bonds. Dealer quotes
received are typically non-binding and corroborated with other
dealers’ quotes, by reviewing valuations of comparable
instruments, or by comparison to internal valuations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>N<small>ET</small>
L<small>OANS</small> A<small>ND</small> L<small>OANS</small>
H<small>ELD</small> F<small>OR</small>
S<small>ALE</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Fair values are estimated based on the
discounted value of expected net cash flows incorporating
assumptions about</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">prepayment rates, net credit losses and
servicing fees. For revolving home equity loans and commercial
credit lines, this fair value does not include any amount for new
loans or the related fees that will be generated from the existing
customer relationships. Non-accrual loans are valued at their
estimated recovery value. Refer to the Fair Value Option section of
this Note 8 regarding the fair value of commercial mortgage loans
held for sale. Residential mortgage loans are valued based on
quoted market prices, where available, prices for other traded
mortgage loans with similar characteristics, and purchase
commitments and bid information received from market participants.
These loans are regularly traded in active markets and observable
pricing information is available from market participants. The
prices are adjusted as necessary to include the embedded servicing
value in the loans and to take into consideration the specific
characteristics of certain loans that are priced based on the
pricing of similar loans. These adjustments represent unobservable
inputs to the valuation but are not considered significant to the
fair value of the loans. For residential loans that are not
actively traded, fair value is estimated based on the discounted
value of expected cash net flows incorporating assumptions about
prepayment and credit losses. Loans are presented net of the
allowance for loan and lease losses.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>O<small>THER</small>
A<small>SSETS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Other assets as shown in the
accompanying table include the following:</font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">noncertificated interest-only strips,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">FHLB and FRB
stock,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">equity
investments carried at cost and fair value, and</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">private
equity investments carried at fair value.</font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Investments accounted for under the
equity method, including our investment in BlackRock, are not
included in the accompanying table.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The carrying amounts of private equity
investments are recorded at fair value. The valuation procedures
applied to direct investments include techniques such as multiples
of adjusted earnings of the entity, independent appraisals,
anticipated financing and sales transactions with third parties, or
the pricing used to value the entity in a recent financing
transaction. We value indirect investments in private equity funds
based on the financial statements that we receive from their
managers. Due to the time lag in our receipt of the financial
information and based on a review of investments and valuation
techniques applied, adjustments to the manager-provided value are
made when available recent investment portfolio company or market
information indicates a significant change in value from that
provided by the general partner.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Fair value of the noncertificated
interest-only strips is estimated based on the discounted value of
expected net cash flows. The aggregate carrying value of our equity
investments carried at cost and FHLB and FRB stock was $3.0 billion
at</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">June 30, 2009 and $3.1 billion as
of December 31, 2008, both of which approximate fair value at
each date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>M<small>ORTGAGE</small>
A<small>ND</small> O<small>THER</small> L<small>OAN</small>
S<small>ERVICING</small> A<small>SSETS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Fair value is based on the present value
of the estimated future cash flows, incorporating assumptions as to
prepayment speeds, discount rates, escrow balances, interest rates,
cost to service and other factors. We have numerous controls in
place intended to ensure that our fair values are appropriate. An
independent model review group reviews our valuation models and
validates them for their intended use.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For commercial mortgage loan servicing
assets, key valuation assumptions at June 30, 2009 and
December 31, 2008 included prepayment rates ranging from 5%
– 17% and discount rates ranging from 7% – 9% for both
periods, which resulted in an estimated fair value of $1.0 billion
and $873 million, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For residential mortgage servicing
assets, key assumptions at June 30, 2009 were a weighted
average constant prepayment rate of 21.11%, weighted average life
of 3.9 years and a discount rate, calculated as the spread over
forward interest rate swap rates, of 11.70%, resulting in a fair
value of $1.5 billion. The comparable amounts for December 31, 2008
were a weighted average constant prepayment rate of 33.04%,
weighted average life of 2.3 years and a discount rate of 6.37%,
resulting in a fair value of $1.0 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>C<small>USTOMER</small>
R<small>ESALE</small> A<small>GREEMENTS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Refer to the Fair Value Option section
of this Note 8 regarding the fair value of Customer Resale
Agreements and Bank Notes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"2"><b>D<small>EPOSITS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The carrying amounts of
noninterest-bearing demand and interest-bearing money market and
savings deposits approximate fair values. For time deposits, which
include foreign deposits, fair values are estimated based on the
discounted value of expected net cash flows assuming current
interest rates.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>B<small>ORROWED</small>
F<small>UNDS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The carrying amounts of Federal funds
purchased, commercial paper, repurchase agreements, proprietary
trading short positions, cash collateral, other short-term
borrowings, acceptances outstanding and accrued interest payable
are considered to be their fair value because of their short-term
nature. For all other borrowed funds, fair values are estimated
primarily based on dealer quotes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>U<small>NFUNDED</small>
L<small>OAN</small> C<small>OMMITMENTS</small> A<small>ND</small>
L<small>ETTERS</small> O<small>F</small>
C<small>REDIT</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value of unfunded loan
commitments and letters of credit is our estimate of the cost to
terminate them. For purposes of this disclosure, this fair value is
the sum of the deferred fees currently recorded by us on these
facilities and the liability established on these facilities
related to their creditworthiness.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b>F<small>INANCIAL</small>
D<small>ERIVATIVES</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For exchange-traded contracts, fair
value is based on quoted market prices. For nonexchange-traded
contracts, fair value is based on dealer quotes, pricing models or
quoted prices for instruments with similar
characteristics.</font></p>
<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">
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 2
N<small>ATIONAL</small> C<small>ITY</small>
A<small>CQUISITION</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">On December 31, 2008, we acquired
National City for approximately $6.1 billion. The total
consideration included approximately $5.6 billion of common stock,
representing approximately 95 million shares, $150 million of
preferred stock and cash of $379 million paid to warrant holders by
National City. The transaction requires no future contingent
consideration payments. National City, based in Cleveland, Ohio,
was one of the nation’s largest financial services companies.
At December 31, 2008, prior to our acquisition, National City
had total assets of approximately $153 billion and total deposits
of approximately $101 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">This acquisition was accounted for under
the purchase method of accounting. The purchase price was allocated
to the National City assets acquired and liabilities assumed using
their estimated fair values as of the acquisition date.</font></p>
<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: 3px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">During the first six months of 2009,
additional information was obtained about the fair value of assets
acquired and liabilities assumed as of December 31, 2008 which
resulted in adjustments to the initial purchase price allocation.
Most significantly, additional information was obtained on the
credit quality of certain loans as of the acquisition date which
resulted in additional fair value writedowns on acquired impaired
loans. These adjustments resulted in the allocation of $446 million
to other intangible assets and $891 million to premises and
equipment which had been reduced in the initial purchase price
allocation. Goodwill totaling $349 million has been recognized on
the National City acquisition as of June 30, 2009. A summary
of adjustments to the initial purchase price allocation are
summarized below.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; FONT-SIZE: 18px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>National City
Acquisition—Summary Purchase Price Allocation</b></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="95%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
billions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Excess of fair value of adjusted net
assets acquired over purchase price – December 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1.3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Additional fair value marks and other
adjustments on acquired impaired loans – December 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Other adjustments, net</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(0.2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Excess of purchase price over fair value
of adjusted net assets acquired – June 30,
2009</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">0.3</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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>
<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">We are still awaiting and evaluating
further information regarding pre-acquisition contingencies,
including legal claims and other legal matters, and the
finalization of restructuring plans and asset divestitures related
to the National City acquisition. Therefore, in accordance with
GAAP, further modifications to the purchase price allocation may
occur, resulting in the recognition of goodwill and liabilities in
future periods.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Condensed Statement of National City
Net Assets Acquired</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following condensed statement of net
assets reflects the revised values assigned to National City net
assets as of the December 31, 2008 acquisition date. The net
assets acquired are net of the cash paid by National City to its
warrant holders of $379 million.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative">
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="81%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">(In
millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2"> <font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Cash and due from banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2,144</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Federal funds sold and resale
agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">7,335</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Trading assets, interest-earning
deposits with banks, and other short-term investments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">9,244</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held for sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2,185</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Investment securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">13,327</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">96,013</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other intangible assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2,323</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity investments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2,050</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="2">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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">13,611</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="2">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 face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">148,232</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">103,638</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Federal funds purchased and repurchase
agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3,523</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other borrowed funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">22,148</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="2">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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">13,518</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="2">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 face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">142,827</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Net assets acquired</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">5,405</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>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
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--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Other intangible assets acquired
consisted of the following (in millions):</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="78%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">Intangible
Asset</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value</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="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Weighted</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Life</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle"><font face="Times New Roman" size=
"1">Amortization<br />
Method</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,019</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(a)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(a)</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Core deposit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">713</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12 yrs.</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">Accelerated</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">203</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8 yrs.</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">Accelerated</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset management customer
relationships</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">346</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12 yrs.</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">Straight line</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">National City brand</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">27</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21 mos.</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">Straight line</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="2">Consumer loan servicing
rights</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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" align=
"right"><font face="Times New Roman" size=
"2">2 yrs.</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">Accelerated</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,323</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Intangible asset carried at fair value on a recurring
basis.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">See Note 9 Goodwill and Other Intangible
Assets for additional information.</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">Purchase accounting adjustments include
discounts and premiums on interest-earning assets and liabilities
as follows:</font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">During the
first six months of 2009, additional information was obtained about
the credit quality of acquired loans as of the acquisition date. As
a result, an additional $2.6 billion of acquired loans were deemed
impaired under FASB ASC 310-30, <i>Receivables – Loans and
Debt Securities Acquired with Deteriorated Credit Quality</i>
(AICPA Statement of Position (SOP) 03-3 “Accounting for
Certain Loans or Debt Securities Acquired in a Transfer”), as
of December 31, 2008. We recorded an additional fair value
mark on these and previously impaired loans of $1.6 billion
effective December 31, 2008.</font></p>
</td>
</tr>
</tbody>
</table>
<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 width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">The original
accretable yield on acquired loans of $6.1 billion at
December 31, 2008 was reduced by $.7 billion during the first
six months of 2009. This decrease was due to accretion of $1.0
billion, that was partially offset by net reclassifications to
accretable yield of $.3 billion. Adjustments to accretable yield and purchase accounting adjustments
are detailed in Note 6 Loans Acquired in a Transfer.</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">
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">The remaining
discounts on loans of $5.4 billion will be accreted to net interest
income using the constant effective yield method over the weighted
average life of the loans, estimated to be between two and three
years. The weighted average lives could vary depending on
prepayments, revised estimated cash flows and other related
factors. Of the remaining $5.4 billion of discounts at
June 30, 2009, $3.5 billion relates to loans accounted for
under FASB ASC 310-30, and $1.9 billion relates to performing
loans.</font></p>
</td>
</tr>
</tbody>
</table>
<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 width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">The remaining
premiums on interest-earning time deposits of $1.5 billion at
June 30, 2009, will be amortized over the weighted average
life of the deposits of approximately one year using the constant
effective yield method.</font></p>
</td>
</tr>
</tbody>
</table>
<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 width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">The remaining
discounts on borrowed funds of $1.3 billion at June 30, 2009,
will be accreted over the weighted average life of the borrowings
of approximately seven years using the constant effective yield
method.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
1.17
1.16
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 6
L<small>OANS</small> A<small>CQUIRED</small> <small>IN</small>
<small>A</small> T<small>RANSFER</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At December 31, 2008, PNC
identified certain loans related to the National City acquisition,
for which there was evidence of credit quality deterioration since
origination and it was probable that PNC would be unable to collect
all contractually required principal and interest payments. These
loans are accounted for under FASB ASC 310-30, <i>Receivables
– Loans and Debt Securities Acquired with Deteriorated Credit
Quality</i>. References to “impaired loans” in this
Note 6 refer to loans accounted for under FASB ASC 310-30. Evidence
of credit quality deterioration includes statistics such as past
due status, declines in current borrower FICO credit scores,
geographic concentration and declines in current loan-to-value
ratios. GAAP requires these loans to be recorded at fair value at
acquisition date and prohibits the “carrying over” or
the creation of valuation allowances in the initial accounting for
loans acquired in a transfer that are within the scope of FASB ASC
310-30.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">FASB ASC 310-30 allows purchasers to
aggregate impaired loans acquired in the same fiscal quarter into
one or more pools, provided that the loans have common risk
characteristics. A pool is then accounted for as a single asset
with a single composite interest rate and an aggregate expectation
of cash flows. With respect to the National City acquisition, we
aggregated homogeneous consumer and residential mortgage loans into
pools with common risk characteristics. We account for commercial
and commercial real estate loans individually.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">During the first six months of 2009,
additional information was obtained about the credit quality of
acquired loans as of the acquisition date. As a result, an
additional $2.6 billion of acquired loans were deemed impaired
under FASB ASC 310-30 as of December 31, 2008 and the
carryover allowance for loan losses attributable to these loans of
$114 million was released. Adjustments to the fair value of
impaired loans of $1.6 billion were also recognized.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At June 30, 2009 and
December 31, 2008, acquired loans within the scope of FASB ASC
310-30 had a carrying value of $12.6 billion and $12.9 billion,
respectively. During the first six months of 2009, the amount of
impaired loans decreased by a net $.3 billion as a result of
payments and other exit activities primarily offset by the purchase
accounting adjustments described above and accretion of purchase
accounting discount. The unpaid principal balance of
these</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">loans was $20.2 billion at June 30,
2009 and $21.9 billion at December 31, 2008, as detailed
below:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">FASB ASC 310-30 (SOP 03-3) PURCHASED
IMPAIRED LOANS</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="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 valign="bottom"><font size="1"> </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="5"><font face=
"Times New Roman" size="1"><b>June 30, 2009</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">December 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">Recorded<br />
Investment</font></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">Outstanding<br />
Balance</font></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">Recorded<br />
Investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">Outstanding<br />
Balance</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial (a)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>880</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,200</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,006</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2,466</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,926</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,804</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,908</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3,846</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Consumer</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,864</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,943</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,910</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">6,618</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="2">Residential real estate</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,887</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>8,282</b></font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,064</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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">8,959</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>12,557</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>20,229</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">12,888</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">21,889</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Includes $89 million of purchased impaired loans held for sale
at June 30, 2009.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Under FASB ASC 310-30, the excess of
cash flows expected at acquisition over the estimated fair value is
referred to as the accretable yield and is recognized in interest
income over the remaining life of the loan primarily using the
constant effective yield method. The difference between
contractually required payments at acquisition and the cash flows
expected to be collected at acquisition is referred to as the
nonaccretable difference. Changes in the expected cash flows of
individual commercial or pooled consumer purchased impaired loans
from the date of acquisition will either impact the accretable
yield or result in a charge to the provision for credit losses in
the period in which the changes become probable. Prepayments are
treated as a reduction of cash flows expected to be collected and a
reduction of projections of contractual cash flows such that the
nonaccretable difference is not affected. Thus, for decreases in
cash flows expected to be collected resulting from prepayments, the
effect will be to reduce prospectively the yield
recognized.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Subsequent decreases to the expected
cash flows will generally result in a charge to the provision for
credit losses, resulting in an increase to the allowance for loan
and lease losses, and a reclassification from accretable yield to
nonaccretable difference. During the first six months of 2009,
decreases in the expected cash flows of acquired impaired loans
resulted in a provision for credit losses of $236 million,
including $53 million during the second quarter. This resulted in
an allowance for loan and lease losses on $5.2 billion of the
impaired loans while the remaining $7.4 billion of impaired loans
required no allowance as expected cash flows improved or remained
the same. As of June 30, 2009, the allowance for loan losses
on acquired impaired loans was $236 million. There was no such
allowance on any of these loans at December 31,
2008.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">Subsequent increases in cash flows will
result in a recovery of any previously recorded allowance for loan
and lease losses, to the extent applicable, and a reclassification
from nonaccretable difference to accretable yield. During the first
six months of 2009, increases in the expected cash flows of
acquired impaired loans resulted in an increase in accretable yield
of $1.1 billion. Disposals of loans, which may include sales of
loans, receipt of payments in full by the borrower, foreclosure, or
troubled debt restructurings, result in removal of the loan from
the FASB ASC 310-30 portfolio at its carrying amount.</font></p>
<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 table displays activity
for the accretable yield of these loans for the six months ended
June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Accretable Yield</b></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="78%"></td>
<td valign="bottom" width="16%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"1">In millions</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>For the Six<br />
Months Ended<br />
June 30, 2009</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Beginning balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,668</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accretion</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(516</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchase accounting adjustments
(a)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(774</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Reclassifications to accretable
difference</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,139</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">Disposals</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(9</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,508</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">See Note 2 National City Acquisition for additional
information.</font></td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
397000000
188000000
505000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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=
"Times New Roman" size="3"><b><i><font size=
"+0">N<small>OTE</small> 13 F<small>INANCIAL</small>
D<small>ERIVATIVES</small></font></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We use a variety of derivative financial
instruments to help manage interest rate, market and credit risk
and reduce the effects that changes in interest rates may have on
net income, fair value of assets and liabilities, and cash flows.
These instruments include interest rate swaps, interest rate caps
and floors, credit default swaps, futures contracts, and total
return swaps. All derivatives are carried at fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Derivatives Designated in Hedge
Relationships</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We enter into interest rate swaps to
hedge the fair value of bank notes, Federal Home Loan Bank
borrowings, senior debt and subordinated debt for changes in
interest rates. Adjustments related to the ineffective portion of
fair value hedging instruments are recorded in interest
expense.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We enter into interest rate swap
contracts to modify the interest rate characteristics of designated
commercial loans from variable to fixed in order to reduce the
impact of changes in future cash flows due to interest rate
changes. We hedged our exposure to the variability of future cash
flows for all forecasted transactions for a maximum of 10 years for
hedges converting floating-rate commercial loans to fixed. The fair
value of these derivatives is reported in other assets or other
liabilities and offset in accumulated other comprehensive income
(loss) for the effective portion of the derivatives. We
subsequently reclassify any unrealized gains or losses related to
these swap contracts from accumulated other comprehensive income
(loss) into interest income in the same period or periods during
which the hedged forecasted transaction affects earnings.
Ineffectiveness of the strategies, if any, is recognized
immediately in earnings.</font></p>
<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">During the next twelve months, we expect
to reclassify to earnings $287 million of pretax net gains, or $186
million after-tax, on cash flow hedge derivatives currently
reported in accumulated other comprehensive loss. This amount could
differ from amounts actually recognized due to changes in interest
rates and the addition of other hedges subsequent to June 30,
2009. These net gains are anticipated to result from net cash flows
on receive fixed interest rate swaps that would impact interest
income recognized on the related floating rate commercial
loans.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As of June 30, 2009 we have
determined that there were no hedging positions where it was
probable that certain forecasted transactions may not occur within
the originally designated time period.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The ineffective portion of the change in
value of our fair value and cash flow hedge derivatives resulted in
net gains of less than $1 million for the first six months of 2009
and $2 million for the first six months of 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Derivatives Not Designated in Hedge
Relationships</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The derivative portfolio also includes
free standing derivative financial instruments not included in FASB
ASC 815-10-50, <i>Derivatives and Hedging</i>, hedging strategies.
