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3500000000
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66000000
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-0.08
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0.92
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0.01
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0
0
-225000000
--12-31
BK
Bank of New York Mellon CORP
No
Yes
2009-06-30
10-Q
0001390777
Yes
Large Accelerated Filer
N.A.
false
-1053000000
215000000
102808000
93000000
-119000000
183000000
-96000000
503000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 19 - Commitments and contingent
liabilities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In the normal course of business, various
commitments and contingent liabilities are outstanding which are
not reflected in the accompanying consolidated balance
sheets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our significant trading and off-balance
sheet risks are securities, foreign currency and interest rate risk
management products, commercial lending commitments, letters of
credit, and securities lending indemnifications. We assume these
risks to reduce interest rate and foreign currency risks, to
provide customers with the ability to meet credit and liquidity
needs, to hedge foreign currency and interest rate risks, and to
trade for our own account. These items involve, to varying degrees,
credit, foreign exchange, and interest rate risk not recognized in
the balance sheet. Our off-balance sheet risks are managed and
monitored in manners similar to those used for on-balance-sheet
risks. Significant industry concentrations related to credit
exposure at June 30, 2009 are disclosed in the Financial
institutions portfolio exposure table and the Commercial portfolio
exposure table below.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="52%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Financial institutions</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>portfolio exposure</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in billions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="8" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Loans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
exposure</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Securities industry</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">5.7</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">2.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">7.7</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.5</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.7</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.1</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Asset managers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.2</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">4.1</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Government</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">3.4</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">0.7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">2.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">3.0</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">11.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">19.9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">31.0</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="54%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Commercial</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>portfolio exposure</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in billions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="8" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Loans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Total<br />
exposure</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Media and telecom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">0.9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">2.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">2.9</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Manufacturing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">1.4</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">8.2</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Energy and utilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">1.0</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">6.7</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="2" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">7.7</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Services and other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">1.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">8.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">10.1</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="2" face=
"Times New Roman">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">4.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">24.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="2" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">28.9</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Major concentrations in securities lending are
primarily to broker-dealers and are generally collateralized with
cash. Securities lending transactions are discussed
below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A summary of our off-balance sheet credit
transactions, net of participations, at June 30, 2009 and Dec.
31, 2008 follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
<td valign="bottom" width="8%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Off-balance sheet credit risks</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Lending commitments <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34,706</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">38,822</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Standby letters of credit <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>12,394</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13,084</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Commercial letters of credit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>940</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">705</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Securities lending indemnifications</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>289,864</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">325,975</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Support agreements</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>266</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">244</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Net of
participations totaling $789 million at June 30, 2009 and $986
million at Dec. 31, 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Net of
participations totaling $2.7 billion at both June 30, 2009 and
Dec. 31, 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Included in lending commitments are
facilities which provide liquidity, primarily for variable rate tax
exempt securities wrapped by monoline insurers. The credit approval
for these facilities is based on an assessment of the underlying
tax-exempt issuer and considers factors other than the financial
strength of the monoline insurer.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The total potential loss on undrawn lending
commitments, standby and commercial letters of credit, and
securities lending indemnifications is equal to the total notional
amount if drawn upon, which does not consider the value of any
collateral.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Since many of the commitments are expected
to expire without being drawn upon, the total amount does not
necessarily represent future cash requirements. The allowance for
lending related commitments was $92 million at June 30, 2009
and $114 million at Dec. 31, 2008. A summary of lending commitment
maturities is as follows: $12 billion less than one year; $22
billion in one to five years, and $1 billion over five
years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Standby letters of credit
(“SBLC”) principally support corporate obligations. As
shown in the off-balance sheet credit risks table, the maximum
potential exposure of SBLCs at June 30, 2009 was $12.4 billion
and at Dec. 31, 2008 was $13.1 billion and includes $1.0 billion
that were collateralized with cash and securities on June 30,
2009 and $1.1 billion on Dec. 31, 2008. At June 30, 2009,
approximately $7.5 billion of the SBLCs will expire within one year
and the remaining $4.9 billion will expire within one to five
years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The estimated liability for losses related
to these commitments and SBLCs, if any, is included in the
allowance for lending related commitments.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">Payment/performance risk of SBLCs is
monitored using both historical performance and internal ratings
criteria. The Company’s historical experience is that SBLCs
typically expire without being funded. SBLCs below investment grade
are monitored closely for payment/performance risk. The table below
shows SBLCs by investment grade:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="73%"></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="top"><font size="1" face="Times New Roman"><b>Standby
letters of credit</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>Dec. 31,<br />
2008</b></font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>87</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">89</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Noninvestment grade</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">% </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A securities lending transaction is a fully
collateralized transaction in which the owner of a security agrees
to lend the security (typically through an agent, in our case, The
Bank of New York Mellon), to a borrower, usually a broker-dealer or
bank, on an open, overnight or term basis, under the terms of a
prearranged contract, which generally matures in less than 90 days.
