Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2015

Derivative Instruments

Summary of notional amount and fair values of derivative instruments

	September 30, 2015						December 31, 2014
(in millions) (1)	Notional Amount		Derivative Assets		Derivative Liabilities		Notional Amount		Derivative Assets		Derivative Liabilities
Derivatives not designated as hedging instruments
Interest rate contracts:
Swaps	$	3,556.1	$	71.5	$	73.0	$	3,094.5	$	44.7	$	45.2
Interest-rate caps, floors and collars	465.6		0.2		0.2		437.3		0.8		0.8
Total interest-rate contracts	4,021.7		71.7		73.2		3,531.8		45.5		46.0
Option contracts	—		—		—		1.9		0.4		—
Foreign exchange contracts:
Spot and forward contracts	815.9		8.5		8.8		802.7		6.1		6.6
Options purchased	—		—		—		3.0		0.1		0.1
Options written	—		—		—		3.0		0.2		0.2
Total foreign exchange contracts	815.9		8.5		8.8		808.7		6.4		6.9
Equity warrants	5.5		2.2		—		2.3		0.9		—
Total derivatives not designated as hedging instruments	$	4,843.1	$	82.4	$	82.0	$	4,344.7	$	53.2	$	52.9

(1) The Company offsets mark-to-market adjustments, interest receivable and interest payable on interest-rate swaps that are executed with the same counterparty under a master netting agreement, and reports the net balance in other assets or other liabilities in the consolidated balance sheets. For purposes of this disclosure, mark-to-market adjustments, interest receivable and interest payable are presented on a gross basis.

Schedule of the amount of gains and losses on derivative contracts not designated as hedges

(in millions) Derivatives Not Designated as	Location in Consolidated	For the three months ended September 30,					For the nine months ended September 30,
Hedging Instruments	Statements of Income	2015			2014		2015			2014
Interest-rate contracts	Other noninterest income	$	(1.3	)	$	—	$	(0.9	)	$	(1.0	)
Option contracts	Other noninterest income	—			0.1		(0.1		)	0.1
Foreign exchange contracts (1)	International services income	8.3			8.7		24.1			24.2
Equity warrants	Other noninterest income	0.2			—		0.3			0.1
Total income		$	7.2		$	8.8	$	23.4		$	23.4

(1) Includes spread and translation gains (losses) on foreign exchange spot, forward and option contracts.