These derivatives are entered into for risk management and economic
hedge purposes, to meet customer needs, and for proprietary
purposes. They primarily consist of interest rate, basis and total
rate of return swaps, interest rate caps, floors and futures
contracts, credit default swaps, option and foreign exchange
contracts and certain interest rate-locked loan origination
commitments, as well as commitments to buy or sell mortgage
loans.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We use these derivatives to manage
interest rate and prepayment risk related to residential mortgage
servicing rights (MSRs), and residential and commercial real estate
loans held for sale.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We purchase credit default swaps (CDS)
to mitigate the risk of economic loss on a portion of our loan
exposure. We also sell loss protection to mitigate the net premium
cost and the impact of mark-to-market accounting on CDS purchases
to hedge the loan portfolio and to take proprietary trading
positions. The fair values of these derivatives typically are based
on related credit spreads.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Interest rate lock commitments, as well
as commitments to buy or sell mortgage loans, that we intend to
sell are considered free-standing derivatives. Our interest rate
exposure on certain commercial and residential mortgage interest
rate lock commitments as well as commercial and residential
mortgage loans held for sale is economically hedged with total rate
of return swaps, pay-fixed interest rate swaps, credit derivatives
and forward sales agreements. These contracts mitigate the impact
on earnings of exposure to a certain referenced rate. The fair
value of loan commitments is</font>
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<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
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<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
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<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">based on the estimated fair value of the
underlying loan and the probability that the loan will fund within
the terms of the commitment. The fair value of the loan commitment
also takes into account the fair value of the embedded servicing
right.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Basis swaps are agreements involving the
exchange of payments, based on notional amounts, of two floating
rate financial instruments denominated in the same currency, one
tied to one reference rate and the other tied to a second reference
rate (e.g., swapping payments tied to one-month LIBOR for payments
tied to three-month LIBOR). We use these contracts to mitigate the
impact on earnings of exposure to a certain referenced interest
rate.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">To accommodate customer needs, we also
enter into financial derivative transactions primarily consisting
of interest rate swaps, interest rate caps and floors, swaptions,
and foreign exchange and equity contracts. We primarily manage our
market risk exposure from customer positions through transactions
with third-party dealers. The credit risk associated with
derivatives executed with customers is essentially the same as that
involved in extending loans and is subject to normal credit
policies. We may obtain collateral based on our assessment of the
customer’s credit quality.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Free-standing derivatives also include
positions we take based on market expectations or to benefit from
price differentials between financial instruments and the market
based on stated risk management objectives. For derivatives not
designated as an accounting hedge, the gain or loss is recognized
in noninterest income.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Derivative Counterparty Credit
Risk</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">By purchasing and writing derivative
contracts we are exposed to credit risk if the counterparties fail
to perform. We seek to minimize credit risk through credit
approvals, limits, monitoring procedures and collateral
requirements. We generally enter into transactions with
counterparties that carry high quality credit ratings.
Nonperformance risk including credit risk is included in the
determination of the estimated net fair value.</font></p>
<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">We enter into risk participation
agreements to share some of the credit exposure with other
counterparties related to interest rate derivative contracts or to
take on credit exposure to generate revenue. We will make/receive
payments under these guarantees if a customer defaults on its
obligation to perform under certain credit agreements. Risk
participation agreements are included in the derivatives table that
follows. We determine that we meet our objective of reducing credit
risk associated with certain counterparties to derivative contracts
when the participation agreements share in their proportional
credit losses of those counterparties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We generally have established agreements
with our major derivative dealer counterparties that provide for
exchanges of marketable securities or cash to collateralize either
party’s positions. At June 30, 2009, we held cash, which
is included in other borrowed funds on our Consolidated Balance
Sheet, US government securities and mortgage-backed securities with
a total fair value of $510 million under these agreements. We
pledged cash, which is included in short-term investments on our
Consolidated Balance Sheet, and US government securities of $994
million under these agreements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Contingent Features</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Some of PNC’s derivative
instruments contain provisions that require PNC’s debt to
maintain an investment grade credit rating from each of the major
credit rating agencies. If PNC‘s debt ratings were to fall
below investment grade, it would be in violation of these
provisions, and the counterparties to the derivative instruments
could request immediate payment or demand immediate and ongoing
full overnight collateralization on derivative instruments in net
liability positions. The aggregate fair value of all derivative
instruments with credit-risk-related contingent features that were
in a liability position on June 30, 2009, is $1.0 billion for
which PNC had posted collateral of $900 million in the normal
course of business. The maximum amount of collateral PNC would have
been required to post if the credit-risk-related contingent
features underlying these agreements had been triggered on
June 30, 2009, would be an additional $122 million.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
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<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
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<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Total notional or contractual amounts
and estimated net fair value for derivatives follow:</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="51%"></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 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 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="11"><font face="Times New Roman" size="1">Asset
Derivatives</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">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="11"><font face="Times New Roman" size=
"1">Liability Derivatives</font></td>
</tr>
<tr>
<td 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="5"><font face="Times New Roman" size="1"><b>June
30, 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" align=
"middle" colspan="5"><font face="Times New Roman" size="1">December
31, 2008</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">
<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"><b>June
30, 2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">December 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Notional/<br />
Contract</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Amount</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" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value (a)</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" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Notional/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Contract<br />
Amount</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" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value (a)</font></p>
</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">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Notional/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Contract<br />
Amount</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" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value (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" align=
"middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Notional/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Contract<br />
Amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value (b)</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Derivatives designated as hedging
instruments under GAAP</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Interest rate contracts:</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>840</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>11</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,618</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">527</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10,022</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>195</b></font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,533</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>829</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,975</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">889</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,030</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">913</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>13,373</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>840</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">14,593</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,416</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>12,052</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>204</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">913</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Derivatives not designated as hedging
instruments under GAAP</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>162,466</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,447</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">132,827</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,351</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>98,533</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,463</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">88,724</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">5,573</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign exchange contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,138</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>164</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,272</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">331</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,469</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>154</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,749</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">323</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>213</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>26</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">520</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">72</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>236</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>31</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">503</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">76</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Credit contracts:</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Credit default swaps</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,289</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>161</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,936</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">287</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>754</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>38</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,001</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">82</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Risk participation agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,687</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,350</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,941</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,940</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other contracts</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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">438</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">44</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>211</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>156</b></font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<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="2">Total</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=
"2"><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=
"2"><b>169,793</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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>3,804</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">141,343</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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">7,088</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</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=
"2"><b>106,144</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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>3,847</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">96,917</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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">6,057</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Total derivatives</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>183,166</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,644</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">155,936</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8,504</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>118,196</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,051</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">97,830</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">6,058</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in Other Assets on the Consolidated Balance
Sheet.</font></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">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Included in Other Liabilities on the Consolidated Balance
Sheet.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Gains (losses) on derivative instruments
and related hedged items follow:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Derivatives Designated in GAAP Hedge
Relationships—Fair Value Hedges</b></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="26%"></td>
<td valign="bottom" width="2%"></td>
<td width="23%"></td>
<td valign="bottom" width="2%"></td>
<td width="23%"></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 valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></td>
<td style="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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Gain<br />
(Loss) on<br />
Derivatives<br />
Recognized<br />
in Income</font></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">Gain<br />
(Loss) on<br />
Related<br />
Hedged<br />
Items<br />
Recognized<br />
in Income</font></td>
<td style="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">Gain<br />
(Loss) on<br />
Derivatives<br />
Recognized<br />
in Income</font></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">Gain<br />
(Loss) on<br />
Related<br />
Hedged<br />
Items<br />
Recognized<br />
in Income</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </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">
 <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" align=
"middle" colspan="5"><font face="Times New Roman" size="1">Three
Months Ended<br />
June 30, 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" align=
"middle" colspan="5"><font face="Times New Roman" size="1">Six
Months Ended<br />
June 30, 2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </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">Hedged
Items</font></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">Location</font></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">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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">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">
<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">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" align=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Amount</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="2">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size="2">Federal
Home Loan Bank borrowings</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size="2">Borrowed
funds (interest expense)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">26</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(26</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">54</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(56</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"><font face="Times New Roman" size="2">Subordinated
debt</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size="2">Borrowed
funds (interest expense)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">299</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(273</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">397</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(364</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top"><font face="Times New Roman" size="2">Bank notes
and senior debt</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size="2">Borrowed
funds (interest expense)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">37</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">27</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(28</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">362</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(337</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">478</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(448</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </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"><b>Derivatives Designated in GAAP Hedge
Relationships—Cash Flow Hedges</b></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="48%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">Six months ended June 30,
2009</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1">Gain (Loss) on Derivatives<br />
Recognized in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">OCI (Effective
Portion)</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 size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="4"><font face=
"Times New Roman" size=
"1">Gain (Loss) Reclassified from<br />
Accumulated OCI into Income<br />
(Effective Portion)</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="4"><font face=
"Times New Roman" size="1">Gain (Loss) Recognized in
Income<br />
on Derivatives, Ineffective Portion<br />
and Amount Excluded from<br />
Effectiveness Testing (a)</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" colspan="2"><font face="Times New Roman" size=
"1">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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle"><font face="Times New Roman" size="1">Location</font></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">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" align=
"middle"><font face="Times New Roman" size="1">Location</font></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">Amount</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Interest rate contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(13</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">Interest income</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">49</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">Noninterest income</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Total represents $2 million related to the ineffective portion
of the hedging relationships.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b>Derivatives Not Designated as Hedging
Instruments</b></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="49%"></td>
<td valign="bottom" width="23%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="22%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">Gain (Loss) on Derivatives Recognized
in<br />
Noninterest Income</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1">Three Months Ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">June 30, 2009</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 size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size=
"1">Six Months Ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">June 30, 2009</font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; 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="2">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(207</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(50</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreign exchange contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">39</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">89</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Equity contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Credit contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(52</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(13</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(95</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(59</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(313</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(35</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </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">We write caps and floors for customers,
risk management and proprietary trading purposes. At June 30,
2009, the fair value of the written caps and floors liability on
our Consolidated Balance Sheet was $15 million. Our ultimate
obligation under written options is based on future market
conditions and is only quantifiable at settlement. We manage our
market risk exposure from customer positions through transactions
with third-party dealers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We enter into single name and index
traded credit default swaps under which we buy loss protection from
or sell loss protection to a counterparty for the occurrence of a
credit event of a referenced entity. The fair value of the
contracts sold on our Consolidated Balance Sheet was a net
liability of $34 million at June 30, 2009 compared to $80
million at December 31, 2008. The maximum amount we would be
required to pay under the credit default swaps in which we sold
protection, assuming all reference obligations experience a credit
event at a total loss, without recoveries, was $621 million at
June 30, 2009 compared to $955 million at December 31,
2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>C<small>REDIT</small>
D<small>EFAULT</small> S<small>WAPS</small></b></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="59%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>June 30, 2009</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">Dollars in millions</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">Notional<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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">Estimated<br />
net 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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">Weighted-<br />
Average<br />
Remaining<br />
Maturity<br />
In Years</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b><i>Credit Default Swaps -
Guarantees</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"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Single name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.66</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="2">Index traded</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>522</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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 face="Times New Roman" size=
"2"><b>6.21</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="2">Total (a)</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>621</b></font></td>
<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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(34</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5.80</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b><i>Credit Default Swaps –
Beneficiaries</i></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Single name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>748</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.63</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="2">Index traded</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>674</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>129</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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 face="Times New Roman" size=
"2"><b>34.12</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="2">Total (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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,422</b></font></td>
<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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>157</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>18.09</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total (c)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,043</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>123</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>14.36</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Includes $568 million notional of investment grade credit
default swaps with a rating of Baa3 or above and $53 million
notional of subinvestment grade based on published rating agency
information.</font></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="19"><font face=
"Times New Roman" size="1">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Includes $1.2 billion notional of investment grade credit
default swaps with a rating of Baa3 or above and $207 million
notional of subinvestment grade based on published rating agency
information.</font></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="19"><font face=
"Times New Roman" size="1">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">The referenced/underlying assets for these credit default swaps
is approximately 66% corporate debt, 30% commercial mortgage-backed
securities and 4% related to loans.</font></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">
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="59%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">December 31, 2008</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">Dollars in millions</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">Notional<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" align=
"right" colspan="2"><font face="Times New Roman" size=
"1">Estimated<br />
net 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">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">Weighted-<br />
Average<br />
Remaining<br />
Maturity<br />
In Years</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b><i>Credit Default Swaps -
Guarantees</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"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Single name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">278</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.84</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Index traded</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">677</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.84</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total (a)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">955</font></td>
<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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.54</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b><i>Credit Default Swaps –
Beneficiaries</i></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Single name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">974</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">84</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.82</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Index traded</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">201</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">31.82</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total (b)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,982</font></td>
<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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">285</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">18.06</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total (c)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,937</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">205</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">13.67</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Includes $883 million notional of investment grade credit
default swaps with a rating of Baa3 or above and $72 million
notional of subinvestment grade based on published rating agency
information.</font></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="19"><font face=
"Times New Roman" size="1">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Includes $1.7 billion notional of investment grade credit
default swaps with a rating of Baa3 or above and $263 million
notional of subinvestment grade based on published rating agency
information.</font></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="19"><font face=
"Times New Roman" size="1">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">The referenced/underlying assets for these credit default swaps
is approximately 70% corporate debt, 27% commercial mortgage-backed
securities and 3% related to loans.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We have also entered into various
contingent performance guarantees through credit risk participation
arrangements with terms ranging from less than one year to 22
years. As of June 30, 2009 and December 31, 2008 the
notional amount of risk participation agreements was $1.9 billion
with a weighted-average remaining maturity of 3 years. The fair
value of these agreements as of June 30, 2009 on our
Consolidated Balance Sheet was a net liability of $5 million
compared with December 31, 2008 of $3 million. Based on the
Corporation’s internal risk rating process, 93% of the
notional amount of the risk participation agreements outstanding
had underlying swap counterparties with internal credit ratings of
pass, indicating the expected risk of loss is currently low, while
7% had underlying swap counterparties with internal risk ratings
below pass, indicating a higher degree of risk of default, compared
to December 31, 2008 of 98% and 2%, respectively. We will be
required to make payments under these guarantees if a customer
defaults on its obligation to perform under certain credit
agreements with third parties. Assuming all underlying swap
counterparties defaulted, the maximum potential exposure from these
agreements as of June 30, 2009 would be $98 million based on
the fair value of the underlying swaps compared with
December 31, 2008 of $128 million.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
392000000
0
0
466000000
392000000
676000000
238000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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=
"Times New Roman" size="3"><b><i>N<small>OTE</small> 9
G<small>OODWILL</small> A<small>ND</small> O<small>THER</small>
I<small>NTANGIBLE</small> A<small>SSETS</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Changes in goodwill and other intangible
assets during the first six months of 2009 follow:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Changes in Goodwill and Other
Intangible Assets</i></b></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="57%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">Goodwill</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"><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">Customer-<br />
Related</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"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; 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">Servicing</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Rights</font></p>
</td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">January 1, 2009</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">8,868</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">930</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,890</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Additions/adjustments:</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">National City acquisition</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">349</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">517</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">10</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">Mortgage and other
loan</font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="2">servicing rights</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">493</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">BlackRock</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impairment (charge) reversal</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">29</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">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 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(123</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(61</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>June 30, 2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>9,206</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,323</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,361</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></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">An interim impairment test of goodwill
was performed during the first quarter of 2009. This test did not
result in any impairment. Changes in goodwill by business segment
during the first six months of 2009 follow:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Goodwill</i></b></font></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="9%"></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">January 1</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">2009</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Additions/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Adjustments</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 size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>2009</b></font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Retail Banking</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,968</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(915</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>5,053</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Corporate & Institutional
Banking</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,609</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">913</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>2,522</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Global Investment Servicing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,233</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,235</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">BlackRock</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">44</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>33</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset Management Group</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">14</font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>14</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="2">Other (a)</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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">349</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>349</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">8,868</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">338</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>9,206</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Represents goodwill recognized during the second quarter of
2009 related to the National City acquisition which has not yet
been allocated to the other business segments. This allocation is
expected to be completed in the third quarter of 2009 pending
completion of the appropriate distribution basis
methodology.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Assets and liabilities of acquired
entities are recorded at estimated fair value as of the acquisition
date and are subject to refinement as information relative to the
fair values at the date of acquisition becomes
available.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As of June 30, 2009, goodwill
totaling $349 million has been recognized in connection with the
National City acquisition. We are still awaiting and evaluating
further information regarding pre-acquisition contingencies,
including legal claims and other legal matters, and the
finalization of restructuring plans and asset divestitures related
to the National City acquisition. Therefore, in accordance with
GAAP, further modifications to the purchase price allocation may
occur, resulting in the recognition of goodwill and liabilities in
future periods.</font></p>
<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">Our investment in BlackRock changes when
BlackRock repurchases its shares in the open market or issues
shares for an acquisition or pursuant to its employee compensation
plans. We adjust goodwill when BlackRock repurchases its shares at
an amount greater (or less) than book value per share which results
in an increase (or decrease) in our percentage ownership
interest.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The gross carrying amount, accumulated
amortization and net carrying amount of other intangible assets by
major category consisted of the following:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Other Intangible
Assets</i></b></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="67%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>2009</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 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">December 31<br />
2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Customer-related and other
intangibles</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Gross carrying amount</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,808</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,291</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Accumulated amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(485</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(361</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net carrying amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,323</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">930</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Mortgage and other loan servicing
rights</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Gross carrying amount</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,785</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,286</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Valuation allowance</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(35</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </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="2">Accumulated 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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(424</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(361</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </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="2">Net carrying amount</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,361</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,890</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,684</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,820</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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">During the first six months of 2009,
adjustments were made to the estimated fair values of assets
acquired and liabilities assumed as part of the National City
acquisition. This resulted in the recognition of $517 million of
core deposit and other relationship intangibles at June 30,
2009. As of December 31, 2008, the values of these intangibles
had been reduced by the allocation of negative goodwill.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">While certain of our other intangible
assets have finite lives and are amortized primarily on a
straight-line basis, certain core deposit intangibles are amortized
on an accelerated basis.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For customer-related intangibles, the
estimated remaining useful lives range from less than one year to
14 years, with a weighted-average remaining useful life of
approximately 11 years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Changes in commercial mortgage servicing
rights follow:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Commercial Mortgage Servicing
Rights</i></b></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="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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"><b>2009</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"><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">2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">January 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>864</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">694</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Additions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">41</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Acquisition adjustment</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impairment reversal</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font 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="2">Amortization 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(57</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(51</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>895</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">681</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">We recognize as another intangible asset
the right to service mortgage loans for others. Commercial mortgage
servicing rights are purchased in the open market and originated
when loans are sold with servicing retained. Commercial mortgage
servicing rights are initially recorded at fair value. These rights
are subsequently measured using the amortization method.
Accordingly, the commercial mortgage servicing rights are amortized
in proportion to and over the period of estimated net servicing
income over a period of 5 to 10 years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Commercial mortgage servicing rights are
periodically evaluated for impairment. For purposes of impairment,
the commercial mortgage servicing rights are stratified based on
asset type, which characterizes the predominant risk of the
underlying financial asset. If the carrying amount of any
individual stratum exceeds its fair value, a valuation reserve is
established with a corresponding charge to Corporate Services on
our Consolidated Income Statement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value of commercial mortgage
servicing rights is estimated by using an internal valuation model.