We generally lend securities with indemnification against broker
default. We generally require the borrower to provide 102% cash
collateral which is monitored on a daily basis, thus reducing
credit risk. Security lending transactions are generally entered
into only with highly-rated counterparties. Securities lending
indemnifications were secured by collateral of $313 billion at
June 30, 2009 and $335 billion at Dec. 31, 2008.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our potential exposure to support agreements
was approximately $266 million at June 30, 2009 compared with
$244 million at Dec. 31, 2008. Potential support agreement exposure
is determined based on the securities subject to these agreements
being valued at zero and the NAV of the related funds declining
below established thresholds. This exposure includes agreements
covering Lehman securities, as well as other client support
agreements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Other</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We have provided standard representations
for underwriting agreements, acquisition and divestiture
agreements, sales of loans and commitments, and other similar types
of arrangements and customary indemnification for claims and legal
proceedings related to providing financial services. Insurance has
been purchased to mitigate certain of these risks.</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">We are a minority equity investor in,
and member of, several industry clearing or settlement exchanges
through which foreign exchange, securities, or other transactions
settle. Certain of these industry clearing or settlement exchanges
require their members to guarantee their obligations and
liabilities or to provide financial support in the event other
partners do not honor their obligations. It is not possible to
estimate a maximum potential amount of payments that could be
required with such agreements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Legal Proceedings</u></i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In the ordinary course of business, the
Company and its subsidiaries are routinely defendants in or parties
to a number of pending and potential legal actions, including
actions brought on behalf of various classes of claimants, and
regulatory matters. Claims for significant monetary damages are
asserted in certain of these actions and proceedings. In regulatory
enforcement matters, claims for disgorgement and the imposition of
penalties and/or other remedial sanctions are possible. Due to the
inherent difficulty of predicting the outcome of such matters, the
Company cannot ascertain what the eventual outcome of these matters
will be; however, on the basis of current knowledge and after
consultation with legal counsel, we do not believe that enforceable
judgments or settlements, if any, arising from pending or potential
legal actions or regulatory matters, either individually or in the
aggregate, after giving effect to applicable reserves and insurance
coverage, will have a material adverse effect on the consolidated
financial position or liquidity of the Company, although they could
have a material effect on net income for a given period. The
Company intends to defend itself vigorously against all of the
claims asserted in these legal actions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed in the
Company’s Form 8-K dated May 17, 2007, the Federal
Customs Service of the Russian Federation is pursuing a claim
against The Bank of New York, now The Bank of New York Mellon (the
“Bank”), a subsidiary of the Company. The claim is
based on allegations relating to the previously disclosed Russian
funds transfer matter, and alleges that the Bank violated U.S. law
by failing to supervise and monitor funds transfer activities at
the Bank. This “lack of action” is alleged to have
resulted in underpayment to the Russian Federation of the value
added taxes that were due to be paid by</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">the customers of the bank’s
clients on certain goods imported into the country. The claim seeks
$22.5 billion in “direct and indirect”
losses.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The Bank has been defending itself
vigorously in this matter and intends to continue to do so. The
Bank believes it has meritorious procedural and substantive
defenses to the allegations in the Russian courts and also believes
it has meritorious defenses to an attempted enforcement of a
judgment outside the Russian Federation in countries in which the
Bank has material assets if a judgment were to be entered in this
matter by the Russian courts. The Bank has engaged in settlement
discussions with representatives of the Customs Service and has
indicated that the Bank is willing to accept a reasonable
resolution of this matter, which reflects its lack of merit. There
can be no assurance that a resolution will be reached.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, the Bank filed a
proof of claim on Jan. 18, 2008, in the Chapter 11 bankruptcy
of Sentinel Management Group, Inc. (“Sentinel”),
seeking to recover approximately $312 million loaned to Sentinel
and secured by securities and cash in an account maintained by
Sentinel at the Bank. Pursuant to a Plan of Reorganization
confirmed by the Bankruptcy Court on Dec. 8, 2008, $370 million of
cash has been set aside as a reserve, to be used by the Bank if its
proof of claim is allowed in the bankruptcy. On March 3, 2008,
the bankruptcy trustee filed an adversary complaint against the
Company seeking to disallow the Bank’s claim and seeking
damages against the Bank for allegedly aiding and abetting Sentinel
insiders in misappropriating customer assets and improperly using
them as collateral for the loan. The Company has learned from the
Commodities Futures Trading Commission (“CFTC”) that it
has opened an investigation of the Bank in connection with its
relationship to Sentinel.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed in the
Company’s 2007 Annual Report on Form 10-K, the U.S.
Securities and Exchange Commission (“SEC”) is
investigating the trading activities of Pershing Trading Company LP
(“Pershing”), a floor specialist, on two regional
exchanges from 1999 to 2004.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, in connection with
the acquired JPMorgan Chase corporate trust business, the Bank was
required to file various IRS information and withholding tax
returns for 2006. In preparing to do so, the Bank
identified</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">certain inconsistencies in the
supporting tax documentation and records transferred to the Bank
that were needed to file accurate returns. The Company was informed
in the second quarter of 2009 by JPMorgan Chase that all issues
concerning 2006 had been resolved with the IRS. Accordingly, the
Company has no further exposure for potential tax reporting
deficiencies attributable to the 2006 JPMorgan Chase corporate
trust business.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, in the fourth
quarter of 2007, we also discovered that other business lines,
including the legacy The Bank of New York corporate trust business,
may have similar issues and initiated an extensive company-wide
review to identify any inconsistencies in the supporting tax
documentation. Any deficiencies that are identified will be
promptly remediated. We made an initial disclosure of this matter
to the IRS on a voluntary basis in the fourth quarter of 2007 and
we continue to work diligently with the IRS to help resolve the
matter. The Company recorded a $13 million reserve as of
June 30, 2009 which represents its estimate of the potential
exposure from tax reporting inconsistencies based on the
remediation status and discussions with the IRS to date.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, during 2001 and
2002, we entered into various structured transactions that
involved, among other things, the payment of U.K. corporate income
taxes that were credited against our U.S. corporate income tax
liability.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">On Sept. 30, 2008, as part of our closing
agreement for the 1998-2002 federal audit cycle, the IRS designated
one such transaction for litigation and we agreed to litigate in
the U.S. Tax Court.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The transaction involved payments of U.K.
corporate income taxes that generated foreign tax credits over the
2001-2006 period. The IRS has indicated it intends to seek to
disallow the foreign tax credits primarily on the basis the
transaction lacked economic substance. We are prepared to
vigorously defend our position.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">While we have not yet received a statutory
notice of deficiency, during the second quarter of 2009 we
deposited approximately $800 million with the IRS to mitigate
interest costs that could arise with this disputed tax assessment.
The Company believes the tax benefits associated with the
transaction were</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">consistent with IRS published guidance
existing at the time the transaction was entered into and with
various federal appellate court decisions. In the event the Company
is unsuccessful in defending its position, the IRS has agreed not
to assess underpayment penalties on this transaction.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Based on a probability assessment of various
potential outcomes, we currently believe our accruals for tax
liabilities are adequate for all open years. Probabilities and
outcomes are reviewed as events unfold, and adjustments to the tax
liabilities are made when appropriate.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, the Company
self-disclosed to the SEC that Mellon Financial Markets LLC
(“MFM”) placed orders on behalf of issuers to purchase
their own Auction Rate Securities. The SEC and certain state
authorities, including the Texas State Securities Board, Florida
Office of Financial Regulation, and the New York Attorney General
are investigating these transactions. MFM is cooperating fully with
the investigations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, the Company became
aware of circumstances suggesting that employees of Mellon
Securities LLC (“Mellon Securities”), which executes
orders to purchase and sell securities on behalf of Mellon Investor
Services LLC, failed to comply with certain best execution and
regulatory requirements in connection with agency cross trades. The
Company self-disclosed this matter to the Financial Industry
Regulatory Authority, Inc. (“FINRA”) and the SEC on a
voluntary basis. In June 2009, the SEC obtained a formal order of
investigation. Mellon Securities is cooperating fully with the
investigation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As previously disclosed, in April 2009, BNY
MCM entered into a letter of Acceptance, Waiver and Consent with
FINRA relating to the sale of Auction Rate Securities
(“ARS”). Two institutional customers not included in
the FINRA settlement have filed lawsuits and one such customer has
filed an arbitration proceeding against BNY MCM, alleging
misrepresentations and omissions in the sale of ARS to
them.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A number of participants in the securities
lending program, which is associated with the Company’s asset
servicing business, have filed or threatened lawsuits against the
Company or its affiliates. The participants allege that they have
incurred losses, including losses related to investments
in</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">Sigma Finance Inc., and seek damages as
to those losses. Certain of these cases seek to proceed as class
actions. The participants assert contractual, statutory, and common
law claims, including claims for negligence and breach of fiduciary
duty.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Bernard L. Madoff has pleaded guilty to
engaging in a massive investment fraud through his company, Bernard
L. Madoff Investment Securities LLC (“Madoff”). As
previously disclosed, the Company has no direct exposure to the
Madoff fraud. Ivy Asset Management LLC (“Ivy”), a
subsidiary that primarily manages funds-of-hedge-funds, has not had
any funds-of-funds investments with Madoff since 2000. Several
investment managers contracted with Ivy as a sub-advisor and one
pension fund contracted with Ivy as investment manager; a portion
of these funds were invested with Madoff and likely suffered losses
as a result of the Madoff fraud.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The Company and its affiliates, including
Ivy, have received subpoenas and document requests in connection
with a number of regulatory inquiries regarding Madoff and have
been cooperating with these inquiries.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The Company or its affiliates have been
named in several civil lawsuits relating to certain investment
funds that invested money with Madoff. Ivy acted as a sub-advisor
to the managers of some of those funds. Plaintiffs allege that the
funds suffered losses in connection with the Madoff investments.