The model calculates the present value of estimated future net
servicing cash flows considering estimates on servicing revenue and
costs, discount rates and prepayment speeds.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Changes in the residential mortgage
servicing rights follow:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Residential Mortgage Servicing
Rights (a)</i></b></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="81%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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"><b>2009</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">January 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,008</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Additions:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">From loans sold with servicing
retained</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>173</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Changes in fair value due to:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Time and payoffs (b)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(158</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Purchase accounting
adjustments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>17</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">Other (c)</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>419</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">June 30</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,459</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Unpaid principal balance of loans
serviced for others at June 30</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>161,849</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">The balance at January 1, 2008 and June 30, 2008 was
$4 million and $8 million, respectively, and the unpaid principal
balance of loans serviced for others at June 30, 2008 was $804
million.</font></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="19"><font face=
"Times New Roman" size="1">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Represents decrease in mortgage servicing rights value due to
passage of time, including the impact from both regularly scheduled
loan principal payments and loans that paid down or paid off during
the period.</font></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="19"><font face=
"Times New Roman" size="1">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Represents mortgage servicing rights value changes resulting
primarily from market-driven changes in interest rates.</font></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">We recognize mortgage servicing right
assets on residential real estate loans when we retain the
obligation to service these loans upon sale and the servicing fee
is more than adequate compensation. Mortgage servicing rights are
subject to declines in value principally from actual or expected
prepayment of the underlying loans and defaults. We manage this
risk by economically hedging the fair value of mortgage servicing
rights with securities and derivative instruments which are
expected to increase in value when the value of mortgage servicing
rights declines.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value of residential mortgage
servicing rights is estimated by using third party software with
internal valuation assumptions. The software calculates the present
value of estimated future net servicing cash flows considering
estimates on servicing revenue and costs, discount rates,
prepayment speeds and future mortgage rates.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Revenue from mortgage and other loan
servicing generated contractually specified servicing fees, net
interest income from servicing portfolio deposit balances, and
ancillary fees totaling $408 million for the first six months of
2009 and $95 million for the first six months of 2008. Comparable
amounts for the second quarter of 2009 and the second quarter of
2008 were $204 million and $52 million, respectively. We also
generate servicing revenue from fee-based activities provided to
others.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Amortization expense on intangible
assets for the first six months of 2009 was $155 million and $100
million for the first six months of 2008. Amortization expense on
existing intangible assets for 2009 through 2014 is estimated to be
as follows:</font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Remainder of
2009: $170 million,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">2010: $296
million,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">2011: $261
million,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">2012: $263
million,</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">2013: $235
million, and</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">2014: $205
million.</font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
43000000
168000000
28000000
-1253000000
487000000
-3671000000
73000000
-192000000
1774000000
754000000
1020000000
4487000000
1816000000
6261000000
1361000000
4668000000
2262000000
116000000
558000000
-9738000000
7714000000
1350000000
-7083000000
4658000000
525000000
4986000000
3371000000
352000000
378000000
232000000
1838000000
0
0
-7698000000
-14000000
82000000
338000000
170000000
137000000
170000000
17000000
-1848000000
1500000000
90000000
0
0
0
170000000
1967000000
4836000000
74000000
7858000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 3
V<small>ARIABLE</small> I<small>NTEREST</small>
E<small>NTITIES</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As discussed in our 2008 Form 10-K, we
are involved with various entities in the normal course of business
that were deemed to be VIEs. We consolidated certain VIEs as of
June 30, 2009 and December 31, 2008 for which we were
determined to be the primary beneficiary. These consolidated VIEs
and relationships with PNC are described in our 2008 Form
10-K.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Consolidated VIEs—PNC Is
Primary Beneficiary</i></b></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="66%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Aggregate</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Assets</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">Aggregate<br />
Liabilities</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Partnership interests in tax credit
investments (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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2"><b>June 30, 2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,414</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>798</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,499</font></td>
<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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">863</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">(a) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Credit Risk Transfer
Transaction</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>June 30, 2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>946</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>946</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,070</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,070</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">We have revised this amount due to PNC’s adoption of FASB
ASC 810-10 (SFAS 160) as noncontrolling interests are no longer
classified as aggregate liabilities.</font></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="19"><font face=
"Times New Roman" size="1">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Amounts reported primarily represent low income housing
projects.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We hold significant variable interests
in VIEs that have not been consolidated because we are not
considered the primary beneficiary. Information on these VIEs
follows:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Non-Consolidated
VIEs—Significant Variable Interests</i></b></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="53%"></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-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">Aggregate<br />
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">Aggregate<br />
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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">PNC Risk</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">of Loss</font></p>
</td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Market Street</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,604</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,664</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,913</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>(a) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top" nowrap="nowrap">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Partnership interests in tax credit
investments (b) (c)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,148</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>671</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>833</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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="2">Collateralized debt
obligations</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>20</b></font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>2</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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="2">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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,772</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5,335</b></font></td>
<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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>7,748</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Market Street</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,916</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,010</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,965</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">(a) </font></td>
</tr>
<tr>
<td valign="top" nowrap="nowrap">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Partnership interests in tax credit
investments (b) (c)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,095</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">652</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">920</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Collateralized debt
obligations</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">20</font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,031</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">5,662</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">7,887</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">PNC’s risk of loss consists of off-balance sheet
liquidity commitments to Market Street of $6.3 billion and other
credit enhancements of $.6 billion at June 30, 2009. The
comparable amounts were $6.4 billion and $.6 billion at
December 31, 2008.</font></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="19"><font face=
"Times New Roman" size="1">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Amounts reported primarily represent low income housing
projects.</font></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="19"><font face=
"Times New Roman" size="1">(c)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Aggregate assets and aggregate liabilities represent
approximate balances due to limited availability of financial
information associated with the acquired National City partnerships
that we did not sponsor.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Market Street</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Market Street is a multi-seller
asset-backed commercial paper conduit that is owned by an
independent third party. Market Street’s activities primarily
involve purchasing assets or making loans secured by interests in
pools of receivables from US corporations that desire access to the
commercial paper market. Market Street funds the purchases of
assets or loans by issuing commercial paper which has been rated
A1/P1/F1 by Standard & Poor’s, Moody’s, and
Fitch, respectively, and</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">is supported by pool-specific credit
enhancements, liquidity facilities and program-level credit
enhancement. Generally, Market Street mitigates its potential
interest rate risk by entering into agreements with its borrowers
that reflect interest rates based upon its weighted average
commercial paper cost of funds. During 2008 and the first six
months of 2009, Market Street met all of its funding needs through
the issuance of commercial paper.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC Bank, N.A. provides certain
administrative services, the program-level credit enhancement and
all of the liquidity facilities to Market Street in exchange for
fees negotiated based on market rates. Program administrator fees
related to PNC’s portion of liquidity facilities were $19
million for the first six months of 2009 and $8 million for the
first six months of 2008. Commitment fees related to PNC’s
portion of the liquidity facilities for the first six months of
2009 and 2008 were insignificant.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The commercial paper obligations at
June 30, 2009 and December 31, 2008 were effectively
collateralized by Market Street’s assets. While PNC may be
obligated to fund under the $6.3 billion of liquidity facilities
for events such as commercial paper market disruptions, borrower
bankruptcies, collateral deficiencies or covenant violations, our
credit risk under the liquidity facilities is secondary to the risk
of first loss provided by the borrower or another third party in
the form of deal-specific credit enhancement, such as by the over
collateralization of the assets. Deal-specific credit enhancement
that supports the commercial paper issued by Market Street is
generally structured to cover a multiple of expected losses for the
pool of assets and is sized to generally meet rating agency
standards for comparably structured transactions. In addition, PNC
would be required to fund $.9 billion of the liquidity facilities
if the underlying assets are in default. See Note 18 Commitments
and Guarantees for additional information.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC provides program-level credit
enhancement to cover net losses in the amount of 10% of
commitments, excluding explicitly rated AAA/Aaa facilities. PNC
provides 100% of the enhancement in the form of a cash collateral
account funded by a loan facility. This facility expires in March
2013.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Market Street has entered into a
Subordinated Note Purchase Agreement (Note) with an unrelated third
party. The Note provides first loss coverage whereby the investor
absorbs losses up to the amount of the Note, which was $8.0 million
as of June 30, 2009. Proceeds from the issuance of the Note
are held by Market Street in a first loss reserve account that will
be used to reimburse any losses incurred by Market Street, PNC
Bank, N.A. or other providers under the liquidity facilities and
the credit enhancement arrangements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We evaluated the design of Market
Street, its capital structure, the Note and relationships among the
variable interest holders under the provisions of FASB ASC 810-10,
<i>Consolidation</i></font>
<!-- 20 Split_Para * DO NOT REMOVE OR EDIT --></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">(FASB Interpretation No. 46
(revised December 2003) Consolidation of Variable Interest
Entities). Based on this analysis, we are not the primary
beneficiary as defined under GAAP and therefore the assets and
liabilities of Market Street are not reflected in our Consolidated
Balance Sheet.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC considers changes to the variable
interest holders (such as new expected loss note investors and
changes to program-level credit enhancement providers), changes to
the terms of expected loss notes, and new types of risks related to
Market Street as reconsideration events. PNC reviews the activities
of Market Street on at least a quarterly basis to determine if a
reconsideration event has occurred.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">See Note 1 Accounting Policies regarding
recently issued accounting guidance which could impact the
accounting for Market Street effective January 1,
2010.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>C<small>REDIT</small>
R<small>ISK</small> T<small>RANSFER</small>
T<small>RANSACTION</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC’s subsidiary, National City
Bank (NCB), sponsored a special purpose entity (SPE) trust and
concurrently entered into a credit risk transfer agreement with an
independent third party to mitigate credit losses on a pool of
nonconforming mortgage loans originated by its former First
Franklin business unit. The SPE was formed with a small
contribution from NCB and was structured as a bankruptcy-remote
entity so that its creditors have no recourse to NCB. In exchange
for a perfected security interest in the cash flows of the
nonconforming mortgage loans, the SPE issued to NCB asset-backed
securities in the form of senior, mezzanine, and subordinated
equity notes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The SPE was deemed to be a VIE as its
equity was not sufficient to finance its activities. NCB was
determined to be the primary beneficiary of the SPE as it would
absorb the majority of the expected losses of the SPE through its
holding of certain of the asset-backed securities. Accordingly,
this SPE was consolidated and all of the entity’s assets,
liabilities, and equity associated with the note tranches held by
NCB are intercompany balances and are eliminated in consolidation.
Nonconforming mortgage loans, including foreclosed properties,
pledged as collateral to the SPE remain on the balance sheet and
totaled $631 million at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In connection with the credit risk
transfer agreement, NCB held the right to put the mezzanine notes
to the independent third-party once credit losses in the mortgage
loan pool exceeded the principal balance of the subordinated equity
notes. During the first six months of 2009, cumulative credit
losses in the mortgage loan pool surpassed the principal balance of
the subordinated equity notes which resulted in NCB exercising its
put option on two of the subordinate mezzanine notes. Cash proceeds
received from the third party</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">for the exercise of these put options
totaled $36 million. In addition, during the first six months of
2009 NCB entered into an agreement with the third party to
terminate a portion of each party’s rights and obligations
under the credit risk transfer agreement for the remaining
mezzanine notes. In exchange for $126 million, NCB agreed to
terminate its contractual right to put the remaining mezzanine
notes to the third party. A pretax gain of $10 million was
recognized in noninterest income as a result of these
transactions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Management assessed what impact the
reconsideration events above had on determining whether NCB would
remain the primary beneficiary of the SPE. Management
concluded that NCB would remain the primary beneficiary and
accordingly should continue to consolidate the SPE.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>P<small>ERPETUAL</small>
T<small>RUST</small> S<small>ECURITIES</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We issue certain hybrid capital vehicles
that qualify as capital for regulatory purposes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In February 2008, PNC Preferred Funding
LLC (the LLC), one of our indirect subsidiaries, sold $375 million
of 8.700% Fixed-to-Floating Rate Non-Cumulative Exchangeable
Perpetual Trust Securities of PNC Preferred Funding Trust III
(Trust III) to third parties in a private placement. In connection
with the private placement, Trust III acquired $375 million of
Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred
Securities of the LLC (the LLC Preferred Securities). The sale was
similar to the March 2007 private placement by the LLC of $500
million of 6.113% Fixed-to-Floating Rate Non-Cumulative
Exchangeable Trust Securities (the Trust II Securities) of PNC
Preferred Funding Trust II (Trust II) in which Trust II acquired
$500 million of LLC Preferred Securities and to the December 2006
private placement by PNC REIT Corp. of $500 million of 6.517%
Fixed-to-Floating Rate Non-Cumulative Exchangeable Perpetual Trust
Securities (the Trust I Securities) of PNC Preferred Funding Trust
I (Trust I) in which Trust I acquired $500 million of LLC Preferred
Securities. PNC REIT Corp. owns 100% of LLC’s common voting
securities. As a result, LLC is an indirect subsidiary of PNC and
is consolidated on our Consolidated Balance Sheet. Trust I, II and
III’s investment in LLC Preferred Securities is characterized
as a noncontrolling interest on our Consolidated Balance Sheet
since we are not the primary beneficiary of Trust I, Trust II and
Trust III. This noncontrolling interest totaled approximately $1.3
billion at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our 2008 Form 10-K includes additional
information regarding the Trust I and Trust II Securities,
including descriptions of replacement capital and dividend
restriction covenants. The Trust III Securities include dividend
restriction covenants similar to those described for Trust II
Securities.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
</div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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=
"Times New Roman" size="3"><b><i>N<small>OTE</small> 19
S<small>EGMENT</small> R<small>EPORTING</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In the first quarter of 2009, we made
changes to our business organization structure and management
reporting in conjunction with the acquisition of National City. As
a result, we now have seven reportable business segments which
include:</font></p>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Retail
Banking</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Corporate & Institutional Banking</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Asset
Management Group</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Residential
Mortgage Banking</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">BlackRock</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Global
Investment Servicing</font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td width="24"><font size="1"> </font></td>
<td valign="top" align="left" width="24"><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">Distressed
Assets Portfolio</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">Business segment results for the second
quarter and first half of 2008 have been reclassified to present
those periods on the same basis.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Results of individual businesses are
presented based on our management accounting practices and
management structure. There is no comprehensive, authoritative body
of guidance for management accounting equivalent to GAAP;
therefore, the financial results of our individual businesses are
not necessarily comparable with similar information for any other
company. We refine our methodologies from time to time as our
management accounting practices are enhanced and our businesses and
management structure change.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Financial results are presented, to the
extent practicable, as if each business operated on a stand-alone
basis. As permitted under GAAP, we have aggregated the business
results for certain similar operating segments for financial
reporting purposes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Assets receive a funding charge and
liabilities and capital receive a funding credit based on a
transfer pricing methodology that incorporates product maturities,
duration and other factors. Capital is intended to cover unexpected
losses and is assigned to the banking and servicing businesses
using our risk-based economic capital model. We have assigned
capital to Retail Banking equal to 6% of funds to reflect the
capital required for well-capitalized domestic banks and to
approximate market comparables for this business. The capital
assigned for Global Investment Servicing reflects its legal entity
shareholder’s equity.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We have allocated the allowances for
loan and lease losses and unfunded loan commitments and letters of
credit based on our assessment of risk inherent in each business
segment’s loan portfolio. Our allocation of the costs
incurred by operations and other shared support areas not directly
aligned with the businesses is primarily based on the use of
services.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Total business segment financial results
differ from total consolidated results. The impact of these
differences is reflected in the “Other” category in the
business segment tables. “Other” includes residual
activities that do not meet the criteria for disclosure as a
separate reportable business, including LTIP share distributions
and obligations, earnings and gains related to Hilliard Lyons for
the first quarter of 2008, integration costs, asset and liability
management activities including net securities gains or losses and
certain trading activities, exited businesses, equity management
activities, alternative investments, intercompany eliminations,
most corporate overhead, and differences between business segment
performance reporting and financial statement reporting (GAAP),
including the presentation of net income attributable to
noncontrolling interests. Assets, revenue and earnings attributable
to foreign activities were not material in the periods presented
for comparative purposes.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
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<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b><i>B<small>USINESS</small>
S<small>EGMENT</small> P<small>RODUCTS</small> A<small>ND</small>
S<small>ERVICES</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Retail Banking</i></b> provides
deposit, lending, brokerage, trust, investment management, and cash
management services to consumer and small business customers within
our primary geographic markets. Our customers are serviced through
our branch network, call centers and the internet. The branch
network is located primarily in Pennsylvania, New Jersey,
Washington, DC, Maryland, Virginia, Delaware, Ohio, Kentucky,
Indiana, Illinois, Michigan, Missouri, Florida, and
Wisconsin.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Corporate & Institutional
Banking</i></b> provides lending, treasury management, and capital
markets-related products and services to mid-sized corporations,
government entities, and selectively to large corporations. Lending
products include secured and unsecured loans, letters of credit and
equipment leases. Treasury management services include cash and
investment management, receivables management, disbursement
services, funds transfer services, information reporting, and
global trade services. Capital markets-related products and
services include foreign exchange, derivatives, loan syndications,
mergers and acquisitions advisory and related services to
middle-market companies, securities underwriting, and securities
sales and trading. Corporate & Institutional Banking also
provides commercial loan servicing, and real estate advisory and
technology solutions for the commercial real estate finance
industry. Corporate & Institutional Banking provides
products and services generally within our primary geographic
markets, with certain products and services offered
nationally.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Asset Management Group</i></b>
includes personal wealth management for high net worth and ultra
high net worth and institutional asset management clients. Personal
wealth management products and services include customized
investment management, financial planning, private banking,
tailored credit solutions as well as trust management and
administration for affluent individuals and families. Institutional
asset management provides investment management, custody, and
retirement planning services. The clients served include
corporations, unions and charitable endowments and foundations,
located primarily in our geographic footprint. This segment
includes the asset management businesses acquired with National
City and the legacy PNC wealth management business previously
included in Retail Banking.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Residential Mortgage
Banking</i></b> directly originates first lien residential mortgage
loans on a nationwide basis with a significant presence within the
retail banking footprint and also originates loans through joint
venture partners. Mortgage loans represent loans collateralized by
one-to-four-family residential real estate and are made to
borrowers in good credit standing. These loans are typically
underwritten to third party standards and sold to primary mortgage
market aggregators (Fannie Mae, Freddie Mac, Ginnie Mae, Federal
Home Loan Banks and third-party investors) with
servicing</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">retained. The mortgage servicing
operation performs all functions related to servicing first
mortgage loans for various investors. Certain loans originated
through our joint ventures are serviced by a joint venture
partner.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>BlackRock</i></b> is one of the
largest publicly traded investment management firms in the world.
BlackRock manages assets on behalf of institutional and individual
investors worldwide through a variety of fixed income, cash
management, equity and balanced alternative investment products and
advisory separate accounts and funds. In addition, BlackRock
provides risk management, investment system outsourcing and
financial advisory services globally to a broad base of clients. At
June 30, 2009, our share of BlackRock’s earnings was
approximately 31%.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Global Investment
Servicing</i></b> is a leading provider of processing, technology
and business intelligence services to asset managers,
broker-dealers, and financial advisors worldwide. Securities
services include custody, securities lending, and accounting and
administration for funds registered under the Investment Company
Act of 1940 and alternative investments. Investor services include
transfer agency, subaccounting, banking transaction services, and
distribution. Financial advisor services include managed accounts
and information management. This business segment services
shareholder accounts both domestically and internationally.
International locations include Ireland, Poland and
Luxembourg.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Distressed Assets
Portfolio</i></b> includes residential real estate development
loans, cross-border leases, subprime residential mortgage loans,
brokered home equity loans and certain other residential real
estate loans. These loans require special servicing and management
oversight given current market conditions. The majority of these
loans are from acquisitions, primarily National City.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
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<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Results Of Businesses</b></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="40%"></td>
<td valign="bottom" width="2%"></td>
<td></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 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>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"1">Three months ended June 30<br />
In millions</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">Retail<br />
Banking</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"><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">Corporate &<br />
Institutional<br />
Banking</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">Asset<br />
Management<br />
Group</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">Residential<br />
Mortgage<br />
Banking</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"><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">BlackRock</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">Global<br />
Investment<br />
Servicing</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"><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">Distressed<br />
Assets<br />
Portfolio</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"><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">Other</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"><font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Consolidated</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>2009</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Income Statement</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Net interest income (expense)</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>901</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>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>878</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>75</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>80</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(11</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>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>295</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(36</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>2,182</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">Noninterest income</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>564</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>405</b></font></td>
<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>151</b></font></td>
<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"
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>67</b></font></td>
<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>199</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>39</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>135</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>1,805</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">Total revenue</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>1,465</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>1,283</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>226</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>325</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>67</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>188</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>334</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>99</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>3,987</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Provision for 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>304</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>649</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>46</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>8</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"></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"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>30</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>50</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>1,087</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">Depreciation and amortization</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>68</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>35</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>10</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</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"></td>
<td valign="bottom"></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>19</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"></td>
<td valign="bottom"></td>
<td valign="bottom"></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>77</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>210</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 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 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>997</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>435</b></font></td>
<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>157</b></font></td>
<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>175</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 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 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>151</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>55</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>478</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>2,448</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">Earnings (loss) before income
taxes</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" 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>164</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>13</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>141</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>67</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>18</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>249</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>(506</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>242</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">Income taxes (benefit)</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"
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>53</b></font></td>
<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</b></font></td>
<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>53</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>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">
<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</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>94</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>(225</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>35</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Earnings (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>60</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>111</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>88</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>54</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>12</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>155</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(281</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>207</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Inter-segment revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(14</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Average Assets (a)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>65,177</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>87,079</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>7,422</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>8,591</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>4,383</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,883</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>23,779</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>81,541</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>280,855</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">2008</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Income Statement</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Net interest income (expense)</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">394</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">319</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">31</font></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"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">240</font></td>
<td valign="bottom" 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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">977</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">Noninterest income</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">264</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">242</font></td>
<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">116</font></td>
<td style="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 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">90</font></td>
<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">244</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 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 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">106</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">1,062</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total revenue</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">658</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">561</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">147</font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">90</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">237</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"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">346</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">2,039</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Provision for credit losses</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">72</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">87</font></td>
<td valign="bottom"><font size="1"> </font></td>
<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"></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"><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" 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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">186</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Depreciation and 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">34</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">6</font></td>
<td valign="bottom"><font size="1"> </font></td>
<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"></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 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"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<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" 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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">94</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 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 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">418</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">233</font></td>
<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">89</font></td>
<td style="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 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">170</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 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 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">99</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">1,009</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Earnings before income taxes</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">134</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">235</font></td>
<td valign="bottom"><font size="1"> </font></td>
<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"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">90</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">49</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"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">187</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">750</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">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 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">53</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">76</font></td>
<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">21</font></td>
<td style="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 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">21</font></td>
<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</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 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 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">45</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">233</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Earnings</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">81</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">159</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">34</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">69</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">142</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">517</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Inter-segment revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(15</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Average Assets (a)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">32,779</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">46,863</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,979</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,463</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,606</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">51,702</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">141,392</font></td>
</tr>
<tr>
<td height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="3" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td colspan="4" height="16"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height=
"16"> </td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">Six months
ended June 30<br />
In millions</font></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">Retail<br />
Banking</font></td>
<td style="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">Corporate &<br />
Institutional<br />
Banking</font></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">Asset<br />
Management<br />
Group</font></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">Residential<br />
Mortgage<br />
Banking</font></td>
<td style="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">BlackRock</font></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">Global<br />
Investment<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=
"middle" colspan="2"><font face="Times New Roman" size=
"1">Distressed<br />
Assets<br />
Portfolio</font></td>
<td style="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">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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Consolidated</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>2009</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Income Statement</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Net interest income (expense)</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>1,822</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>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>1,894</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>171</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>162</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(26</b></font></td>
<td valign="bottom" 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>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>626</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(162</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>4,487</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">Noninterest income</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>1,084</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>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">
<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>305</b></font></td>
<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>683</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>93</b></font></td>
<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>404</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>52</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>73</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>3,371</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">Total revenue</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>2,906</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>2,571</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>476</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>845</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>93</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>378</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>678</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>(89</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>7,858</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Provision for 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>608</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>936</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>63</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</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"></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"><font face="Times New Roman" size=
"1"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>289</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>72</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>1,967</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">Depreciation and amortization</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>135</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>71</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>21</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>3</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"></td>
<td valign="bottom"></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>37</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"></td>
<td valign="bottom"></td>
<td valign="bottom"></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>163</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>430</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 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 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>1,983</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>835</b></font></td>
<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>316</b></font></td>
<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>346</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 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 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>308</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>135</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>633</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>4,556</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">Earnings (loss) before income
taxes</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>180</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>729</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>76</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>497</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>93</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>33</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>254</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>(957</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>905</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">Income taxes (benefit)</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>70</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>259</b></font></td>
<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>29</b></font></td>
<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>188</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</b></font></td>
<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>11</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>96</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>(501</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>168</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Earnings (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>110</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>470</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>47</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>309</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>22</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>158</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(456</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>737</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Inter-segment revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>(2</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1"><b>(9</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(27</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Average Assets (a)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>65,397</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>89,186</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>7,424</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>7,909</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>4,383</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,883</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>24,295</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>79,376</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>280,853</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">2008</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Income Statement</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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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">Net interest income (expense)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">799</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">617</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">63</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(17</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></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"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">369</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">1,831</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">Noninterest income</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">600</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">253</font></td>
<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">229</font></td>
<td style="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 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">171</font></td>
<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">482</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 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 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">294</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">2,029</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Total revenue</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">1,399</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">870</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">292</font></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"><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"><font size="1"> </font></td>
<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" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">663</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">3,860</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Provision for credit losses</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">166</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">143</font></td>
<td valign="bottom"><font size="1"> </font></td>
<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"></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"><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" 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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">337</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Depreciation and 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">63</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">12</font></td>
<td valign="bottom"><font size="1"> </font></td>
<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"></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 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" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></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"><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" 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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">178</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 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 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">811</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">472</font></td>
<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 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 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">334</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 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 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">171</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">1,960</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Earnings before income taxes</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">359</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">243</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">114</font></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"><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"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">95</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"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">403</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">1,385</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">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 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">141</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">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">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"> </font></td>
<td style="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 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</font></td>
<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</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 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 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">165</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">484</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Earnings</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">218</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">184</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">71</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">129</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">238</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">901</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Inter-segment revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(33</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Average Assets (a)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">32,691</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">45,943</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,887</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">4,463</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,606</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">52,383</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1">140,973</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Period-end balances for BlackRock and Global Investment
Servicing.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">Certain revenue and expense amounts
shown in the preceding table differ from amounts included in the
Business Segments Review section of Part I, Item 2 of this
Form 10-Q due to the presentation in Item 2 of business
revenues on a taxable-equivalent basis, the inclusion of 2008
Albridge Solutions and Coates Analytics integration costs in
“Other” in the Item 2 presentation, and
classification differences related to Global Investment Servicing.
Global Investment Servicing income classified as net interest
income (expense) in the preceding table represents the interest
components of other nonoperating income (net of nonoperating
expense) and debt financing as disclosed in the Business Segments
Review section.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 18 Folio_Start * DO NOT REMOVE OR EDIT --></div>
645000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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=
"Times New Roman" size="3"><b><i><font size=
"+0">N<small>OTE</small> 1 A<small>CCOUNTING</small>
P<small>OLICIES</small></font></i></b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>B<small>ASIS</small>
O<small>F</small> F<small>INANCIAL</small> S<small>TATEMENT</small>
P<small>RESENTATION</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our consolidated financial statements
include the accounts of the parent company and its subsidiaries,
most of which are wholly owned, and certain partnership interests
and variable interest entities.</font></p>
<p style=
"MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; PADDING-BOTTOM: 3px">
<font size="+0"><font face="Times New Roman" size="2">Effective
July 1, 2009, the Financial Accounting Standards Board (FASB)
issued Statement of Financial Accounting Standards No. (SFAS)
168<i>, “The FASB Accounting Standards
Codification</i></font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">TM</sup></font>
<font face="Times New Roman" size="2"><i>and the Hierarchy of
Generally Accepted Accounting Principles – a replacement of
FASB Statement No. 162</i>” (FASB ASC 105-10, Generally
Accepted Accounting Principles). The FASB Accounting Standards
Codification</font> <font face="Times New Roman" size=
"1"><sup style=
"VERTICAL-ALIGN: baseline; BOTTOM: 0.8ex; POSITION: relative">TM</sup></font>
<font face="Times New Roman" size="2">(FASB ASC) will be the single
source of authoritative nongovernmental generally accepted
accounting principles (“GAAP”) in the United States of
America. The FASB ASC will be effective for financial statements
that cover interim and annual periods ending after
September 15, 2009. Other than resolving certain minor
inconsistencies in current GAAP, the FASB ASC is not intended to
change GAAP, but rather to make it easier to review and research
GAAP applicable to a particular transaction or specific accounting
issue. Technical references to GAAP included in these Notes To
Consolidated Financial Statements are provided under the new FASB
ASC structure with the prior terminology included parenthetically
when first used.</font></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">On December 31, 2008, we acquired
National City. Our Consolidated Balance Sheet as of June 30,
2009 and December 31, 2008, our Consolidated Income Statement
for</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 three months and six months ended
June 30, 2009, and our Consolidated Statement of Cash Flows
for the six months ended June 30, 2009 include the impact of
the National City acquisition. See Note 2 National City Acquisition
for additional information.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We prepared these consolidated financial
statements in accordance with accounting principles generally
accepted in the United States of America. We have eliminated
intercompany accounts and transactions. We have also reclassified
certain prior year amounts to conform with the 2009 presentation,
including reclassifications required in connection with the
adoption of new guidance impacting FASB ASC 810-10,
<i>Consolidation</i> (SFAS 160, “Accounting and Reporting of
Noncontrolling Interests in Consolidated Financial Statements, an
amendment of ARB No. 51”). These reclassifications did
not have a material impact on our consolidated financial condition
or results of operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In our opinion, the unaudited interim
consolidated financial statements reflect all normal, recurring
adjustments needed to present fairly our results for the interim
periods. The results of operations for interim periods are not
necessarily indicative of the results that may be expected for the
full year or any other interim period.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">When preparing these unaudited interim
consolidated financial statements, we have assumed that you have
read the audited consolidated financial statements included in our
2008 Annual Report on Form 10-K (2008 Form 10-K). Reference is made
to Note 1 Accounting Policies in the 2008 Form 10-K for a detailed
description of the significant accounting policies followed by PNC.
There have been no significant changes to these policies in the
first six months of 2009. These interim consolidated financial
statements serve to update the 2008 Form 10-K and may not include
all information and notes necessary to constitute a complete set of
financial statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We have considered the impact on these
consolidated financial statements of events occurring subsequent to
June 30, 2009 and through August 7, 2009, the date these
consolidated financial statements were issued as part of our
Quarterly Report on Form 10-Q filed with the Securities and
Exchange Commission.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>U<small>SE</small> <small>OF</small>
E<small>STIMATES</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We prepare the consolidated financial
statements using financial information available at the time, which
requires us to make estimates and assumptions that affect the
amounts reported. Our most significant estimates pertain to our
allowance for loan and lease losses, impaired loans, fair value
measurements, including security valuations, and revenue
recognition. Actual results may differ from the estimates and the
differences may be material to the consolidated financial
statements.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b><i>Investment in BlackRock,
Inc.</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We account for our investment in the
common stock and Series B Preferred Stock of BlackRock under the
equity method of accounting. The investment in BlackRock is
reflected on our Consolidated Balance Sheet in the caption Equity
investments, while our equity in earnings of BlackRock is reported
on our Consolidated Income Statement in the caption Asset
management.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We mark to market our obligation to
transfer BlackRock shares related to certain BlackRock long-term
incentive plan (LTIP) programs. This obligation is classified as a
free standing derivative as disclosed in Note 13 Financial
Derivatives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">On February 27, 2009, PNC’s
obligation to deliver BlackRock common shares was replaced with an
obligation to deliver shares of BlackRock’s new Series C
Preferred Stock. The 2.9 million shares of Series C Preferred
Stock have been acquired from BlackRock in exchange for common
shares on that same date. PNC has elected to account for these
preferred shares at fair value as permitted under FASB ASC 825-10,
<i>Financial Instruments</i> (SFAS 159, “The Fair Value
Option for Financial Assets and Financial Liabilities”), and
the changes in fair value will offset the impact of
marking-to-market the obligation to deliver these shares to
BlackRock. Our investment in the BlackRock Series C Preferred Stock
is included on the Consolidated Balance Sheet in the caption Other
assets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>R<small>ECENT</small>
A<small>CCOUNTING</small>
P<small>RONOUNCEMENTS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 805, <i>Business Combinations</i> (SFAS 141(R), “Business
Combinations”), on January 1, 2009. This guidance will
require all businesses acquired after this date to be measured at
the fair value of the consideration paid as opposed to the
cost-based provisions under prior GAAP. It will require an entity
to recognize the assets acquired, the liabilities assumed, and any
noncontrolling interest in the acquiree at the acquisition date,
measured at their fair values as of that date. This guidance
requires the value of consideration paid including any future
contingent consideration to be measured at fair value at the
closing date of the transaction. Also, restructuring costs and
acquisition costs will be expensed rather than included in the cost
of the acquisition. This standard will be effective for all
acquisitions completed on or after January 1, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 810-10, <i>Consolidation,</i> on January 1, 2009, which
provides new accounting and reporting standards for the
noncontrolling interest in a subsidiary and for the deconsolidation
of a subsidiary. It clarifies that a noncontrolling interest should
be reported as a component of equity in the consolidated financial
statements. This also required expanded disclosures that identify
and distinguish between the interests of the parent’s owners
and the interests of the noncontrolling owners of an</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">entity. The adoption of this guidance
did not have a material impact on our results of operations or
financial position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 815-10, <i>Derivatives and Hedging</i> (SFAS 161,
“Disclosures about Derivative Instruments and Hedging
Activities”), on January 1, 2009. This guidance required
revisions to our derivative disclosures to provide greater
transparency as to the use of derivative instruments and hedging
activities. See Note 13 Financial Derivatives for additional
information.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 944, <i>Financial Services – Insurance</i> (SFAS 163,
“Accounting for Financial Guarantee Insurance Contracts
– an Interpretation of FASB Statement No. 60”), on
January 1, 2009. This guidance changed the current practice of
accounting for financial guarantee insurance contracts by insurance
companies including the recognition and measurement of premium
revenue, claim liabilities and enhances related disclosure
requirements. The adoption of this guidance did not have a material
effect on our results of operations or financial
position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In April 2009, the FASB issued new
guidance impacting FASB ASC 320-10, <i>Investments – Debt and
Equity Securities</i> (FSP FAS 115-2 and FAS 124-2,
“Recognition and Presentation of Other-Than-Temporary
Impairments”). This guidance amends GAAP for debt securities
regarding recognition and disclosure of an other-than-temporary
impairment (OTTI). The major change in the guidance is the
requirement to recognize only the credit portion of the OTTI
charges in current earnings for those debt securities where there
is no intent to sell or it is more likely than not the entity would
not be required to sell the security prior to expected recovery.
The remaining portion of the OTTI charge is to be included in other
comprehensive income. As permitted, we adopted this guidance
effective January 1, 2009. A cumulative effect adjustment of
$110 million has been recorded to beginning retained earnings to
reclassify the noncredit component of OTTI recognized in prior
periods from retained earnings to accumulated other comprehensive
income (loss). See Note 7 Investment Securities for disclosures
required by this new guidance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In April 2009, the FASB issued new
guidance impacting FASB ASC 820, <i>Fair Value Measurements and
Disclosures</i> (FSP FAS 157-4, “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”). This provides additional guidance for estimating
fair value when the volume and level of activity for the asset or
liability have significantly decreased. This also provides guidance
on identifying circumstances that indicate a transaction is not
orderly. As permitted, we adopted this guidance effective
January 1, 2009. See Note 8 Fair Value for disclosures
required by this new guidance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 860-10, <i>Transfers and Servicing</i> (FSP FAS 140-3,
“Accounting for</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
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<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">Transfers of Financial Assets and
Repurchase Financing Transactions”), on January 1, 2009.