Plaintiffs assert various causes of action against the Company or
its affiliates, and other parties, including securities and
common-law fraud. Certain of the cases seek to proceed as class
actions and/or to assert derivative claims on behalf of the
funds.</font></p>
</div>
</div>
0.33
1277000000
0
-452000000
327000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 18 - Derivative instruments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We use derivatives to manage exposure to
market risk, interest rate risk, credit risk, foreign currency
risk, to generate profits from proprietary trading and to assist
customers with their risk management objectives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The notional amounts for derivative
financial instruments express the dollar volume of the
transactions; however, credit risk is much smaller. We perform
credit reviews and enter into netting agreements to minimize the
credit risk of foreign</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">currency and interest rate risk management
products. We enter into offsetting positions to reduce exposure to
foreign exchange and interest rate risk.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Use of derivative financial instruments
involves reliance on counterparties. Failure of a counterparty to
honor its obligation under a derivative contract is a risk we
assume whenever we engage in a derivative contract. There were no
counterparty default losses in the first half of 2009.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Hedging derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We utilize interest rate swap agreements to
manage our exposure to interest rate fluctuations. For hedges of
fixed-rate loans, asset-backed securities, deposits and long-term
debt, the hedge documentation specifies the terms of the hedged
items and the interest rate swaps and indicates that the derivative
is hedging a fixed-rate item and is a fair value hedge, that the
hedge exposure is to the changes in the fair value of the hedged
item due to changes in benchmark interest rates, and that the
strategy is to eliminate fair value variability by converting
fixed-rate interest payments to LIBOR.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fixed rate loans hedged generally have
an original maturity of 10 to 11 years and are not callable. These
loans are hedged with “pay fixed rate, receive variable
rate” swaps with similar notional amounts, maturities, and
fixed rate coupons. The swaps are not callable. At June 30,
2009, $2 million of loans were hedged with interest rate swaps,
which had notional values of $2 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The securities hedged generally have a
weighted average life of 10 years or less and are callable six
months prior to maturity. These securities are hedged with
“pay fixed rate, receive variable rate” swaps of like
maturity, repricing and fixed rate coupon. The swaps are callable
six months prior to maturity. At June 30, 2009, $214 million
of securities were hedged with interest rate swaps that had
notional values of $214 million.</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The fixed rate deposits hedged generally have
original maturities of 5 to 11 years and are not callable. These
deposits are hedged with receive fixed rate, pay variable rate
swaps of similar maturity, repricing and fixed rate coupon. The
swaps are not callable. At June 30, 2009, $30 million of
deposits were hedged with interest rate swaps that had notional
values of $30 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fixed rate long-term debt hedged
generally has an original maturity of 5 to 30 years. We issue both
callable and non-callable debt. The non-callable debt is hedged
with simple interest rate swaps similar to those described for
deposits. Callable debt is hedged with callable swaps where the
call dates of the swaps exactly match the call dates of the debt.
At June 30, 2009, $11.7 billion of debt was hedged with
interest rate swaps that had notional values of $11.3
billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In addition, we enter into foreign exchange
hedges. We use forward foreign exchange contracts with maturities
of 12 months or less to hedge our Sterling, Euro and Indian Rupee
foreign exchange exposure with respect to forecasted revenue
transactions in non-U.S. entities that have the U.S. dollar as
their functional currency. As of June 30, 2009, the hedged
forecasted foreign currency transactions and linked FX forward
hedges were $61 million, with $2 million (pre-tax) of losses
recorded in other comprehensive income. These gains are expected to
be reclassified to income over the next nine months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We also use forward foreign exchange
contracts with original maturities of 10 months or less to hedge
our Euro and Japanese Yen foreign exchange exposure with respect to
forecasted foreign currency net revenue where we cannot elect hedge
accounting. At June 30, 2009, these economic hedges had a U.S.