This provides guidance on how the transferor and transferee should
separately account for a transfer of a financial asset and a
related repurchase financing if certain criteria are met. This
guidance did not have a material effect on our results of
operations or financial position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 350-30, <i>Intangibles – Goodwill and Other</i> (FSP FAS
142-3, “Determination of the Useful Life of Intangible
Assets”), on January 1, 2009. This provides guidance as
to factors considered in developing renewal or extension
assumptions used to determine the useful life of a recognized
intangible asset under existing GAAP. The adoption did not have a
material effect on our results of operations or financial
position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 470-20, <i>Debt – Debt with Conversion and Other
Options</i> (FSP APB 14-1, “Accounting for Convertible Debt
Instruments That May Be Settled in Cash Upon Conversion (Including
Partial Cash Settlement)”), on January 1, 2009. This
clarifies that certain convertible debt instruments should be
separately accounted for as liability and equity components. The
adoption of this guidance did not have a material effect on our
results of operations or financial position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 260-10, <i>Earnings Per Share</i> (FSP EITF 03-06-1,
“Determining Whether Instruments Granted in Share-Based
Payment Transactions Are Participating Securities”), on
January 1, 2009. This clarifies that unvested share-based
payment awards that contain nonforfeitable rights to dividends or
dividend equivalents are considered participating securities and
should be included in the calculation of basic earnings per share
using the two-class method prescribed by existing GAAP. Our
adoption of this guidance did not have a material effect on either
our basic or diluted earnings per share. See Note 14 Earnings Per
Share for the computation of earnings per share using the two-class
method.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In December 2008, the FASB issued new
guidance impacting FASB ASC 715-20-50, <i>Compensation Retirement
Benefits – Defined Benefit Plans – General</i> (FSP FAS
132(R)-1, “Employers’ Disclosures about Postretirement
Benefit Plan Assets”). This provides guidance on an
employer’s disclosures about plan assets of a defined benefit
pension or other postretirement plan and will be effective
December 31, 2009 for PNC.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In April 2009, the FASB issued new
guidance impacting FASB ASC 805, <i>Business Combinations</i> (FSP
FAS 141(R)-1, “Accounting for Assets Acquired and Liabilities
Assumed in a Business Combination That Arise from
Contingencies”). This addresses application issues related to
initial recognition and measurement, subsequent measurements and
accounting, and disclosure of assets and liabilities arising from
contingencies in a business combination. This guidance is effective
for all acquisitions of assets and liabilities arising from
contingencies</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">in a business combination with closing
dates after January 1, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted new guidance impacting FASB
ASC 825-10-50, <i>Financial Instruments</i> (FSP FAS 107-1 and APB
28-1, “Interim Disclosures about Fair Value of Financial
Instruments”), effective June 30, 2009. This guidance
amends existing GAAP to require disclosures about fair value of
financial instruments for interim reporting periods of publicly
traded companies as well as in annual financial statements. See
Note 8 Fair Value for disclosures required by this new
guidance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We adopted FASB ASC 855, <i>Subsequent
Events</i> (SFAS 165, “Subsequent Events”), beginning
June 30, 2009. This establishes general standards of
accounting for and disclosures of events that occur after the
balance sheet date but before financial statements are
“issued” or “are available to be
issued.”</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In June 2009, the FASB issued SFAS 166,
“Accounting for Transfers of Financial Assets – An
Amendment of FASB Statement No. 140”. This removes the
concept of a qualifying special-purpose entity from existing GAAP
and removes the exception from applying FASB ASC 810-10,
<i>Consolidation</i> (FASB Interpretation No. 46 (revised
December 2003) Consolidation of Variable Interest Entities) to
qualifying special purpose entities. The new guidance also
establishes conditions for accounting and reporting of a transfer
of a portion of a financial asset, modifies the asset
sale/derecognition criteria, and changes how retained interests are
initially measured. The new guidance is expected to provide greater
transparency about transfers of financial assets and a
transferor’s continuing involvement, if any, with the
transferred assets. This guidance will be effective for PNC
beginning January 1, 2010. We are in the process of analyzing
the potential impact the new guidance will have on our results of
operations and financial position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In June 2009, the FASB issued SFAS 167,
“Amendments to FASB Interpretation No. 46(R)”. The
new guidance removes the scope exception for qualifying
special-purpose entities, contains new criteria for determining the
primary beneficiary of a variable interest entity (VIE) and
increases the frequency of required reassessments to determine
whether an entity is the primary beneficiary of a VIE. Enhanced
disclosures would also be required. This guidance will be effective
for PNC beginning January 1, 2010. Based on our preliminary
analysis of this guidance, we expect that we would consolidate,
effective January 1, 2010, certain VIEs including Market
Street Funding LLC (Market Street) (see Note 3 Variable Interest
Entities) and certain qualifying special purpose entities sponsored
by National City for the securitization of pools of credit card,
automobile and mortgage loans (see Note 10 Loan Sales and
Securitizations). We expect these changes will have a minimal
impact on our capital ratios. We are continuing the process of
analyzing additional transactions and entities to determine the
potential impact the new guidance will have on our results of
operations and financial position.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
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0
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="3"> <strong><em>N<small>OTE</small> 15
T<small>OTAL</small> E<small>QUITY</small> A<small>ND</small>
O<small>THER</small> C<small>OMPREHENSIVE</small>
I<small>NCOME</small></em></strong></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Activity in total equity for the first
six months of 2009 follows. The par value of our preferred stock
outstanding at June 30, 2009 totaled less than $.5 million
and, therefore, is excluded from the table.</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="47%"></td>
<td valign="bottom" width="2%"></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>
<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-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" align=
"middle" colspan="20"><font face="Times New Roman" size=
"1">Shareholders’ Equity</font></td>
<td style="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"> <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"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In millions,
except per share data</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Shares<br />
Outstanding</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Common<br />
Stock</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">Common<br />
Stock</font></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">Capital<br />
Surplus –<br />
Preferred<br />
Stock</font></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">Capital<br />
Surplus –<br />
Common<br />
Stock<br />
and<br />
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">Retained<br />
Earnings</font></td>
<td style="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">Accumulated<br />
Other<br />
Comprehensive<br />
Income (Loss)</font></td>
<td style="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 />
Stock</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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">Noncontrolling<br />
Interests</font></td>
<td style="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<br />
Equity</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 December 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">443</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,261</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7,918</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8,328</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">11,461</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(3,949</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(597</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,226</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">27,648</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-TOP: 0px; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="1">Cumulative effect of
adopting</font></p>
<p style=
"MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1em; TEXT-INDENT: -1em">
<font face="Times New Roman" size="1">FASB ASC 320-10</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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>
<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">110</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">(110</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 size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Balance at January 1,
2009</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">443</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">2,261</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">7,918</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">8,328</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">11,571</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">(4,059</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">(597</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" 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">2,226</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">27,648</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">Net income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">724</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"></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font 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">737</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 comprehensive income (loss), net
of tax</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Other-than-temporary impairment on debt
securities</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(493</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"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(493</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: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Net unrealized securities
gains</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,626</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"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,626</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: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Net unrealized losses on cash flow hedge
derivatives</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(223</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"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(223</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: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Pension, other postretirement and
postemployment benefit plan adjustments</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><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" nowrap="nowrap"><font face="Times New Roman"
size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><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" 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">Other (a)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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>
<td style="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 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">12</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 size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 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">12</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">Comprehensive income</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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>
<td style="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-RIGHT: #000000 1px solid; 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 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">13</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">1,695</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">Cash dividends declared</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Common ($.76 per share)</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(338</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"></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(338</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: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Preferred</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(170</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"></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(170</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">Preferred stock discount
accretion</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">29</font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(29</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"></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Supervisory Capital Assessment Program
issuance</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">15</font></td>
<td valign="bottom"><font size="1"> </font></td>
<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"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">549</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"></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">624</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">Common stock activity</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" 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">6</font></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 face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">43</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"></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">49</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">Treasury stock activity</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" 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"></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 face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(148</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"></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">162</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"1">  </font></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"><font face="Times New Roman" size=
"1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">14</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</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 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">11</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 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-RIGHT: #000000 1px solid; 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 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">(66</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">(55</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 2px 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 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"1"><b>461</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,342</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>7,947</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>8,783</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>11,758</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(3,101</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(435</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>2,173</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>29,467</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px 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: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Comprehensive loss for the first six
months of 2008 was $198 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">A summary of the components of the
change in accumulated other comprehensive income (loss)
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="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-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">Six months ended June 30,
2009</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" colspan="2"><font face="Times New Roman" size=
"1">Pretax</font></td>
<td style="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">Tax (Expense)<br />
Benefit</font></td>
<td style="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">After-tax</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">Change in net unrealized securities
losses:</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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Decrease in net unrealized losses on
securities held at period end</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">2,731</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">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(1,000</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">1,731</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">Less: Net gains realized in net income
(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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">166</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">(61</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">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: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Change in net unrealized 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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">2,565</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">(939</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">1,626</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">Cumulative effect of adopting FASB ASC
320-10</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">(174</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">64</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">(110</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">Net increase in other-than-temporary
impairment losses 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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(781</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">288</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">(493</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">Change in other-than-temporary
impairment losses 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"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(955</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">352</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">(603</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">Change in net unrealized gains on cash
flow hedge derivatives:</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="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Decrease in net unrealized gains on cash
flow hedge derivatives</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">(292</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">108</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">(184</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">Less: Net gains realized in net
income</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">61</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">(22</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">39</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">Change in net unrealized gains on cash
flow hedge derivatives</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">(353</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">130</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">(223</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">Change in pension, other postretirement
and postemployment benefit plan adjustments</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</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">(19</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">36</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">Change in other, net (a)</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">32</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">(20</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">12</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 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Change in other comprehensive income
(loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">1,344</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(496</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">848</font></td>
<td style="BORDER-BOTTOM: #000000 2px 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: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The accumulated balances related to each
component of other comprehensive income (loss) 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="80%"></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 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="6"><font face="Times New Roman" size=
"1"><b>June 30, 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="6"><font face="Times New Roman" size=
"1">December 31, 2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">Pretax</font></td>
<td style="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">After-tax</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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">Pretax</font></td>
<td style="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">After-tax</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">Net unrealized securities
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>(3,167</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>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>(2,000</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"1">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1">(5,732</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">(3,626</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-than-temporary impairment losses
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>(955</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>(603</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" 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"></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">Net unrealized gains on cash flow hedge
derivatives</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>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"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="1"><b>151</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" 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">592</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">374</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">Pension, other postretirement and
postemployment benefit plan adjustments</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>(1,000</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>(631</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" 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">(1,055</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">(667</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, net (a)</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>(46</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>(18</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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">(78</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">(30</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 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="1">Accumulated other comprehensive
loss</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(4,929</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"1"><b>(3,101</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(6,273</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"1">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="1">(3,949</font></td>
<td style="BORDER-BOTTOM: #000000 2px 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>
<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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Consists of foreign currency translation adjustments and
deferred tax adjustments on BlackRock’s other comprehensive
income.</font></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">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">The pretax amount represents net unrealized gains at
December 31, 2008 that were realized in 2009 when the related
securities were sold. This amount differs from net securities
losses included in the Consolidated Income Statement primarily
because it does not include gains or losses realized on securities
that were purchased and then sold during 2009.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b>T<small>ARP</small>
W<small>ARRANT</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As previously disclosed in our 2008 Form
10-K, on December 31, 2008, we issued $7.6 billion of Fixed
Rate Cumulative Perpetual Preferred Stock, Series N, to the US
Treasury under the US Treasury’s Troubled Asset Relief
Program (“TARP”) Capital Purchase Program, together
with a warrant to purchase shares of common stock of
PNC.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The proceeds from the issuance of the
preferred stock to the US Treasury were allocated based on the
relative fair value of the warrant as compared to the fair value of
the preferred stock. The fair value of the warrant was determined
using a Black-Scholes valuation model. The model incorporates
assumptions regarding our common stock price, dividend yield, stock
price volatility, as well as assumptions regarding the risk-free
interest rate. Using this model, the warrant was valued at $304
million at December 31, 2008 and was included in Capital
surplus—common stock and other on our Consolidated Balance
Sheet.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value of the preferred stock
was determined based on assumptions regarding the discount rate
(market rate) on the preferred stock, which was estimated to be
approximately 13%. The discount on the preferred stock is being
accreted to par value using a constant effective yield of 6% over a
five-</font></p>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: right; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; POSITION: relative; HEIGHT: 205px">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">year period, which was the expected life
of the preferred stock at issuance. The accretion of discount on
these shares increased Capital surplus – preferred stock and
reduced Retained earnings on our Consolidated Balance Sheet by
approximately $27 million at June  30, 2009.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
</div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
195000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 10
L<small>OAN</small> S<small>ALES</small> <small>AND</small>
S<small>ECURITIZATIONS</small></i></b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Loan Sales</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We sell residential and commercial
mortgage loans to government-sponsored enterprises
(“GSEs”) and in certain instances to other third-party
investors. The GSEs, such as Government National Mortgage
Association (“GNMA”), Federal National Mortgage
Association (“FNMA”), and the Federal Home Loan
Mortgage Corporation (“FHLMC”), generally securitize
our transferred loans into mortgage-backed securities for sale into
the secondary market. Generally, we do not retain any interest in
the transferred loans other than mortgage servicing rights. Refer
to Note 9 Goodwill and Other Intangible Assets for further
discussion on our residential and commercial mortgage servicing
rights assets. During the first six months of 2009, residential and
commercial mortgage loans sold totaled $12.0 billion and $3.4
billion, respectively. During the second quarter of 2009,
residential and commercial mortgage loans sold totaled $5.7 billion
and $1.6 billion, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">During the first six months of 2008,
commercial mortgage loans sold totaled $1.8 billion, including $1.1
billion during the second quarter. There were no residential
mortgage loans sales in the first six months of 2008 as these
activities were obtained through our acquisition of National
City.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our continuing involvement in these loan
sales consists primarily of servicing and limited repurchase
obligations for loan and servicer breaches in representations and
warranties. Generally, we hold a cleanup call repurchase option for
loans sold with servicing retained to the other third-party
investors. In certain circumstances as servicer, we advance
principal and interest payments to the GSEs and other third-party
investors and also may make collateral protection advances. Our
risk of loss in these servicing advances has historically been
minimal.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We maintain a liability for estimated
losses on loans expected to be repurchased as a result of breaches
in loan and servicer representations and warranties. We have also
entered into recourse arrangements associated with commercial
mortgage loans sold to FNMA and FHLMC. Refer to Note 18 Commitments
and Guarantees for further discussion on our repurchase liability
and recourse arrangements. Our maximum exposure to loss in our loan
sale activities is limited to these repurchase and recourse
obligations.</font></p>
<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">In addition, for certain loans sold to
GNMA and FNMA, we hold an option to repurchase individual
delinquent loans that meet certain criteria. Without prior
authorization from these GSEs, this option gives PNC the ability to
repurchase the delinquent loan at par. Under FASB ASC 860-10, once
we have the unilateral ability to repurchase the delinquent loan,
effective control over the loan has been regained and we are
required to recognize the loan and a corresponding repurchase
liability on the balance sheet regardless of our intent to
repurchase the loan. At June 30, 2009 and December 31,
2008, the balance of our repurchase option asset and liability
totaled $1.1 billion and $476 million, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Securitizations</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In securitizations, loans are typically
transferred to a qualifying special purpose entity
(“QSPE”) that is demonstrably distinct from the
transferor to transfer the risk from our Consolidated Balance
Sheet. A QSPE is a bankruptcy-remote trust allowed to perform only
certain passive activities. In addition, these entities are
self-liquidating and in certain instances are structured as Real
Estate Mortgage Investment Conduits (“REMICs”) for tax
purposes. The QSPEs are generally financed by issuing certificates
for various levels of senior and subordinated tranches. QSPEs are
exempt from consolidation under the provisions of FASB ASC 810-10,
provided certain conditions are met. However, see Note 1 Accounting
Policies regarding recently issued accounting guidance which could
impact the accounting for these QSPEs effective January 1,
2010.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our securitization activities were
primarily obtained through our acquisition of National City. Credit
card receivables, automobile, and residential mortgage loans were
securitized through QSPEs sponsored by National City. These QSPEs
were financed primarily through the issuance and sale of beneficial
interests to independent third parties and are not consolidated on
our balance sheet. Consolidation of these QSPEs could occur if
circumstances or events subsequent to the securitization
transaction dates would cause the entities to lose their
“qualified” status. No such events have
occurred.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Qualitative and quantitative information
about the securitization QSPEs and our retained interests in these
transactions follow. Refer to our 2008 Form 10-K for discussion of
our continuing involvement in these transactions.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<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 following summarizes the assets and
liabilities of the securitization QSPEs at June 30, 2009 and
December 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="20%"></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 valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; PADDING-LEFT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap" align="middle" colspan="10">
<font face="Times New Roman" size="1"><b>June 30,
2009</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="8"><font face=
"Times New Roman" size="1">December 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">(In
millions)</font></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">Credit Card</font></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">Automobile</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Mortgage</font></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">Credit Card</font></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">Automobile</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Mortgage</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Assets (a)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,014</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>144</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>265</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,129</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">250</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">319</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="2">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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,824</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>144</b></font></td>
<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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>265</b></font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,824</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">250</font></td>
<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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">319</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Represents period-end outstanding principal balances of loans
transferred to the securitization QSPEs.</font></td>
</tr>
</tbody>
</table>
<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"><u>Credit Card Loans</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Retained interests in the credit card
securitizations consist of seller’s interest, an
interest-only strip, and securities issued by the credit card
securitization QSPE. Seller’s interest is recognized in
portfolio loans on the Consolidated Balance Sheet and totaled
approximately $198 million at June 30, 2009 and $315 million
at December 31, 2008. The interest-only strips are recognized
in other assets on the Consolidated Balance Sheet and totaled
approximately $16 million at June 30, 2009 and $20 million at
December 31, 2008. The asset-backed securities are recognized
in investment securities on the Consolidated Balance Sheet and
totaled approximately $26 million at June 30, 2009 and $25
million at December 31, 2008. These retained interests
represent the maximum exposure to loss associated with our
involvement in these securitizations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In July 2009, our National City Bank
(“NCB”) subsidiary, as sponsor of the National City
Master Note Trust (the “Master Trust”), took certain
actions to address recent declines in the securitization
structure’s excess spread which resulted from the
deterioration in performance of the underlying credit card
receivables in the Master Trust. These actions taken were permitted
by the transaction documents and consisted of the issuance of
subordinate asset-backed notes by the Master Trust and the
implementation of a “discount option receivable”
mechanism for principal receivable balances added to the Master
Trust during the revolving period. The subordinated asset-backed
notes issued were retained by NCB</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">and resulted from the securitization of
credit card receivables with a net carrying value of $78 million.
Accordingly, this transaction was not accounted for a sale. The
discount option receivable mechanism will result in the designation
of a percentage of newly transferred receivables to the Master
Trust as finance charge receivables. Subsequently, finance charge
collections will be applied to these newly created discount option
receivables which will in effect increase the excess spread in the
securitization structure.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Automobile Loans</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Retained interests in the automobile
securitization consist of an interest-only strip and asset-backed
securities issued by the automobile securitization QSPE. The
interest-only strip and asset-backed securities are recognized in
other assets and investment securities, respectively, on the
Consolidated Balance Sheet. At June 30, 2009 and
December 31, 2008, the fair value of the interest-only strip
was $12 million and $9 million, respectively. At June 30, 2009
and December 31, 2008, the fair value of the retained
asset-backed securities totaled approximately $14 million and $15
million, respectively. These retained interests represent the
maximum exposure to loss associated with our involvement in this
securitization.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following is a summary of owned and
securitized loans, which are managed on a combined
basis.</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="62%"></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="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="middle" colspan="8"><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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">December 31, 2008</font></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"1">In millions</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">Principal<br />
Balance</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">Loans Past<br />
Due 30<br />
Days or<br />
More</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Net Credit Losses<br />
for the Six<br />
Months Ended<br />
June 30, 2009</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">Principal<br />
Balance</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Loans Past Due<br />
30 Days or More</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans managed</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Credit card</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,117</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>175</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>91</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,061</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">191</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Automobile</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,824</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>25</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>6</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,841</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">41</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="2">Jumbo 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>978</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>187</b></font></td>
<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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">866</font></td>
<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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">78</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total loans managed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,919</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>387</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>104</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,768</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">310</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Less: Loans securitized</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Credit card</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,824</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>77</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>36</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,824</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">73</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Automobile</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>144</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">250</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">9</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="2">Jumbo 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>265</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>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"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">319</font></td>
<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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">5</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total loans securitized</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,233</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>89</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>36</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,393</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">87</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Less: Loans held for
securitization</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Jumbo mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">4</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loans held in portfolio</font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>4,679</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>292</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>68</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">4,366</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">219</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>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Certain cash flows received from the
securitization trusts follow:</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="80%"></td>
<td valign="bottom" width="4%"></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>
</tr>
<tr>
<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"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="8">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1"><b>Six Months
Ended</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1"><b>June 30,
2009</b></font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Credit</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Card</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" colspan="2"><font face="Times New Roman" size=
"1">Automobile</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Mortgage</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Proceeds from collections reinvested in
previous securitizations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,754.8</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Servicing fees received</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>18.2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.0</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>.4</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other cash flows received on interests
that continue to be held</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>54.5</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>.4</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px 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 face=
"Times New Roman" size="2">The tables below present the
weighted-average assumptions used to measure the fair values of our
retained interests as of June 30, 2009. Fair value was
determined by discounting the expected future cash flows of these
assets. The sensitivity of these fair values to immediate 10% and
20% adverse changes in key assumptions is also shown. These changes
are hypothetical. Changes in fair value based on a 10% variation in
assumptions generally cannot be extrapolated because the
relationship of the change in the assumption to the change in fair
value may not be linear. Also, the effect of a variation in a
particular assumption on the fair value of the retained interests
is calculated without changing any other assumption; in reality,
changes in one factor may result in changes in another (for
example, increases in market interest rates may result in lower
prepayments and increased credit losses), which might magnify or
counteract the sensitivities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Credit Card Loans</u></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="57%"></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>
<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 valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>June 30, 2009</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">Dollars in millions</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="middle" colspan="2"><font face=
"Times New Roman" size="1">Fair<br />
Value</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Weighted-<br />
Average<br />
Life</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">(in months)</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="middle" colspan="2"><font face=
"Times New Roman" size="1">Variable<br />
Annual<br />
Coupon<br />
Rate To<br />
Investors</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"><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">Monthly<br />
Principal<br />
Repayment<br />
Rate</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"><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">Expected<br />
Annual<br />
Credit<br />
Losses</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"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle"><font face="Times New Roman" size=
"1">Annual<br />
Discount<br />
Rate</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"><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">Yield</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Interest-only strip (a)</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"><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"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Decline in fair value:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15.6</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.5</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.08</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16.24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6.77</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15.00</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12.41</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">10% adverse change</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"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.6</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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="2">20% adverse change</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 face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>10.8</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Series 2005-1, 2006-1, 2007-1, 2008-1, 2008-2, and
2008-3.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><u>Automobile Loans</u></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="58%"></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>
<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; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1"><b>June 30, 2009</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">Dollars in millions</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="middle" colspan="2"><font face=
"Times New Roman" size="1">Fair<br />
Value</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Weighted-<br />
Average<br />
Life</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">(in months)</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="middle"><font face="Times New Roman" size=
"1">Monthly<br />
Prepayment<br />
Speed<br />
(% ABS)<br />
(a)</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"><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">Expected<br />
Cumulative<br />
Credit<br />
Losses</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"><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">Annual<br />
Discount<br />
Rate</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"><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">Weighted-<br />
Average<br />
Coupon</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Interest-only strip (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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Decline in fair value:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12.2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5.8</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12.00</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7.06</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">10% adverse change</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"><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 face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>.1</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">20% adverse change</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>.2</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Absolute prepayment speed.</font></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">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Series 2005-A.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT --></div>
448000000
447000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="3"> <strong><em>N<small>OTE</small> 7
I<small>NVESTMENT</small>
S<small>ECURITIES</small></em></strong></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="74%"></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 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="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Amortized</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Cost (a)</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="middle" colspan="5"><font face=
"Times New Roman" size="1">Unrealized</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" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value</font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></td>
<td style="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">Gains</font></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">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">
<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="2"><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"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="8">
 </td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>S<small>ECURITIES</small>
A<small>VAILABLE</small> F<small>OR</small>
S<small>ALE</small></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Debt securities</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">US Treasury and government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5,371</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(96</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>5,283</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage-backed</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,951</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>403</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(69</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>22,285</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>12,008</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>257</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,251</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>9,014</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,037</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,037</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,198</b></font></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 face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(540</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>3,658</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,931</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>15</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(542</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,404</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">State and municipal</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,374</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>33</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(72</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,335</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="2">Other 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,575</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>11</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,573</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>49,445</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>735</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4,591</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>45,589</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="2">Corporate stocks 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>400</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>16</b></font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>416</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total securities available for
sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>49,845</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>751</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(4,591</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>46,005</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>S<small>ECURITIES</small>
H<small>ELD</small> T<small>O</small>
M<small>ATURITY</small></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Debt securities</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed
(non-agency)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,006</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>115</b></font></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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>2,121</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,949</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>94</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>2,023</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="2">Other 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>10</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="2">Total 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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,964</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>210</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(20</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>4,154</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total securities held to
maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,964</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>210</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(20</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>4,154</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>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="74%"></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 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="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Amortized</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Cost</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="middle" colspan="5"><font face=
"Times New Roman" size="1">Unrealized</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" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2" rowspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Value</font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></td>
<td style="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">Gains</font></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">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">
<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="2">December 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"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="8">
 </td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>S<small>ECURITIES</small>
A<small>VAILABLE</small> F<small>OR</small>
S<small>ALE</small></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Debt securities</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">US Treasury and government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">738</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></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"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">739</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22,744</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">371</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(9</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">23,106</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13,205</font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4,374</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">8,831</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed
(non-agency)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,305</font></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 face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(859</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3,446</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,069</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(446</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,627</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">State and municipal</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,326</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">13</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(76</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,263</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="2">Other 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">563</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">11</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">559</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total debt securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">44,950</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">400</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(5,779</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">39,571</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="2">Corporate stocks 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">575</font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">571</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total securities available for
sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">45,525</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">400</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(5,783</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">40,142</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>S<small>ECURITIES</small>
H<small>ELD</small> T<small>O</small>
M<small>ATURITY</small></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Debt securities</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed
(non-agency)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,945</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">10</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(59</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,896</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,376</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(25</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,358</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="2">Other 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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"> </font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">10</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="2">Total 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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,331</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(84</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3,264</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total securities held to
maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,331</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">17</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(84</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3,264</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></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">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">The amortized cost for debt securities for which an OTTI was
recorded prior to January 1, 2009 was adjusted for the pretax
cumulative effect adjustment recorded under new guidance impacting
FASB ASC 320-10, Investments – Debt and Equity
Securities.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<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 fair value of investment securities
is impacted by interest rates, credit spreads, market volatility
and illiquidity. Net unrealized gains and losses in the securities
available for sale portfolio are included in shareholders’
equity as accumulated other comprehensive income or loss, net of
tax, unless credit-related. There are no unrealized OTTI losses on
debt securities held to maturity.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following table presents gross
unrealized loss and fair value of securities available for sale at
June 30, 2009 and December 31, 2008. The securities are
segregated between investments that have been in a continuous
unrealized loss position for less than twelve months and twelve
months or more based on the point in time the fair value declined
below the cost basis. The table includes debt securities where a
portion of OTTI has been recognized in accumulated other
comprehensive income (loss). The gross unrealized loss on debt
securities held to maturity was $20 million at June 30, 2009
and $84 million at December 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="52%"></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></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-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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="6"><font face=
"Times New Roman" size="1">Unrealized loss position less<br />
than 12 months</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="6"><font face=
"Times New Roman" size="1">Unrealized loss position 12<br />
months or more</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="6"><font face=
"Times New Roman" size="1">Total</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=
"right" colspan="2"><font face="Times New Roman" size=
"1">      Unrealized<br />
Loss</font></td>
<td style="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>
<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 />
Loss</font></td>
<td style="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>
<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 />
Loss</font></td>
<td style="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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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>
<td valign="bottom"><font face="Times New Roman" size=
"1">June 30, 2009</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>
<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>
<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>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Securities available for sale</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Debt 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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">US Treasury and government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(96</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4,719</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(96</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>4,719</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(66</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>6,287</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(69</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>6,386</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(75</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>347</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,176</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,246</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(3,251</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>7,593</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>494</b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>494</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(105</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>513</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(435</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,112</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(540</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>3,625</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(41</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>380</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(501</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>925</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(542</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>1,305</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">State and municipal</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>141</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(67</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>290</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(72</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>431</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="2">Other 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>267</b></font></td>
<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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b> </b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>397</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(400</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>13,148</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(4,191</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>11,802</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(4,591</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>24,950</b></font></td>
</tr>
<tr>
<td height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td colspan="3" height="8"></td>
<td colspan="4" height="8"></td>
<td style="BORDER-RIGHT: #000000 1px solid" colspan="3" height="8">
 </td>
</tr>
<tr>
<td valign="bottom"><font face="Times New Roman" size=
"1">December 31, 2008</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>
<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>
<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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" colspan="2"> <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="2">Securities available for sale</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Debt 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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage-backed</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"><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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">49</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(7</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">188</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">237</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1,774</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,570</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2,601</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,683</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4,375</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">7,253</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(482</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,207</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(377</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,184</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(859</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">3,391</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(102</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">523</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(344</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">887</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(446</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,410</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">State and municipal</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(56</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">370</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">26</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(76</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">396</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="2">Other 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">185</font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">193</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(2,426</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,904</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(3,353</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">5,976</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(5,779</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">12,880</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>
<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"><b><i>Evaluating Investments for
Other-than-Temporary Impairments</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">On at least a quarterly basis, we
conduct a comprehensive security-level assessment on all securities
in an unrealized loss position to determine if OTTI exists. An
unrealized loss exists when the current fair value of an individual
security is less than its amortized cost basis. Under the current
OTTI accounting model for debt securities, which was amended by the
FASB and adopted by PNC in the first quarter of 2009, an OTTI loss
must be recognized for a debt security in an unrealized loss
position if we intend to sell the security or it is more likely
than not we will be required to sell the security before recovery
of its amortized cost basis. In this situation, the amount of loss
recognized in income is equal to the difference between the fair
value and the amortized cost basis</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">of the security. Even if we do not
expect to sell the security, we must evaluate the expected cash
flows to be received to determine if we believe a credit loss has
occurred. In the event of a credit loss, only the amount of
impairment associated with the credit loss is recognized in income.
The portion of the unrealized loss relating to other factors, such
as liquidity conditions in the market or changes in market interest
rates, is recorded in accumulated other comprehensive loss. Equity
securities are also evaluated to determine whether the unrealized
loss is expected to be recoverable based on whether evidence exists
to support a realizable value equal to or greater than the
amortized cost basis. If it is probable that we will not recover
the amortized cost basis, taking into consideration the estimated
recovery period and our ability to hold the equity security until
recovery, OTTI is recognized.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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 security-level assessment is
performed on each security, regardless of the classification of the
security as available for sale or held to maturity. Our process and
methods have evolved as market conditions have deteriorated and as
more research and other analyses have become available. We expect
that our process and methods will continue to evolve. Our
assessment considers the security structure, recent security
collateral performance metrics, our judgment and expectations of
future performance, and relevant industry research and analysis. We
also consider the severity of the impairment and the length of time
the security has been impaired in our assessment. Results of the
periodic assessment are reviewed by a cross-functional senior
management team representing Asset & Liability Management,
Finance, and Balance Sheet Risk Management. The senior management
team considers the results of the assessments, as well as other
factors, in determining whether the impairment is
other-than-temporary.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For debt securities, a critical
component of the evaluation for OTTI is the identification of
credit-impaired securities, where management does not expect to
receive cash flows sufficient to recover the entire amortized cost
basis of the security. The paragraphs below describe our process
for identifying credit impairment for the security types with the
most significant losses and the key assumptions used in our
estimate of the present value of the cash flows most likely to be
collected from these investments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Non-Agency Residential
Mortgage-Backed Securities and Asset-Backed Securities
Collateralized by First-Lien and Second-Lien Residential Mortgage
Loans</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">To measure credit losses for these
securities, we compile relevant collateral details and performance
statistics on a security-by-security basis. The securities are then
processed through a series of pre-established filters that include
minimum thresholds for external credit ratings, the ratio of
delinquencies to current credit enhancement, market price and
whether the respective tranche incurs a loss using a third party
loss model.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Securities not passing all of the
filters are subjected to further analysis. We develop assumptions
for prepayment rate, a delinquency default multiplier, and loss
severity for securities grouped by security type, based on the
underlying collateral characteristics, and vintage. We also
consider actual recent collateral performance and security
structuring (e.g., cross-subordination that may not be adequately
addressed in the standard analysis). The resulting projections of
future performance and cash flows of the underlying collateral are
then allocated to each security within the securitization
structure. Based on the results of the cash flow analysis, we
determined whether it is likely we will recover the amortized cost
basis of our security.</font></p>
<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">During the first six months of 2009, we
recognized credit-related OTTI charges of $290 million on 63
non-agency residential mortgage-backed securities and 10
asset-backed securities (those collateralized by first- and
second-lien residential mortgage loans). This amount includes
credit-related OTTI charges of $154 million on 63 non-agency
residential mortgage-backed securities and 10 asset-backed
securities recognized during the second quarter, as all positions
for which credit losses were taken in the first quarter of 2009
were further impaired in the second quarter of 2009. The noncredit
portion of these impairments totaled $298 million and $835 million
for the second quarter and first six months of 2009, respectively,
and were recorded in other comprehensive income (loss).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Commercial Mortgage-Backed
Securities</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Credit losses on these securities are
measured using property- level cash flow projections and
forward-looking property valuations. Cash flows are projected using
a detailed analysis of net operating income (NOI) by property type
which, in turn, is based on the analysis of NOI performance over
the past several business cycles combined with PNC’s economic
outlook for the current cycle. Loss severities are based on
property price projections, which are calculated using
capitalization rate projections. The capitalization rate
projections are based on a combination of historical capitalization
rates and expected capitalization rates implied by current market
activity and our outlook.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Securities exhibiting weaker performance
within the model are subject to further analysis. This analysis is
performed at the loan level, and includes assessing local market
conditions, reserves, occupancy, rent rolls and master/special
servicer details.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Credit losses on commercial
mortgage-backed securities are measured by applying relevant
fundamental data on a loan by loan basis. Loan performance in each
deal is driven by property cash flow and valuation
expectations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Securities exhibiting weaker performance
within the model are subjected to further analysis. This analysis
is done at the loan level, beginning with those that underperform
based upon the cash flow and valuation expectations that were
applied. This analysis includes examining local market forces,
reserves, occupancy, rent rolls and master/special servicer
details.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">During the first six months of 2009, we
recognized credit-related OTTI charges of $6 million on nine
commercial mortgage-backed securities, including credit-related
OTTI charges of $1 million on six commercial mortgage-backed
securities during the second quarter. There were no noncredit
losses for these securities for the second quarter and first six
months of 2009.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="2">During the second quarter and first six
months of 2009, the OTTI losses recognized in noninterest income
related to estimated credit losses on securities that we do not
expect to sell were as follows:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Summary of Credit-Related OTTI
Losses Recognized in Earnings</i></b></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="76%"></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 style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1">Three months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">June 30, 2009</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 size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; 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">Six months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">June 30, 2009</font></p>
</td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency residential
mortgage-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(248</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">Commercial mortgage-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(6</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(42</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">Other debt</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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(4</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </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="2">Marketable 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 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>(4</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(155</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(304</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>) </b></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 total noncredit portion of these
impairments totaled $298 million and $835 million for the three-
and six-months ended June 30, 2009, respectively, and were
included in accumulated other comprehensive income
(loss).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following table presents a
rollforward of the cumulative credit-related OTTI losses recognized
in earnings for all debt securities:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Rollforward of Cumulative
Credit-Related OTTI Losses Recognized in
Earnings</i></b></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="53%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></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" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">For the three months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">June 30, 2009</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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="middle" colspan="2"><font face=
"Times New Roman" size="1">Non-Agency<br />
residential mortgage-<br />
backed</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">Commercial mortgage-<br />
backed</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">Asset-backed</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">Other debt</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Total</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">March 31, 2009</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">153</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">52</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">214</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loss where impairment was not previously
recognized</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">37</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">16</font></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 face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">54</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="2">Additional loss where credit impairment
was previously recognized</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">94</font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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="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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">101</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>June 30, 2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>284</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>75</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>369</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>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="53%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></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" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">For the six months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">June 30, 2009</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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="middle" colspan="2"><font face=
"Times New Roman" size="1">Non-Agency<br />
residential mortgage-<br />
backed</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">Commercial mortgage-<br />
backed</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">Asset-backed</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">Other debt</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Total</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">December 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">35</font></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 face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">34</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">69</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Loss where impairment was not previously
recognized</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">155</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">34</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">199</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="2">Additional loss where credit impairment
was previously recognized</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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">94</font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">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="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 face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">101</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>June 30, 2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>284</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>75</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>369</b></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">Information relating to securities gains
and losses is set forth in the following table.</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"><b><i>Gains on Sales of
Securities</i></b></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="63%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></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" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">Six months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">June 30</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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">Proceeds</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size="1">Gross</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Gains</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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">Tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1">Expense</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7,993</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>238</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>83</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">2008</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,506</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">49</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">17</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 fair value of securities pledged to
secure public and trust deposits and repurchase agreements and for
other purposes was $21.7 billion at June 30, 2009 and $22.5
billion at December 31, 2008. The pledged securities include
positions held in our portfolio of investment securities,
trading</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">securities, and securities accepted as
collateral from others that we are permitted by contract or custom
to sell or repledge.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value of securities accepted as
collateral that we are permitted by contract or custom to sell or
repledge was $1.8 billion at June 30, 2009 and $1.6 billion at
December 31, 2008 and is a component of federal funds sold and
resale agreements on our Consolidated Balance Sheet. Of the
permitted amount, $518 million was repledged to others at
June 30, 2009 and $461 million was repledged to others at
December 31, 2008.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT -->
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following table presents, by
remaining contractual maturity, the amortized cost, fair value and
weighted-average yield of debt securities at June 30,
2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Contractual Maturity Of Debt
Securities</i></b></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="61%"></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></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 style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">June 30, 2009</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">Dollars in millions</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="middle" colspan="2"><font face=
"Times New Roman" size=
"1">1 Year or Less</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"><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">After 1 Year<br />
through 5 Years</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"><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">After 5 Years<br />
through 10 Years</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"><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">After 10<br />
Years</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"><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">Total</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2"><b>S<small>ECURITIES</small>
A<small>VAILABLE</small> F<small>OR</small>
S<small>ALE</small></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"></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">US Treasury and government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">15</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,084</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,906</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">366</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,371</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage-backed</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">87</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">220</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,492</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20,152</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21,951</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">50</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">11,958</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12,008</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial mortgage-backed</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Agency</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">774</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">244</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,037</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Non-Agency</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">37</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,161</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,198</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">72</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">464</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,395</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,931</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">State and municipal</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">70</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">177</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">166</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">961</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,374</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Other 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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,358</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">171</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,575</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total debt securities available for
sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">185</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,967</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">6,023</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">39,270</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">49,445</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">186</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3,977</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">5,972</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">35,454</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">45,589</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Weighted-average yield, GAAP
basis</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.67</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3.30</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3.88</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.99</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.77</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>S<small>ECURITIES</small>
H<small>ELD</small> <small>TO</small>
M<small>ATURITY</small></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"></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Commercial mortgage-backed
(non-Agency)</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"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">134</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">38</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,834</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,006</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Asset-backed</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">61</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,594</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">142</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">152</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,949</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Other 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"> </font></td>
<td style="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 face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">9</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total debt securities held to
maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">61</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,728</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">180</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,995</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3,964</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Fair value</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">61</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,812</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">196</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,085</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,154</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Weighted-average yield, GAAP
basis</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">5.32</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.25</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.39</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">5.20</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4.75</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">% </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">Based on current interest rates and
expected prepayment speeds, the total weighted-average expected
maturity of Agency mortgage-backed securities was 4.2 years, of
non-Agency mortgage-backed securities was 5.3 years, of commercial
mortgage-backed securities was 3.1 years and of asset-backed
securities was 3 years at June 30, 2009. Weighted-average
yields are based on historical cost with effective yields weighted
for the contractual maturity of each security.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 4
L<small>OANS</small> <small>AND</small> C<small>OMMITMENTS</small>
T<small>O</small> E<small>XTEND</small>
C<small>REDIT</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Loans outstanding were 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="64%"></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" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>2009</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">December 31<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>60,594</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">69,220</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>24,865</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">25,736</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Consumer</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>51,937</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">52,489</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,521</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">21,583</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="2">Equipment lease financing</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>6,092</b></font></td>
<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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">6,461</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>165,009</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">175,489</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">Loans are presented net of unearned
income, net deferred loan fees, unamortized discounts and premiums,
and purchase discounts and premiums totaling $3.4 billion and $4.1
billion at June 30, 2009 and December 31, 2008,
respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>Net Unfunded Credit
Commitments</b></font></p>
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="64%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font face="Times New Roman" size=
"1"><b>June 30</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font face="Times New Roman" size="1"><b>2009</b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right" colspan="2"><font face=
"Times New Roman" size="1">December 31<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial and commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>59,816</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">60,020</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">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=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,599</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">23,195</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Consumer credit card lines</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>19,210</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">19,028</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="2">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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,433</b></font></td>
<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="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2,645</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>103,058</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">104,888</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Commitments to extend credit represent
arrangements to lend funds subject to specified contractual
conditions. At June 30, 2009 commercial commitments are
reported net of $9.4 billion of participations, assignments and
syndications, primarily to financial services companies. The
comparable amount at December 31, 2008 was $8.6
billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Commitments generally have fixed
expiration dates, may require payment of a fee, and contain
termination clauses in the event the customer’s credit
quality deteriorates. Based on our historical experience, most
commitments expire unfunded, and therefore cash requirements are
substantially less than the total commitment. Consumer home equity
lines of credit accounted for 53% of consumer unfunded credit
commitments at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Unfunded credit commitments related to
Market Street totaled $6.3 billion at June 30, 2009 and $6.4
billion at December 31, 2008 and are included in the
preceding table primarily within the “Commercial and
Commercial Real Estate” category.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At June 30, 2009, we pledged $27.2
billion of loans to the Federal Reserve Bank and $45.9 billion of
loans to the Federal Home Loan Banks as collateral for the
contingent ability to borrow, if necessary.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Certain loans are accounted for at fair
value with changes in the fair value reported in current period
earnings. The fair value of these loans was $72 million, or
approximately .04% of the total loan portfolio, at June 30,
2009.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
</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: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Business</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC is one of the largest diversified
financial services companies in the United States and is
headquartered in Pittsburgh, Pennsylvania.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As described in Note 2 National City
Acquisition, on December 31, 2008, PNC acquired National City
Corporation (National City). Our consolidated financial statements
for 2009 reflect the impact of National City.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC has businesses engaged in retail
banking, corporate and institutional banking, asset management,
residential mortgage banking and global investment servicing,
providing many of its products and services nationally and others
in PNC’s primary geographic markets located in Pennsylvania,
Ohio, New Jersey, Michigan, Maryland, Illinois, Indiana, Kentucky,
Florida, Missouri, Virginia, Delaware, Washington, D.C., and
Wisconsin. PNC also provides certain investment servicing
internationally.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We are in the process of integrating the
businesses and operations of National City with those of
PNC.</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"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --></p>
</div>
</div>
-5097000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 18
C<small>OMMITMENTS</small> <small>AND</small>
G<small>UARANTEES</small></i></b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>E<small>QUITY</small>
F<small>UNDING</small> A<small>ND</small> O<small>THER</small>
C<small>OMMITMENTS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our unfunded commitments at
June 30, 2009 included private equity investments of $484
million and other investments of $129 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>S<small>TANDBY</small>
L<small>ETTERS</small> <small>OF</small>
C<small>REDIT</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We issue standby letters of credit and
have risk participations in standby letters of credit and
bankers’ acceptances issued by other financial institutions,
in each case to support obligations of our customers to third
parties, such as remarketing programs for customers’ variable
rate demand notes. Net outstanding standby letters of credit
totaled $10.1 billion at June 30, 2009 and $10.3 billion at
December 31, 2008. Based on PNC’s internal risk rating
process for standby letters of credit as of June 30, 2009, 84%
of the net outstanding balance had internal credit ratings of pass,
indicating the expected risk of loss is currently low compared to
88% as of December 31, 2008, while 16% of the net outstanding
balance as of June 30, 2009 had internal risk ratings below
pass, indicating a higher degree of risk of default compared to 12%
as of December 31, 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">If the customer fails to meet its
financial or performance obligation to the third party under the
terms of the contract or there is a need to support a remarketing
program, then upon the request of the guaranteed party, we would be
obligated to make payment to them. The standby letters of credit
and risk participations in standby letters of credit and
bankers’ acceptances outstanding on June 30, 2009 had
terms ranging from less than one year to nine years. The aggregate
maximum amount of future payments PNC could be required to make
under outstanding standby letters of credit and risk participations
in standby letters of credit and bankers’ acceptances was
$13.4 billion at June 30, 2009, of which $5.6 billion support
remarketing programs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As of June 30, 2009, assets of
approximately $.9 billion secured certain specifically identified
standby letters of credit. Approximately $3.3 billion in recourse
provisions from third parties was also available for this purpose
as of June 30, 2009. In addition, a portion of the remaining
standby letters of credit and letter of credit risk participations
issued on behalf of specific customers is also secured by
collateral or guarantees that secure the customers’ other
obligations to us. The carrying amount of the liability for our
obligations related to standby letters of credit and risk
participations in standby letters of credit and bankers’
acceptances was $217 million at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>S<small>TANDBY</small>
B<small>OND</small> P<small>URCHASE</small>
A<small>GREEMENTS</small> <small>AND</small> O<small>THER</small>
L<small>IQUIDITY</small> F<small>ACILITIES</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We enter into standby bond purchase
agreements to support municipal bond obligations. At June 30,
2009, the aggregate of our commitments under these facilities was
$505 million. We also enter into certain other liquidity facilities
to support</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">individual pools of receivables acquired
by commercial paper conduits including Market Street. At
June 30, 2009, our total commitments under these facilities
were $6.5 billion, of which $6.3 billion was related to Market
Street.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"2"><b>I<small>NDEMNIFICATIONS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As further described in our 2008 Form
10-K, we are a party to numerous acquisition or divestiture
agreements under which we have purchased or sold, or agreed to
purchase or sell, various types of assets. These agreements
generally include indemnification provisions under which we
indemnify the third parties to these agreements against a variety
of risks to the indemnified parties as a result of the transaction
in question. When PNC is the seller, the indemnification provisions
will generally also provide the buyer with protection relating to
the quality of the assets we are selling and the extent of any
liabilities being assumed by the buyer. Due to the nature of these
indemnification provisions, we cannot quantify the total potential
exposure to us resulting from them.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We provide indemnification in connection
with securities offering transactions in which we are involved.