dollar equivalent notional value of $34 million, with $3.0 million
(pre-tax) of losses from those FX forward hedges recorded in
foreign exchange and other trading activities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Forward foreign exchange contracts are also
used to hedge the value of our net investments in foreign
subsidiaries. These forward contracts usually have maturities of
less than two years. The derivatives employed are designated as net
investments hedges of changes in value of our foreign investments
due to exchange rates, such that changes in value of the forward
exchange contracts offset the changes in value of the foreign
investments due to changes in foreign exchange rates. The change in
fair market</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">value of these contracts is deferred and
reported within accumulated translation adjustments in
shareholders’ equity, net of tax effects. At June 30,
2009, foreign exchange contracts, with notional amounts totaling
$3.7 billion, were designated as hedges.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In addition to forward foreign exchange
contracts, we also designate non-derivative financial instruments
as hedges of our net investments in foreign subsidiaries. Those
non-derivative financial instruments designated as hedges of our
net investments in foreign subsidiaries were all long-term
liabilities of the Company in various currencies, and, at
June 30, 2009, had a combined U.S. dollar equivalent value of
$899 million.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Ineffectiveness related to derivatives and
hedging relationships was recorded in income as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="72%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<tr>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>Ineffectiveness</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fair value hedge of loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fair value hedge of securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fair value hedge of deposits and long-term
debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1.9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">0.7</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"8"> </td>
<td> </td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Includes
ineffectiveness recorded on foreign exchange hedges.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="61%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top"><font size="1" face="Times New Roman"><b>Impact of
derivative instruments on the balance sheet</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Notional Value</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Asset Derivatives<br />
Fair Value <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Liability Derivatives</font><br />
<font size="1" face="Times New Roman">Fair Value <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font size="1" face=
"Times New Roman"><b>June 30,</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font size="1" face="Times New Roman"><b>2009</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font size="1" face="Times New Roman">Dec. 31,</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font size="1" face="Times New Roman">2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font size="1" face=
"Times New Roman">Dec. 31,<br />
2008</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Derivatives designated as hedging
instruments:</b><b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>11,538</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11,362</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>605</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">928</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>166</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">162</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,800</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,397</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">680</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>65</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total derivatives designated as hedging
instruments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>622</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,608</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>231</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">162</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Derivatives not designated as hedging
instruments:</b><b><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(d)</sup></i></b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,008,547</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">867,873</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>15,425</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">18,452</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>15,277</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17,818</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Equity contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>9,274</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14,396</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>546</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">742</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>526</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">713</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Credit contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>866</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,328</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">86</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>260,784</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">240,425</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,498</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,833</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>4,022</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,615</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total derivatives not designated as hedging
instruments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>20,496</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">27,113</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>19,825</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26,146</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total derivatives fair value <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>21,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">28,721</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>20,056</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">26,308</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Effect of master netting agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(14,539</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(17,911</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(13,921</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(18,871</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"22"> </td>
<td> </td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Fair value after effect of master netting
agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,579</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10,810</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,135</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">7,437</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Derivative
financial instruments are reported net of cash collateral received
and paid of $648 million and $30 million, respectively at
June 30, 2009 and $817 million and $1.8 billion, respectively
at Dec. 31, 2008.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Fair
values are on a gross basis, before consideration of master netting
agreements, as required by SFAS No. 161 (ASC
815-10).</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>The fair
value of asset derivatives and liability derivatives designated as
hedging instruments is recorded as other assets and other
liabilities, respectively, on the balance sheet.</i></font></p>
</td>
</tr>
</tbody>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="3%" align="left"><font size="1" face=
"Times New Roman"><i>(d)</i></font></td>
<td valign="top" align="left"><font size="1" face=
"Times New Roman"><i>The fair value of asset derivatives and
liability derivatives not designated as hedging instruments is
recorded as trading assets and trading liabilities, respectively,
on the balance sheet.</i></font></td>
</tr>
</tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">At June 30, 2009, approximately $603 billion
(notional) of interest rate contracts will mature within one year,
$252 billion between one and five years, and the balance after five
years.</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">At June 30, 2009, approximately
$251 billion (notional) of foreign exchange contracts will mature
within one year and $9 billion between one and five years, and the
balance after five years.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Impact of derivative instruments on the income
statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="top"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Derivatives</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
Quarter ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Hedged Item</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Hedged Item<br />
Quarter ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Fair
Value</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(358.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(338.3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>358.6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">339.9</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="36%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Reclassified<br />
From Accumulated<br />
OCI Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income</font><br />
<font size="1" face="Times New Roman">(Effective Portion)<br />
Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized<br />
in Income on<br />
Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness<br />
Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Quarter ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Cash
Flow</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30, 2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">24.9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(3.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>3.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(3.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>28.7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(2.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="36%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain<br />
or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Reclassified<br />
From Accumulated OCI<br />
Into Income<br />
(Effective Portion)<br />
Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Quarter ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Net
Investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(250.7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(36.2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">0.1</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"1" face="Times New Roman"><b>Impact of derivative instruments on
the income statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="top"><font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Derivatives</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
Six months ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gains or (Loss)<br />
Recognized in Income on<br />
Hedged Item</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Hedged Item<br />
Six months ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Fair
Value</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(356.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(119.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>358.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">120.1</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="34%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain<br />
or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Reclassified<br />
From Accumulated OCI<br />
Into Income<br />
(Effective Portion)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Cash
Flow</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Interest rate contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>25.9</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1.8</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>8.9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>34.8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">1.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="36%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
OCI on Derivative<br />
(Effective Portion)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain<br />
or (Loss)<br />
Reclassified From<br />
Accumulated OCI<br />
Into Income<br />
(Effective Portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Reclassified<br />
From Accumulated OCI<br />
Into Income<br />
(Effective Portion)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" align="middle"><font size="1" face=
"Times New Roman">Location of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffective Portion<br />
and Amount<br />
Excluded From<br />
Effectiveness Testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="5" align="middle"><font size="1" face=
"Times New Roman">Amount of Gain or<br />
(Loss) Recognized in<br />
Income on Derivative<br />
(Ineffectiveness Portion and<br />
Amount Excluded<br />
From Effectiveness Testing)<br />
Six months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face="Times New Roman">Derivatives in Net
Investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">Hedging
Relationships</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(205.7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(76.4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face=
"Times New Roman">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman"><i>Trading activities (including trading
derivatives)</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Our trading activities are focused on acting as a
market maker for our customers. The risk from these market-making
activities and from our own positions is managed by our traders and
limited in total exposure as described below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We manage trading risk through a system of
position limits, a value-at-risk (“VAR”) methodology
based on Monte Carlo simulations, stop loss advisory triggers, and
other market sensitivity measures. Risk is monitored and reported
to senior management by a separate unit on a daily basis. Based on
certain assumptions, the VAR methodology is designed to</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">capture the potential overnight pre-tax
dollar loss from adverse changes in fair values of all trading
positions. The calculation assumes a one-day holding period for
most instruments, utilizes a 99% confidence level, and incorporates
the non-linear characteristics of options. The VAR model is the
basis for the economic capital calculation, which is allocated to
lines of business for computing risk-adjusted
performance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">As the VAR methodology does not evaluate
risk attributable to extraordinary financial, economic or other
occurrences, the risk assessment process includes a number of
stress scenarios based upon the risk factors in the portfolio and
management’s</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">assessment of market conditions.
Additional stress scenarios based upon historic market events are
also performed. Stress tests, by their design, incorporate the
impact of reduced liquidity and the breakdown of observed
correlations. The results of these stress tests are reviewed weekly
with senior management.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Revenue from foreign exchange and other
trading activities included the following:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style=
"BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>Foreign exchange and other trading
activities</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="10" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">March 31,<br />
2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Foreign exchange</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>240</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">219</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">259</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>459</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">486</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fixed income</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>37</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">75</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">48</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>112</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">59</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Credit derivatives</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>237</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">307</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">308</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>544</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">567</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Foreign exchange includes income from
purchasing and selling foreign exchange, futures, and options.
Fixed income reflects results from futures and forward contracts,
interest rate swaps, foreign currency swaps, options and fixed
income securities. Credit derivatives include revenue from credit
default swaps. Other primarily includes income from equity
securities and equity derivatives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Counterparty credit risk and
collateral</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We assess credit risk of our counterparties
through regular periodic examination of their financial statements,
confidential communication with the management of those
counterparties and regular monitoring of publicly available credit
rating information. This and other information is used to develop
proprietary credit rating metrics used to assess credit
quality.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Collateral requirements are determined after a
comprehensive review of the credit quality of each counterparty.