When we are the issuer of the securities, we provide
indemnification to the underwriters or placement agents analogous
to the indemnification provided to the purchasers of businesses
from us, as described above. When we are an underwriter or
placement agent, we provide a limited indemnification to the issuer
related to our actions in connection with the offering and, if
there are other underwriters, indemnification to the other
underwriters intended to result in an appropriate sharing of the
risk of participating in the offering. Due to the nature of these
indemnification provisions, we cannot quantify the total potential
exposure to us resulting from them.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As further described in our 2008 Form
10-K, we enter into certain types of agreements that include
provisions for indemnifying third parties. We also enter into
certain types of agreements, including leases, assignments of
leases, and subleases, in which we agree to indemnify third parties
for acts by our agents, assignees and/or sublessees, and employees.
We also enter into contracts for the delivery of technology service
in which we indemnify the other party against claims of patent and
copyright infringement by third parties. Due to the nature of these
indemnification provisions, we cannot calculate our aggregate
potential exposure under them.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We engage in certain insurance
activities which require our employees to be bonded. We satisfy
this bonding requirement by issuing letters of credit which were
insignificant at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In the ordinary course of business, we
enter into contracts with third parties under which the third
parties provide services on behalf of PNC. In many of these
contracts, we agree to indemnify the third party service provider
under certain</font>
<!-- 20 Split_Para * DO NOT REMOVE OR EDIT --></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">circumstances. The terms of the
indemnity vary from contract to contract and the amount of the
indemnification liability, if any, cannot be determined.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We are a general or limited partner in
certain asset management and investment limited partnerships, many
of which contain indemnification provisions that would require us
to make payments in excess of our remaining funding commitments.
While in certain of these partnerships the maximum liability to us
is limited to the sum of our unfunded commitments and partnership
distributions received by us, in the others the indemnification
liability is unlimited. As a result, we cannot determine our
aggregate potential exposure for these indemnifications.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Pursuant to their bylaws, PNC and its
subsidiaries provide indemnification to directors, officers and, in
some cases, employees and agents against certain liabilities
incurred as a result of their service on behalf of or at the
request of PNC and its subsidiaries. PNC and its subsidiaries also
advance on behalf of covered individuals costs incurred in
connection with certain claims or proceedings, subject to written
undertakings by each such individual to repay all amounts advanced
if it is ultimately determined that the individual is not entitled
to indemnification. We generally are responsible for similar
indemnifications and advancement obligations that companies we
acquire had to their officers, directors and sometimes employees
and agents at the time of acquisition. We advanced such costs on
behalf of several such individuals with respect to pending
litigation or investigations during 2008 and on behalf of several
such individuals with respect to pending litigation or
investigations during the first six months of 2009. It is not
possible for us to determine the aggregate potential exposure
resulting from the obligation to provide this indemnity or to
advance such costs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In connection with the lending of
securities facilitated by Global Investment Servicing as an
intermediary on behalf of certain of its clients, we provide
indemnification to those clients against the failure of the
borrowers to return the securities. The market value of the
securities lent is fully secured on a daily basis; therefore, the
exposure to us is limited to temporary shortfalls in the collateral
as a result of short-term fluctuations in trading prices of the
loaned securities. At June 30, 2009, the total maximum
potential exposure as a result of these indemnity obligations was
$7.1 billion, although the collateral at the time exceeded that
amount.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>V<small>ISA</small>
I<small>NDEMNIFICATION</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our payment services business issues and
acquires credit and debit card transactions through Visa U.S.A.
Inc. card association or its affiliates (Visa).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In October 2007 Visa completed a
restructuring and issued shares of Visa Inc. common stock to its
financial institution members (Visa Reorganization) in
contemplation of its initial</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">public offering (IPO). As part of the
Visa Reorganization, we received our proportionate share of a class
of Visa Inc. common stock allocated to the US members. Prior to the
IPO, the US members, which included PNC, were obligated to
indemnify Visa for judgments and settlements related to the
specified litigation. We continue to have an obligation to
indemnify Visa for judgments and settlements for the remaining
specified litigation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As a result of the acquisition of
National City, we became party to judgment and loss sharing
agreements with Visa and certain other banks. The judgment and loss
sharing agreements were designed to apportion financial
responsibilities arising from any potential adverse judgment or
negotiated settlements related to the specified
litigation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As a result of the indemnification
provision in Section 2.05j of the Visa By-Laws and/or the
indemnification provided through the judgment and loss sharing
agreements, PNC’s Visa indemnification liability at
June 30, 2009 totaled $260 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">On July 16, 2009 Visa funded $700
million to an escrow account and reduced the conversion ratio of
Visa B to A shares. Consequently, we expect to reduce a portion of
our indemnification liability on our Consolidated Balance Sheet
during the third quarter of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>R<small>ECOURSE</small>
A<small>GREEMENTS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We are authorized to originate,
underwrite, close to fund and service commercial mortgage loans and
then sell them to FNMA under FNMA’s DUS program. We have
similar arrangements with FHLMC.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Under these programs, we generally
assume up to one-third of the risk of loss on unpaid principal
balances through a loss share arrangement. At June 30, 2009,
the potential exposure to loss was $5.9 billion. Accordingly, we
maintain a reserve for such potential losses which approximates the
fair value of this exposure. At June 30, 2009, the unpaid
principal balance outstanding of loans sold as a participant in
these programs was $19.8 billion. The approximate fair value of the
loss share arrangement in the form of reserves for losses under
these programs, totaled $108 million as of June 30, 2009 and
is included in other liabilities on our Consolidated Balance Sheet.
If payment is required under these programs, we would not have a
contractual interest in the collateral underlying the mortgage
loans on which losses occurred, although the value of the
collateral is taken into account in determining our share of such
losses. The serviced loans are not included on our Consolidated
Balance Sheet.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We sell residential mortgage loans and
National City previously sold home equity loans/lines of credit
pursuant to agreements which contain representations concerning
credit information, loan documentation, collateral, and
insurability. On a regular basis, investors may request PNC to
indemnify</font> <!-- 20 Split_Para * DO NOT REMOVE OR EDIT --></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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">them against losses on certain loans or
to repurchase loans which the investors believe do not comply with
applicable representations. Upon completion of its own
investigation as to the validity of the claim, PNC will repurchase
or provide indemnification on such loans. Indemnification requests
are generally received within two years subsequent to the date of
sale.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Management maintains a liability for
estimated losses on loans expected to be repurchased, or on which
indemnification is expected to be provided, and regularly evaluates
the adequacy of this recourse liability based on trends in
repurchase and indemnification requests, actual loss experience,
known and inherent risks in the loans, and current economic
conditions. At June 30, 2009 the liability for estimated
losses on repurchase and indemnification claims was $396
million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>R<small>EINSURANCE</small>
A<small>GREEMENTS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We have six wholly-owned captive
insurance subsidiaries which provide reinsurance to third-party
insurers related to insurance sold to our customers. These
subsidiaries enter into various types of reinsurance agreements
with third-party insurers where the subsidiary assumes the risk of
loss through either an excess of loss or quota share agreement up
to 100% reinsurance. In excess of loss agreements, these
subsidiaries assume the risk of loss for an excess layer of
coverage up to specified limits, once a defined first loss
percentage is met. In quota share agreements, the subsidiaries and
third-party insurers share the responsibility for payment of all
claims. Reserves were recognized for probable losses on these
policies of $321 million at June 30, 2009 and $207 million at
December 31, 2008. The aggregate maximum exposure up to the
specified limits for all reinsurance contracts was $2.1 billion as
of June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Subsequent to June 30, 2009, one of the
captives entered into commutation agreements with two third-party
insurers to terminate the reinsurance agreements. The impact of
these agreements is the release of $90 million of reserves and $236
million of exposure, with minimal effect on results of
operations.</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 --></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
</div>
</div>
905000000
737000000
13000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="3"> <strong><em>N<small>OTE</small> 14
E<small>ARNINGS</small> P<small>ER</small>
S<small>HARE</small></em></strong></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following table sets forth basic and
diluted earnings per common share calculations:</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="6%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td 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="6"><font face="Times New Roman" size="1">Three
months ended June 30</font></td>
<td style="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="6">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Six months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">June 30</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In millions,
except share and per share data</font></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>
<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="2"><b>Basic</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"></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="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>207</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">517</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>737</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">901</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Less:</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>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net income attributable to
noncontrolling interests</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">12</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">19</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Dividends distributed to common
shareholders</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">227</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>336</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">440</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Dividends distributed to preferred
shareholders</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>119</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>170</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><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="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Dividends distributed to nonvested
restricted shares</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Preferred stock discount
accretion</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>29</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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"> </font></td>
<td style="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="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Undistributed net income</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>20</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">276</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>188</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">439</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Percentage of undistributed income
allocated to common shares</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">99.5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">% </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>99.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">99.5</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">% </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Undistributed income allocated to common
shares</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">275</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>187</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">437</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Plus common dividends</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>45</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">227</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>336</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">440</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Net income attributable to basic common
shares</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>64</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">502</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>523</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">877</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Basic weighted-average common shares
outstanding</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>451,386</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">344,069</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>447,241</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">341,633</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Basic earnings per common
share</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>.14</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1.46</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1.17</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2.57</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Diluted</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net income attributable to basic common
shares</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">502</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>523</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">877</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Less: BlackRock common stock
equivalents</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Net income attributable to diluted
common shares</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="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>62</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">500</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>520</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">872</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Basic weighted average common shares
outstanding</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>451,386</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">344,069</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>447,241</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">341,633</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Weighted-average common shares to be
issued:</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>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Convertible preferred stock</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>537</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">568</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>539</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">575</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Convertible debentures</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Stock options (a)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>347</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,136</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,074</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Warrants (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"></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-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Other performance awards</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>253</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">240</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>226</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">239</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Diluted weighted-average common shares
outstanding</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>452,523</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">346,014</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>448,066</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">343,522</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Diluted earnings per common
share</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>.14</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1.45</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1.16</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2.54</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(a)    Excludes
stock options considered to be anti-dilutive (in
thousands)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16,138</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,329</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>16,769</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">6,676</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -2em"><font face=
"Times New Roman" size="2">(b)    Excludes
warrants considered to be anti-dilutive (in thousands)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,929</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></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"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21,929</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><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>
<!-- 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">Basic earnings per share is calculated
using the two-class method to determine income attributable to
common stockholders. The two-class method requires undistributed
earnings for the period, which represents net income less common
and participating security dividends (if applicable) declared or
paid, to be allocated between the common and participating security
stockholders based upon their respective rights to receive
dividends. Participating securities include unvested restricted
shares that contain nonforfeitable rights to dividends. Income
attributable to common stockholders is then divided by the
weighted-average common shares outstanding for the
period.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Diluted earnings per common share takes
into consideration common stock equivalents issuable pursuant to
convertible preferred stock, convertible debentures, warrants,
unexercised stock options and unvested shares/units. Diluted
earnings per common share is calculated under the more dilutive of
either the treasury method or the two class method.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT --></div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i><font size=
"+0">N<small>OTE</small> 17 L<small>EGAL</small>
P<small>ROCEEDINGS</small></font></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The disclosure below updates the
description of legal proceedings in Note 24 Legal Proceedings in
Part II, Item 8 of our 2008 Annual Report on Form 10-K and in
Note 17 Legal Proceedings in Part I, Item 1 of our first
quarter 2009 Quarterly Report on Form 10-Q.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>National City
Matters</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Derivative Cases</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In the derivative litigation pending in
the United States District Court for the Northern District of Ohio,
a magistrate judge has recommended dismissal of the derivative
claims. The magistrate judge has also recommended granting
plaintiffs’ motion to amend the derivative complaint to allow
the assertion of a class claim challenging the decision by the
National City directors to enter into the merger agreement with
PNC. The recommendations are subject to approval by the district
court.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><i>Securities and State Law Fiduciary
Cases</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In the lawsuit filed in January 2008 in
the United States District Court for the Northern District of Ohio,
a magistrate judge has recommended dismissal of the lawsuit
without</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">prejudice, with a right for plaintiffs
to file an amended complaint within 30 days. That recommendation is
subject to approval by the district court.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In the lawsuit filed in April 2008 in
the Cuyahoga County, Ohio, Court of Common Pleas against National
City, certain officers and directors of National City, the
defendants filed a motion to dismiss the amended complaint in May
2009. National City’s auditor is no longer a defendant in
this lawsuit.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>National City Acquisition-Related
Litigation</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In July 2009, the Delaware Chancery
Court approved the settlement of the lawsuit pending in that court,
which included settlement of one of the cases pending in the
Cuyahoga County, Ohio Court of Common Pleas and the merger-related
claims in the derivative case pending in Ohio state court. This
approval remains subject to appeal.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b><i>Adelphia</i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The United States District Court for the
Southern District of New York has rescheduled the trial in the
lawsuit being prosecuted by the Adelphia Recovery Trust to commence
in April 2010.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT --></div>
304000000
1139000000
-835000000
509000000
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 5
A<small>SSET</small> Q<small>UALITY</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The following table sets forth
nonperforming assets and related information.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">These amounts exclude loans impaired in
accordance with FASB ASC 310-30, <i>Receivables – Loans and
Debt Securities Acquired with Deteriorated Credit Quality</i>. See
Note 6 Certain Loans Acquired in a Transfer for further
information.</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="66%"></td>
<td valign="bottom" width="14%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">Dollars in
millions</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"><b>June 30,<br />
2009</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"><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">December 31,<br />
2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Nonaccrual loans</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">576</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial real estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,656</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">766</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Equipment lease financing</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>120</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">97</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">TOTAL COMMERCIAL LENDING</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>3,226</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,439</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Consumer</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Home equity</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">66</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>34</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">4</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total consumer</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>142</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">70</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential real estate</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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Residential mortgage</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>595</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">139</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Residential construction</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>69</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">14</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total residential real estate</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>664</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">153</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">TOTAL CONSUMER LENDING</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>806</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">223</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Total nonaccrual/nonperforming
loans</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,032</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,662</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Foreclosed and other 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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Commercial lending</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>113</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">50</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Consumer lending</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>387</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">469</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 4em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total foreclosed and 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>500</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">519</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 3em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total nonperforming assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,532</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2,181</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Nonperforming loans to total
loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2.44</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">.95</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Nonperforming assets to total loans and
foreclosed and other assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2.74</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1.24</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Nonperforming assets to total
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1.62</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">.75</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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">Loans whose contractual terms have been
restructured in a manner which grants a concession to a borrower
experiencing financial difficulties where we do not receive
adequate compensation are considered troubled debt restructurings.
Troubled debt restructurings typically result from our loss
mitigation activities and could include rate reductions, principal
forgiveness, forbearance and other actions intended to minimize the
economic loss and to avoid foreclosure or repossession of
collateral. Troubled debt restructurings completed during 2009
totaled $176 million at June 30, 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Net interest income less the provision
for credit losses was $2.520 billion for the first six months of
2009 compared with $1.494 billion for the first six months of 2008.