Collateral is generally held in the form of cash or highly liquid
government securities. Collateral requirements are monitored and
adjusted daily.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Additional disclosures concerning derivative
financial instruments are provided in Note 16 of the Notes to
Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Disclosure of Contingent Features in
Over-the-Counter (“OTC”) Derivative
Instruments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Certain of the Company’s OTC
derivative contracts and/or collateral agreements contain
provisions that would require the Company to take certain actions
if its public debt rating fell to a certain level. A
“close-out” agreement could trigger an immediate
closeout and payment of outstanding contracts that are in net
liability positions. Certain collateral agreements would require
the Company to immediately post additional collateral to cover some
or all of the Company’s liabilities to a
counterparty.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following table shows the fair value of
contracts falling under close-out agreements that were in net
liability positions as of June 30, 2009 for three key ratings
triggers</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="68%"></td>
<td valign="bottom" width="4%"></td>
<td width="28%"></td>
</tr>
<tr>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1" face=
"Times New Roman"><b>If the Company’s rating</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><b>was changed to</b></font></p>
</td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom"><font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>Potential close-out<br />
exposures (fair value)</b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">A3/A-</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">$373 million</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Baa2/BBB</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font size="2" face=
"Times New Roman">$524 million</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="2" face=
"Times New Roman">Bal/BB+</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="2" face="Times New Roman">$948
million</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Additionally, if the Company’s debt
rating had fallen below investment grade on June 30, 2009,
existing collateral arrangements would have required the Company to
have posted an additional $562 million of collateral.</font></p>
</div>
</div>
-209000000
-77000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><b>Note 4 - Discontinued
operations</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In July 2009, the Company reached an
agreement to sell Mellon United National Bank, our national bank
subsidiary located in Florida. As a result, we applied discontinued
operations accounting to this business and the income statements
for all periods in this Form 10-Q have been restated. This
business, which was previously reported in the Other segment, no
longer fits our strategic focus on our asset management and
securities servicing businesses. The results for discontinued
operations</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">in the second quarter of 2009 include a
pre-tax loss on sale of $85 million, primarily attributable to the
elimination of $82 million of goodwill.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Summarized financial information for
discontinued operations is as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="86%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Discontinued operations
assets and liabilities</b> <i>(a)</i></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" rowspan="2" colspan="2" align="right"><font size=
"1" face="Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan=
"2"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font size="1" face=
"Times New Roman"><i>(in millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Cash and due from banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>47</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Federal funds sold and securities repurchased
under resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>11</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>555</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,585</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Allowance for loan losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(89</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Net loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,496</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Premises and equipment</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Assets of discontinued operations</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>2,137</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Deposits:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Noninterest-bearing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>531</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Interest-bearing</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>883</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,414</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>193</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Liabilities of discontinued operations</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>1,607</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0"
cellpadding="0" width="100%">
<tbody>
<tr>
<td valign="top" width="21" align="left"><font size="1" face=
"Times New Roman"><i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(a)</sup></i></font></td>
<td valign="top" align="left">
<p align="left"><font size="1" face="Times New Roman"><i>Prior
period balance sheets, in accordance with GAAP, were not restated
for discontinued operations.</i></font></p>
</td>
</tr>
</tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="71%"></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap=
"nowrap"><font size="1" face="Times New Roman"><b>Discontinued
operations</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="10" align="middle"><font size="1" face=
"Times New Roman">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style=
"BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid"
valign="bottom" colspan="6" align="middle"><font size="1" face=
"Times New Roman">Six months ended</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">March 31,<br />
2009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman"><b>June 30,<br />
2009</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="right"><font size="1" face=
"Times New Roman">June 30,<br />
2008</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Fee and other revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">21</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">21</font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Net interest revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">17</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">22</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">47</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision for loan losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>62</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>83</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">15</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Net interest revenue after provision for loan
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(46</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(4</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(50</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">32</font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="3"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Noninterest expense:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Staff</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">13</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Professional, legal and other purchased
services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Net occupancy</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">5</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Goodwill impairment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>—  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman">—  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman">—  </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total noninterest expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">33</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Income (loss) from operations of discontinued
operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(65</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">14</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(124</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">20</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Loss on sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(85</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">—  </font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">—  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(85</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">—  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Provision (benefit) for income taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(53</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Income (loss) from discontinued operations, net
of tax</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(91</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(132</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10</font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">All information in these Financial Statements and
Notes reflects continuing operations, unless otherwise
noted.</font></p>
</div>
378000000
69000000
0.43
0.43
-60000000
153000000
0
213000000
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><b>Note 15 - Fair value of financial
instruments</b></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">The carrying amounts of our financial instruments
(i.e., monetary assets and liabilities) are determined under
different accounting methods—see Note 1 to the Consolidated
Financial Statements contained in the Company’s 2008 Annual
Report on Form 10-K. The following disclosure discusses these
instruments on a uniform fair value basis. However, active markets
do not exist for a significant portion of these instruments,
principally loans and commitments. As a result, fair value
determinations require significant subjective judgments regarding
future cash flows. Other judgments would result in different fair
values. Among the assumptions we used are discount rates ranging
principally from 0.18% to 5.68% at June 30, 2009 and 0.08% to
3.25% at Dec. 31, 2008. The fair value information supplements the
basic financial statements and other traditional financial data
presented throughout this report.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Note 16, “Fair value
measurement” presents assets and liabilities measured at fair
value by the three level valuation hierarchy established by SFAS
157 (ASC 820-10), as well as a roll forward schedule of fair value
measurements using significant unobservable inputs. Note 17,
“Fair value option” presents the instruments for which
fair value accounting was elected and the corresponding income
statement impact of these instruments.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font><font size="1"> </font></p>
<!-- 9 Repeat_Hdr_End * DO NOT REMOVE OR EDIT -->
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">A summary of the practices used for determining
fair value is as follows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Interest-bearing deposits in
banks</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fair value of interest-bearing deposits
in banks is based on discounted cash flows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Securities, trading activities, and
derivatives used for ALM</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fair value of securities and trading
assets and liabilities is based on quoted market prices, dealer
quotes, or pricing models. Fair value amounts for derivative
instruments, such as options, futures and forward rate contracts,
commitments to purchase and sell foreign exchange, and foreign
currency swaps, are similarly determined. The fair value of
over-the-counter interest rate swaps is the discounted value of
projected future cash flows, adjusted for other factors including,
but not limited to and if applicable, optionality and implied
volatilities, as well as counterparty credit.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Loans and commitments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For residential mortgage loans, fair value
is estimated using discounted cash flow analyses, adjusting where
appropriate for prepayment estimates, using interest rates
currently being offered for loans with similar terms and maturities
to borrowers. Discounted future cash flows are used to determine
the fair value of other types of loans. The fair value of
commitments to extend credit, standby letters of credit, and
commercial letters of credit is based upon the cost to settle the
commitment.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Other financial assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Fair value is assumed to equal carrying
value for these assets due to their short maturity.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Deposits, borrowings and long-term
debt</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The fair value of noninterest-bearing
deposits and payables to customers and broker-dealers is assumed to
be their carrying amount. The fair value of interest-bearing
deposits, borrowings, and long-term debt is based upon current
rates for instruments of the same remaining maturity or quoted
market prices for the same or similar issues.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="40%"></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"><font size="1" face="Times New Roman"><b>Summary of financial
instruments</b></font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman"><b>June 30, 2009</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Dec. 31, 2008</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman"><b>Estimated<br />
fair value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Carrying<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Estimated<br />
fair value</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Assets:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Interest-bearing deposits in banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>43,369</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>43,401</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,126</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,183</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>52,781</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>52,322</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">43,707</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">42,756</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Trading assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7,611</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>7,611</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11,102</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">11,102</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Loans and commitments</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34,058</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>34,091</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">38,968</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,002</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivatives used for ALM</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>428</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>428</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">709</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">709</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other financial assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>27,890</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>27,890</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">69,531</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">69,531</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total financial assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>166,137</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>165,743</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">203,143</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">202,283</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Assets of discontinued operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,137</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2,137</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Non-financial assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>34,738</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">34,369</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>203,012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">237,512</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>Liabilities:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Noninterest-bearing deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>36,055</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>36,055</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">55,816</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">55,816</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Interest-bearing deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>94,534</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>94,532</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">103,857</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">103,858</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Payables to customers and
broker-dealers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>8,492</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>8,492</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9,274</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">9,274</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,766</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>3,766</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,083</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,083</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Long-term debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17,363</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>17,134</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,865</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,211</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Trading liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,889</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>6,889</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,085</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8,085</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivatives used for ALM</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">19</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total financial liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>167,196</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>166,965</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">200,999</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">200,346</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Liabilities of discontinued operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,607</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>1,607</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Non-financial liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>6,905</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">8,424</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>175,708</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">209,423</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The table below summarizes the carrying
amount of the hedged financial instruments and the related notional
amount of the hedge and estimated fair value (unrealized
gain/(loss)) of the derivatives that were linked to these
items:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="55%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"13"><font size="1" face="Times New Roman"><b>Hedged financial
instruments</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Carrying<br />
amount</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
rowspan="2" colspan="2" align="middle"><font size="1" face=
"Times New Roman">Notional<br />
amount</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="5" align="middle"><font size="1" face=
"Times New Roman">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Gain</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman"><b>At June 30, 2009:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Loans</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b>$</b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Securities held-for-sale</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>200</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>214</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>(15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Deposits</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>31</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>30</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>2</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"><b> </b></font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>  </b></font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman"><b>Long-term debt</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>12,078</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>11,292</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>426</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face=
"Times New Roman"><b>(82</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">At Dec. 31, 2008:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Securities held-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">219</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">217</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">600</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">590</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">8</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">11,106</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">10,456</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">701</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
</tr>
<!-- 6 Last_Row * DO NOT REMOVE OR EDIT --></tbody>
</table>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"ARIAL"><b>Note 16 - Fair value measurement</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We adopted SFAS 157 (ASC 820-10),
(“Fair Value Measurement”), effective Jan. 1, 2008.
SFAS 157 (ASC 820-10) defines fair value as the price that would be
received to sell an asset, or paid to transfer a liability, in an
orderly transaction between market participants at the measurement
date and establishes a framework for measuring fair value. It
establishes a three-level hierarchy for fair value measurements
based upon the transparency of inputs to the valuation of an asset
or liability as of the measurement date and expands the disclosures
about instruments measured at fair value. SFAS 157 (ASC 820-10)
requires consideration of a company’s own creditworthiness
when valuing liabilities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Effective Jan. 1, 2009, we adopted SFAS
157-4 (ASC 820-10), “Determining Fair Value When the Volume
and Level of Activity for the Asset or Liability Have Significantly
Decreased and Identifying Transactions That Are Not Orderly”.
SFAS 157-4 (ASC 820-10) provides guidance on how to determine the
fair value when the volume and level of activity for the asset or
liability have significantly decreased and reemphasizes that the
objective of a fair value measurement remains an exit price notion.
In those circumstances, further analysis of transactions or quoted
prices is needed, and a significant adjustment to the transactions
or quoted prices may be necessary to estimate fair value in
accordance with SFAS 157 (ASC 820-10). It also requires additional
disclosures for instruments within the scope of SFAS 157 (ASC
820-10) to include inputs and valuation techniques used, change in
valuation techniques and related inputs, if any, and more
disaggregated information relating to debt and equity
securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The amended standard provides a consistent
definition of fair value, which focuses on exit price in an orderly
transaction (that is, not a forced liquidation or distressed sale)
between market participants at the measurement date under current
market conditions. If there has been a significant decrease in the
volume and level of activity for the asset or liability, a change
in valuation technique or the use of multiple valuation techniques
may be appropriate. In such instances, determining the price at
which willing market participants would transact at the measurement
date under current market conditions depends on the facts and
circumstances and requires the use of</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">significant judgment. The objective is
to determine from weighted indicators of fair value a reasonable
point within the range that is most representative of fair value
under current market conditions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We also adopted SFAS 159 (ASC 825-10)
(“The Fair Value Option for Financial Assets and Financial
Liabilities”), effective Jan. 1, 2008. SFAS 159 (ASC 825-10)
provides an option to elect fair value as an alternative
measurement basis for selected financial assets, financial
liabilities, unrecognized firm commitments and written loan
commitments which are not subject to fair value under other
accounting standards.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><i>Determination of fair value</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Following is a description of our valuation
methodologies for assets and liabilities measured at fair value. We
have established processes for determining fair values. Fair value
is based upon quoted market prices, where available. For financial
instruments where quotes from recent exchange transactions are not
available, we determine fair value based on discounted cash flow
analysis, comparison to similar instruments, and the use of
financial models. Discounted cash flow analysis is dependent upon
estimated future cash flows and the level of interest rates.