Comparable amounts for the second quarter of 2009 and the second
quarter of 2008 were $1.095 billion and $791 million,
respectively.</font></p>
<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">Changes in the allowance for loan and
lease losses follow:</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="72%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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"><b>2009</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"><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">2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">January 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,917</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">830</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,413</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(240</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </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="2">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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>187</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">30</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net charge-offs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1,226</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(210</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Provision for credit losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,967</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">337</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Acquired allowance (a)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(114</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">20</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Net change in allowance for unfunded
loan commitments and letters of 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">11</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>4,569</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">988</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Amount for 2009 reflects adjustments to the National City
allowance acquired December 31, 2008 due to additional
impairment of loans effective at that date. Amount for 2008
reflects the Sterling acquisition.</font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">See Note 6 for a discussion of the
release of reserves related to additional impaired loans identified
during the first six months of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Changes in the allowance for unfunded
loan commitments and letters of credit follow:</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="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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>2009</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"><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">2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">January 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>344</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">134</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Acquired allowance –
Sterling</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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="2">Net change in allowance for unfunded
loan commitments and letters of 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(11</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">June 30</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>319</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">124</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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">Impaired loans, as defined under FASB
ASC 310, <i>Receivables</i> (SFAS 114, Accounting by Creditors for
Impairment of a Loan), exclude leases and smaller homogenous type
loans as well as National City impaired loans accounted for
pursuant to FASB ASC 310-30. We did not recognize any interest
income on loans while they were impaired in the first six months of
2009 or 2008. The following table provides further detail on
impaired loans and the associated allowance for loan
losses:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">SUMMARY OF FASB ASC 310 (SFAS 114)
IMPAIRED LOANS (a)</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="72%"></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</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>June 30<br />
2009</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impaired loans with an associated
reserve</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,880</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,249</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Impaired loans without an associated
reserve</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>226</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">93</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Total impaired loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3,106</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">1,342</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Specific allowance for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>957</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">405</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Average impaired loan balance
(b)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>2,297</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">674</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" cellspacing="0"
cellpadding="0" width="100%" border="0">
<tbody>
<tr>
<td valign="top" align="left" width="19"><font face=
"Times New Roman" size="1">(a)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">National City impaired loans accounted for under FASB ASC
310-30, <i>Receivables – Loans and Debt Securities Acquired
with Deteriorated Credit Quality</i>, are excluded from this
table.</font></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="19"><font face=
"Times New Roman" size="1">(b)</font></td>
<td valign="top" align="left"><font face="Times New Roman" size=
"1">Six-month average for 2009 and full-year average for
2008.</font></td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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="3"><b><i>N<small>OTE</small> 11
C<small>APITAL</small> S<small>ECURITIES</small> <small>OF</small>
S<small>UBSIDIARY</small> T<small>RUSTS</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Our capital securities of subsidiary
trusts are described in Note 14 Capital Securities of Subsidiary
Trusts in our 2008 Form 10-K. All of these Trusts are wholly owned
finance subsidiaries of PNC. In the event of certain changes or
amendments to regulatory requirements or federal tax rules, the
capital securities are redeemable. The financial statements of the
Trusts are not included in PNC’s consolidated financial
statements in accordance with GAAP.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The obligations of the respective parent
of each Trust, when taken collectively, are the equivalent of a
full and unconditional guarantee of the obligations of such Trust
under the terms of the Capital Securities. Such guarantee is
subordinate in right of payment in the same manner as other junior
subordinated debt. There are certain restrictions on PNC’s
overall ability to obtain funds from its subsidiaries. For
additional disclosure on these funding restrictions, including an
explanation of dividend and intercompany loan limitations, see Note
23 Regulatory Matters in our 2008 Form 10-K.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">PNC is subject to restrictions on
dividends and other provisions similar to or in some ways more
restrictive than those potentially imposed under the Exchange
Agreements with Trust II and Trust III, as described in Note 3
Variable Interest Entities in our 2008 Form 10-K. PNC is also
subject to dividend restrictions as a result of our issuance of
preferred stock to the US Treasury under the TARP Capital Purchase
Program as described in Note 19 Shareholders’ Equity in our
2008 Form 10-K.</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"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
</div>
<p style="MARGIN-TOP: 0px; 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">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --></p>
</div>
</div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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=
"Times New Roman" size="3"><b><i>N<small>OTE</small> 12
C<small>ERTAIN</small> E<small>MPLOYEE</small>
B<small>ENEFIT</small> A<small>ND</small>
S<small>TOCK</small>-B<small>ASED</small>
C<small>OMPENSATION</small> P<small>LANS</small></i></b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2"><b>P<small>ENSION</small>
A<small>ND</small> P<small>OSTRETIREMENT</small>
P<small>LANS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As described in Note 15 Employee Benefit
Plans in our 2008 Form 10-K, we have a noncontributory, qualified
defined benefit pension plan (plan or pension plan) covering
eligible employees. National City had a qualified pension plan
covering substantially all employees hired prior to April 1, 2006,
which was merged with our qualified pension plan on December 31,
2008. Both the PNC and National City portions of the plan derive
benefits from cash balance formulas based on compensation levels,
age, and length of service. Pension contributions are based on an
actuarially determined amount necessary to fund total benefits
payable to plan participants. As of the plan merger date, no
changes to either plan design or benefits occurred.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We also maintain nonqualified
supplemental retirement plans for certain employees. On
December 31, 2008, the participants of National City’s
supplemental executive retirement plans became 100% vested due to
the change in control. We also provide certain health care and life
insurance benefits for qualifying retired employees (postretirement
benefits) through various plans. The nonqualified pension and
postretirement benefit plans are unfunded. The Company reserves the
right to terminate or make plan changes at any time.</font></p>
<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 components of our net periodic
pension and post-retirement benefit cost for the second quarter and
first half of 2009 and 2008 were 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="40%"></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </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="6"><font face=
"Times New Roman" size="1">Qualified<br />
Pension Plan</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">Nonqualified<br />
  Retirement Plans  </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="6"><font face=
"Times New Roman" size="1">Postretirement<br />
Benefits</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #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 face=
"Times New Roman" size="1">Three months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">June 30</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" 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-RIGHT: #000000 1px solid; 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-RIGHT: #000000 1px solid; 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>
<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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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="2">Net periodic cost consists
of:</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">10</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">21</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>4</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Expected return on plan
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(40</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Amortization of prior service
cost</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"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(2</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Amortization of actuarial
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>21</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></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="2">Net periodic cost (benefit)</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=
"2"><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=
"2"><b>28</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(10</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</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=
"2"><b>4</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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</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=
"2"><b>5</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">2</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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>
<table cellspacing="0" cellpadding="0" width="100%" align="center"
border="0"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="34%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="7%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </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="6"><font face=
"Times New Roman" size="1">Qualified<br />
Pension Plan</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">Nonqualified<br />
  Retirement Plans  </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="6"><font face=
"Times New Roman" size="1">Postretirement<br />
Benefits</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #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 face=
"Times New Roman" size="1">Six months ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">June 30</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">In millions</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" 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-RIGHT: #000000 1px solid; 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-RIGHT: #000000 1px solid; 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>
<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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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="2">Net periodic cost consists
of:</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">22</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">43</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>7</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">7</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Expected return on plan
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(130</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(80</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
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="2">Amortization of prior service
cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(1</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(4</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Amortization of actuarial
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1</font></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 style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></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="2">Net periodic cost (benefit)</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=
"2"><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=
"2"><b>59</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">(16</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</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=
"2"><b>9</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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">5</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</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=
"2"><b>10</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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"><font face="Times New Roman" size="2">$</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">5</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </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"><b>S<small>TOCK</small>-B<small>ASED</small>
C<small>OMPENSATION</small> P<small>LANS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As more fully described in Note 16
Stock-Based Compensation Plans in our 2008 Form 10-K, we have
long-term incentive award plans (Incentive Plans) that provide for
the granting of incentive stock options, nonqualified stock
options, stock appreciation rights, incentive shares/performance
units, restricted stock, restricted share units, other share-based
awards and dollar-denominated awards to executives and, other than
incentive stock options, to non-employee directors. Certain
Incentive Plan awards may be paid in stock, cash or a combination
of stock and cash. We typically grant a substantial portion of our
stock-based compensation awards during the first quarter of the
year. As of June 30, 2009, no stock appreciation rights were
outstanding.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Total compensation expense recognized
related to all share-based payment arrangements during the first
six months of 2009 and 2008 was approximately $26 million and $35
million, respectively.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b>N<small>ONQUALIFIED</small>
S<small>TOCK</small> O<small>PTIONS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">In addition to the regular annual grant
of stock options, during the first quarter of 2009, we granted
approximately 1.9 million of performance-based options to
certain senior executives. While these options generally contain
the same terms and conditions as previous option grants, cliff
vesting will occur on or after the third anniversary from the grant
date and only if certain financial and other performance conditions
are met, primarily related to the successful integration of the
National City transaction. These options were approved by the
Personnel and Compensation Committee of the Board of
Directors.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">For purposes of computing stock option
expense, we estimated the fair value of stock options primarily by
using the</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">Black-Scholes option-pricing model.
Option pricing models require the use of numerous assumptions, many
of which are very subjective.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">We used the following assumptions in the
option pricing models to determine 2009 and 2008 stock option
expense:</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="62%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="1">Weighted-average for the six months
ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font face=
"Times New Roman" size="1">June 30</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="middle"><font face="Times New Roman" size=
"1"><b>2009</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"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle"><font face="Times New Roman" size=
"1">2008</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; 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="2">Risk-free interest rate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>% </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2.8</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Dividend yield</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>3.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">3.3</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Volatility</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>27.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">18.1</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Expected life</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>5.6 yrs.</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2">5.4 yrs.</font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; FONT-SIZE: 12px; MARGIN-BOTTOM: 0px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Stock option information as of and for
the six months ended June 30, 2009 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="66%"></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 valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5"><font face=
"Times New Roman" size="1">PNC</font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="5">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">PNC Options</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Converted From<br />
National City</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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; 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"
nowrap="nowrap"><font face="Times New Roman" size="1">(In
thousands, except weighted-average data)</font></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">Shares</font></td>
<td style="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-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Weighted-<br />
Average</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Exercise<br />
Price</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">Shares</font></td>
<td style="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-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Weighted-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Average</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Exercise<br />
Price</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">Shares</font></td>
<td style="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-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Weighted-</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Average</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Exercise<br />
Price</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Outstanding at December 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">14,537</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">63.39</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,744</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">636.31</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">16,281</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">124.75</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Granted</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,246</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">31.14</font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">4,246</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">31.14</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Exercised</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">42.19</font></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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(3</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">42.19</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Cancelled</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(73</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">54.01</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(138</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">624.01</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(211</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">426.00</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="2"><b>Outstanding at 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" align=
"right"><font face="Times New Roman" size=
"2"><b>18,707</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </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 face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>56.11</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,606</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>637.37</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"><font face="Times New Roman" size=
"2"><b>20,313</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2"><b>  </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 face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>102.07</b></font></td>
</tr>
<tr>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Exercisable at June 30,
2009</b></font></p>
</td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>11,316</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>63.53</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="right"><font face="Times New Roman" size=
"2"><b>1,606</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </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"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>637.37</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>12,922</b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>134.86</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>
<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 weighted-average grant-date fair
value of options granted during the first six months of 2009 and
2008 was $5.56 and $7.51 per option, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">During the first six months of 2009 we
issued approximately 3,000 shares from treasury stock in connection
with stock option exercise activity, all of which occurred during
the second quarter. As with past exercise activity, we currently
intend to utilize treasury stock for any future stock option
exercises.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size=
"2"><b>I<small>NCENTIVE</small>/P<small>ERFORMANCE</small>
U<small>NIT</small> S<small>HARE</small> A<small>WARDS</small>
<small>AND</small> R<small>ESTRICTED</small>
S<small>TOCK</small>/U<small>NIT</small>
A<small>WARDS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">The fair value of nonvested
incentive/performance unit share awards and restricted stock/unit
awards is initially determined based on prices not less than the
market value of our common stock price on the date of grant.
Incentive/performance unit share awards are subsequently valued
subject to the achievement of one or more financial and other
performance goals over a three-year period. The Personnel and
Compensation Committee of the Board of Directors approves the final
award payout with respect to incentive/performance unit share
awards. Restricted stock/unit awards have various vesting periods
ranging from 12 months to 60 months. There are no financial or
performance goals associated with any of</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">our restricted stock/unit awards. We
recognize compensation expense for such awards ratably over the
corresponding vesting and/or performance periods for each type of
program.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">A summary of nonvested
incentive/performance unit shares and restricted stock/unit share
activity 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="39%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">Shares in
thousands</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Nonvested<br />
Incentive/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Performance<br />
Unit Shares</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 size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Weighted-<br />
Average<br />
Grant<br />
Date Fair<br />
Value</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">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Nonvested<br />
Restricted</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Stock/<br />
Unit<br />
Shares</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 size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Weighted-<br />
Average<br />
Grant<br />
Date 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="2">Dec. 31, 2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">492</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">61.63</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,735</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2">65.39</font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Granted</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>31.48</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,009</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>33.14</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Vested</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(192</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>64.27</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(643</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>64.34</b></font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Forfeited</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 style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>(8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>51.23</b></font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td> </td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td> </td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td valign="bottom"></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="2"><b>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" align=
"right"><font face="Times New Roman" size=
"2"><b>308</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>59.27</b></font></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=
"2"><b>2,093</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>50.22</b></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">In the chart above, the weighted-average
grant-date fair value of incentive/performance unit share awards is
measured by reducing the grant date price by the present value of
dividends expected to be paid on the underlying shares.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">At June 30, 2009, there was $42
million of unrecognized deferred compensation expense related to
nonvested share-based compensation arrangements granted under the
Incentive Plans. This cost is expected to be recognized as expense
over a period of no longer than five years.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 19 Folio_End * DO NOT REMOVE OR EDIT -->
<!-- 2 Body_End * DO NOT REMOVE OR EDIT
--><!-- 26 Page_Name * DO NOT REMOVE OR EDIT -->
<p style="PAGE-BREAK-BEFORE: always"></p>
<hr align="center" width="100%" color="#666666" size="3" />
<!-- 1 Body_Start * 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"><b>L<small>IABILITY</small>
A<small>WARDS</small></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">Beginning in 2008, we granted
cash-payable restricted share units to certain executives. The
grants were made primarily as part of an annual bonus incentive
deferral plan. While there are time-based, service-related vesting
criteria, there are no market or performance criteria associated
with these awards. Compensation expense recognized related to these
awards was recorded in prior periods as part of annual cash bonus
criteria. As of June 30, 2009, there were 440,441 of these
cash-payable restricted share units outstanding.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">A summary of all nonvested, cash-payable
restricted share unit activity 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="63%"></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="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
thousands</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" nowrap="nowrap" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font face="Times New Roman" size="1">Nonvested<br />
Cash-Payable</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font face="Times New Roman" size="1">Restricted<br />
Unit Shares</font></p>
</td>
<td style=
"BORDER-RIGHT: #000000 1px solid; 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 size="1"> </font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid"
valign="bottom" align="middle" colspan="2"><font face=
"Times New Roman" size="1">Aggregate<br />
Intrinsic<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="2">Outstanding at December 31,
2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">202</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Granted</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">663</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Vested and released</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(50</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="MARGIN-LEFT: 2em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Forfeited</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">(11</font></td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font face="Times New Roman" size="2">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td valign="bottom"></td>
<td valign="bottom">  </td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-RIGHT: #000000 1px solid" valign="bottom">
 </td>
<td valign="bottom"> </td>
<td valign="bottom"></td>
<td style="BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px"
valign="bottom"> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2"><b>Outstanding at June 30,
2009</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>804</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style=
"BORDER-RIGHT: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-BOTTOM: #000000 2px solid"
valign="bottom" align="right"><font face="Times New Roman" size=
"2"><b>31,192</b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; 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"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --></p>
</div>
</div>
<div>
<hr align="center" width="100%" color="#666666" size="3" />
<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=
"Times New Roman" size="3"><b><i>N<small>OTE</small> 16
S<small>UMMARIZED</small> F<small>INANCIAL</small>
I<small>NFORMATION</small> <small>OF</small>
B<small>LACK</small>R<small>OCK</small></i></b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font face=
"Times New Roman" size="2">As required by SEC Regulation S-X,
summarized consolidated financial information of BlackRock
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="59%"></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-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size="1">In
millions</font></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="5"><font face="Times New Roman" size=
"1">Three months ended<br />
June 30</font></td>
<td style="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="6"><font face="Times New Roman" size="1">Six
months ended<br />
June 30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </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" 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" 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>
<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="2">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>1,029</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">1,387</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b>$</b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>2,016</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2">$</font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">2,687</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Total expenses</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>768</b></font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">982</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>1,484</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">1,886</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Operating income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>261</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">405</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>532</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">801</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Non-operating income
(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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>77</b></font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>(102</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Income before income taxes</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>338</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">401</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>430</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">777</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Income tax 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 face="Times New Roman" size="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>94</b></font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">147</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>124</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">277</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>244</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">254</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"><b> </b></font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2"><b>306</b></font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font face="Times New Roman" size=
"2"> </font></td>
<td valign="bottom" align="right"><font face="Times New Roman"
size="2">500</font></td>
<td valign="bottom" nowrap="nowrap"><font face="Times New Roman"
size="2">  </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="2">Less: net income (loss) attributable to
non-controlling interests</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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>26</b></font></td>
<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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"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="2"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><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="2"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">(15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 2px solid" valign="top">
<p style="MARGIN-LEFT: 1em; TEXT-INDENT: -1em"><font face=
"Times New Roman" size="2">Net income attributable to
BlackRock</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>218</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">274</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size=
"2"><b>302</b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<font face="Times New Roman" size="2">$</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align=
"right"><font face="Times New Roman" size="2">515</font></td>
<td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"
nowrap="nowrap"><font face="Times New Roman" size=
"2">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
</div>
<div style=
"PADDING-RIGHT: 9px; FLOAT: left; PADDING-BOTTOM: 8px; OVERFLOW: hidden; WIDTH: 48%; MARGIN-RIGHT: 1%; POSITION: relative; HEIGHT: 208px">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font face=
"Times New Roman" size="3"><b><i><a name=
"toc94806_23"></a></i></b></font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<!-- 1 Body_Start * DO NOT REMOVE OR EDIT --></div>
-173000000
103000000
0
8060000000
0
16379000000
1960000000
2449000000
29000000
-214000000
74000000
3760000000
4511000000
624000000
121000000
0000713676
2009-01-01
2009-06-30
0000713676
2008-01-01
2008-06-30
0000713676
2009-04-01
2009-06-30
0000713676
2008-04-01
2008-06-30
0000713676
2008-12-31
0000713676
2007-12-31
0000713676
2009-06-30
0000713676
2008-06-30
0000713676
2009-07-31
shares
iso4217:USD
iso4217:USD
shares
Amounts represent items for which the Corporation has elected the fair value option under FASB ASC 825-10, Financial Instruments (SFAS 159, "The Fair Value Option for Financial Assets and Financial Liabilities").
Par value less than $.5 million at each date.
Retained earnings at January 1, 2009 was increased $110 million upon early adoption of FASB ASC 320-10, Investments Debt and Equity Securities (FSP FAS 115-2 and FAS 124-2, "Recognition and Presentation of Other-Than-Temporary Impairments"), representing the after-tax noncredit portion of other-than-temporary impairment losses recognized in net income during 2008 that has been reclassified to accumulated other comprehensive loss.
Included in accumulated other comprehensive loss.