Model-based pricing uses inputs of observable prices for interest
rates, foreign exchange rates, option volatilities and other
factors. Models are benchmarked and validated by an independent
internal risk management function. Our valuation process takes into
consideration factors such as counterparty credit quality,
liquidity, concentration concerns, observability of model
parameters and the results of stress tests. Valuation adjustments
may be made to ensure that financial instruments are recorded at
fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Most derivative contracts are valued using
internally developed models which are calibrated to observable
market data and employ standard market pricing theory for their
valuations. An initial “risk-neutral” valuation is
performed on each position assuming time-discounting based on an AA
credit curve. Then, to arrive at a fair value that incorporates
counterparty credit risk, a credit adjustment is made to these
results by discounting each trade’s expected exposures to the
counterparty using the counterparty’s credit spreads, as
implied by the credit default swap market. We also adjust expected
liabilities to the counterparty using the
Company’s</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">own credit spreads, also implied by the
credit default swap market. Accordingly, the valuation of our
derivative position is sensitive to the current changes in our own
credit spreads as well as those of our counterparties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In certain cases, we may face additional
costs to exit large risk positions or recent prices may not be
observable for instruments that trade in inactive or less active
markets. The costs to exit large risk positions are based on
evaluating the negative change in the market during the time it
would take for us to bring those positions to normal market levels
for those instruments. Upon evaluating the uncertainty in valuing
financial instruments subject to liquidity issues, we make an
adjustment to their value. The determination of the liquidity
adjustment includes the availability of external quotes, the time
since the latest available quote and the price volatility of the
instrument.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Certain parameters in some financial models
are not directly observable and, therefore, are based on
managements’ estimates and judgments. These financial
instruments are normally traded less actively. Examples include
certain credit products where parameters such as correlation and
recovery rates are unobservable. We apply valuation adjustments to
mitigate the possibility of error and revision in the model based
estimate value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The methods described above may produce a
current fair value calculation that may not be indicative of net
realizable value or reflective of future fair values. We believe
our methods of determining fair value are appropriate and
consistent with other market participants. However, the use of
different methodologies or different assumptions to value certain
financial instruments could result in a different estimate of fair
value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="ARIAL"><i>Valuation hierarchy</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">SFAS 157 (ASC 820-10) establishes a
three-level valuation hierarchy for disclosure of fair value
measurements based upon the transparency of inputs to the valuation
of an asset or liability as of the measurement date. The three
levels are described below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Level 1</u></i>: Inputs to the
valuation methodology are quoted prices (unadjusted) for identical
assets or liabilities in active markets. Level 1 assets
and</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">liabilities include debt and equity securities
and derivative financial instruments actively traded on exchanges
and U.S. Treasury securities and U.S. Government securities that
are actively traded in highly liquid over the counter
markets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Level 2</u></i>: Observable inputs
other than Level 1 prices, for example, quoted prices for similar
assets and liabilities in active markets, quoted prices for
identical or similar assets or liabilities in markets that are not
active, and inputs that are observable or can be corroborated,
either directly or indirectly, for substantially the full term of
the financial instrument. Level 2 assets and liabilities include
debt instruments that are traded less frequently than exchange
traded securities and derivative instruments whose model inputs are
observable in the market or can be corroborated by market
observable data. Examples in this category are certain variable and
fixed rate agency and non-agency securities, corporate debt
securities and derivative contracts.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i><u>Level 3</u></i>: Inputs to the
valuation methodology are unobservable and significant to the fair
value measurement. Examples in this category include interests in
certain securitized financial assets, non-agency RMBS, certain
private equity investments, and derivative contracts that are
highly structured or long-dated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">A financial instrument’s
categorization within the valuation hierarchy is based upon the
lowest level of input that is significant to the fair value
measurement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Following is a description of the valuation
methodologies used for instruments measured at fair value, as well
as the general classification of such instruments pursuant to the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Loans and unfunded lending-related
commitments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Where quoted market prices are not
available, we generally base the fair value of loans and unfunded
lending-related commitments on observable market prices of similar
instruments, including bonds, credit derivatives and loans with
similar characteristics. If observable market prices are not
available, we base the fair value on estimated cash flows adjusted
for credit risk which are discounted using an interest rate
appropriate for the maturity of the applicable loans or the
unfunded commitments.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Loans carried at fair value are included in
trading assets on the balance sheet. Unrealized gains and losses on
unfunded lending commitments carried at fair value are classified
in Other assets and Other liabilities, respectively. Loans and
unfunded lending commitments carried at fair value are generally
classified within Level 2 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Securities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Where quoted prices are available in an
active market, we classify the securities within Level 1 of the
valuation hierarchy. Securities are defined as both long and short
positions. Level 1 securities include highly liquid government
bonds, certain mortgage products and exchange-traded
equities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">If quoted market prices are not available,
we estimate fair values using pricing models, quoted prices of
securities with similar characteristics, or discounted cash flows.
Examples of such instruments, which would generally be classified
within Level 2 of the valuation hierarchy, include certain agency
and non-agency mortgage-backed securities, commercial
mortgage-backed securities and European floating rate
notes.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For securities where quotes from recent
transactions are not available for identical securities, we
determine fair value primarily based on pricing sources with
reasonable levels of price transparency that employ financial
models or obtain comparison to similar instruments to arrive at
“consensus” prices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Specifically, the pricing sources obtain
recent transactions for similar types of securities (e.g., vintage,
position in the securitization structure) and ascertain variables
such as discount rate and speed of prepayment for the types of
transaction and apply such variables to similar types of bonds. We
view these as observable transactions in the current market place
and classify such securities as Level 2. They discontinue pricing
any specific security whenever they determine there is insufficient
observable data to provide a good faith opinion on
price.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Securities included in this category that
are affected by the lack of market liquidity include our Alt-A
RMBS, prime RMBS, subprime RMBS and commercial mortgage-backed
securities.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">In addition, we have significant investments in
more actively traded agency RMBS and the pricing sources derive the
prices for these securities largely from quotes they obtain from
three major inter-dealer brokers. The pricing sources receive their
daily observed trade price and other information feeds from the
interdealer brokers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For securities with bond insurance, the
financial strength of the insurance provider is analyzed and that
information is included in the fair value assessment for such
securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In certain cases where there is limited
activity or less transparency around inputs to the valuation, we
classify those securities in Level 3 of the valuation hierarchy.
Securities classified within Level 3 include certain asset-backed
securities CDOs, non-agency RMBS and other retained interests in
securitizations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In the first quarter of 2009, we changed our
valuation technique in determining the fair value of certain
securities when there has been a significant decline in volume and
market activity.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Recent transactions in non-agency RMBS and
commercial mortgage-backed securities may not reflect an orderly
transaction in the marketplace. In adopting the guidance of SFAS
157-4 (ASC 820-10), for these securities, we adjust the discount
rate to reflect “an orderly transaction” in the current
marketplace. We used a discount rate that was determined based on
our assessment of the credit quality of the non-agency RMBS and
commercial mortgage-backed securities. The discount rate was
derived based on input from market participants as to the
appropriate discount rate for hypothetical bond issuances that
exhibit certain credit features similar to the bonds we
hold.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">To further reflect current market
conditions, we weighted our internally modeled price with prices
derived from pricing sources to calculate the fair market value in
an orderly transaction. Depending on credit quality, the price
weighting of the security ranged from 5% pricing source and 95%
model to 85% pricing source and 15% model.</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman"><i>Other short-term U.S.
government-backed commercial paper and borrowings from Federal
Reserve related to asset-backed commercial paper</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">These instruments are classified in Level 2
of the valuation hierarchy. The fair value of these instruments is
estimated using pricing models.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">We classify exchange-traded derivatives
valued using quoted prices in Level 1 of the valuation hierarchy.
Examples include exchanged-traded equity and foreign exchange
options. Since few other classes of derivative contracts are listed
on an exchange, most of our derivative positions are valued using
internally developed models that use as their basis readily
observable market parameters and we classify them in Level 2 of the
valuation hierarchy. Such derivatives include basic interest rate
swaps and options and credit default swaps. Derivatives valued
using models with significant unobservable market parameters and
that are traded less actively or in markets that lack two way flow,
are classified in Level 3 of the valuation hierarchy. Examples
include long-dated interest rate or currency swaps, where swap
rates may be unobservable for longer maturities; and certain credit
products, where correlation and recovery rates are unobservable.
Additional disclosures of derivative instruments are provided in
Note 18 of Notes to Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Seed capital</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">In our Asset Management segment we manage
investment assets, including equities, fixed income, money market
and alternative investment funds for institutions and other
investors; as part of that activity we make seed capital
investments in certain funds. Seed capital is included in trading
assets, securities available-for-sale and other assets, depending
on the nature of the investment. When applicable, we value seed
capital based on the published net asset value (“NAV”)
of the fund. We include funds in which ownership interests in the
fund are publicly-traded in an active market and institutional
funds in which investors trade in and out daily in Level 1 of the
valuation hierarchy. We include open-end funds where investors are
allowed to sell their ownership interest back to the fund less
frequently than daily and where our interest in the fund contains
no other rights or obligations</font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">in Level 2 of the valuation hierarchy.
However, we generally include investments in funds which allow
investors to sell their ownership interest back to the fund less
frequently than monthly in Level 3, unless actual redemption prices
are observable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For other types of investments in funds, we
consider all of the rights and obligations inherent in our
ownership interest, including the reported NAV as well as other
factors that affect the fair value of our interest in the fund. To
the extent the NAV measurements reported for the investments are
based on unobservable inputs or include other rights and
obligations (e.g., obligation to meet cash calls), we generally
classify them in Level 3 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Certain interests in
securitizations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">For certain interests in securitizations
which are classified in securities available-for-sale and other
assets, we use discounted cash flow models which generally include
assumptions of projected finance charges related to the securitized
assets, estimated net credit losses, prepayment assumptions and
estimates of payments to third-party investors. When available, we
compare our fair value estimates and assumptions to market activity
and to the actual results of the securitized portfolio. Changes in
these assumptions may significantly impact our estimate of fair
value of the interests in securitizations; accordingly, we
generally classify them in Level 3 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman"><i>Private equity investments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Our Other segment includes holdings of
nonpublic private equity investment through funds managed by third
party investment managers and, to a lesser extent, direct
investment in private equities. Nonpublic private equity
investments generally lack quoted market prices, are less liquid
and may be long term; accordingly, we must apply significant
judgment in determining their fair value. We value private equity
investments initially based upon the transaction price which we
subsequently adjust to reflect expected exit values as evidenced by
financing and sale transactions with third parties or through
ongoing reviews by the investment managers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The investment managers consider a number of
factors in changes in valuation including current</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"> </p>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: left; OVERFLOW: hidden; MARGIN-RIGHT: 1%">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px">
<!-- 28 Begin_Flowing_Text * DO NOT REMOVE OR EDIT --><font size=
"2" face="Times New Roman">operating performance and future
expectations of the particular investment, industry valuations of
comparable public companies, changes in market outlook and the
financing environment. Nonpublic private equity investments are
included in Level 3 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">Private equity investments also include
publicly held equity investments, generally obtained through the
initial public offering of privately held equity investments.
Publicly held investments are marked-to-market at the quoted public
value less adjustments for regulatory or contractual sales
restrictions.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size=
"1"> </font></p>
</div>
<div style=
"POSITION: relative; PADDING-BOTTOM: 8px; WIDTH: 48%; PADDING-RIGHT: 9px; FLOAT: right; OVERFLOW: hidden">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="2" face=
"Times New Roman">Discounts for restrictions are quantified by
analyzing the length of the restriction period and the volatility
of the equity security. Publicly held investments are primarily
classified in Level 2 of the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font size="2"
face="Times New Roman">The following tables present the financial
instruments carried at fair value at June 30, 2009 and
Dec. 31, 2008, by caption on the consolidated balance sheet
and by SFAS 157 (ASC 820-10) valuation hierarchy (as described
above).</font></p>
</div>
<br clear="all" />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table border="0" cellspacing="0" cellpadding="0" width="100%"
align="center"><!-- 5 First_Row * DO NOT REMOVE OR EDIT -->
<tbody>
<tr>
<td width="70%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><b>Assets and liabilities
measured at fair value on a recurring basis at June 30,
2009</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan=
"2"> <font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"><i>(dollar amounts in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle"><font size="1" face=
"Times New Roman">Netting <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(a)</i></sup></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
colspan="2" align="middle">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font size="1" face=
"Times New Roman">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font size="1" face="Times New Roman">value</font></p>
</td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Available-for-sale securities:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">U.S. Government obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">502</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,865</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman">$</font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,367</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">U.S. Government agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,283</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,283</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Obligations of states and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">606</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">606</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Agency residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,214</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">15,214</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Alt-A residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,755</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">91</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,846</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Prime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,403</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">590</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">3,993</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Subprime residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">389</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">469</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">858</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other residential mortgage-backed
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,968</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,968</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Commercial mortgage-backed securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,073</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">478</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">2,551</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Asset-backed collateralized debt
obligations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">311</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">6</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">317</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other asset-backed securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,063</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">10</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,073</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">285</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">779</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">16</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,080</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Other debt securities <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(b)</sup></i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">53</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6,765</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">152</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">6,970</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font size="1" face=
"Times New Roman">Total available-for-sale</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">840</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">39,474</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,812</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">42,126</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Trading assets:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr bgcolor="#CCEEFF">
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Debt and equity instruments <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(c)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">624</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">808</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">221</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">1,653</font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Derivative assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4,260</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16,092</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">145</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14,539</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">5,958</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font size="1" face=
"Times New Roman">Total trading assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">4,884</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">16,900</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">(14,539</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"
nowrap="nowrap"><font size="1" face=
"Times New Roman">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Roman"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align=
"right"><font size="1" face="Times New Roman">7,611</font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Other assets <i><sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(d)</sup></i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">517</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">162</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">-</font></td>
<td valign="bottom" nowrap="nowrap"><font size="1" face=
"Times New Roman">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1" face=
"Times New Roman"> </font></td>
<td valign="bottom" align="right"><font size="1" face=
"Times New Roman">679</font></td>
</tr>
<tr bgcolor="#CCEEFF">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font size="1" face=
"Times New Roman">Discontinued operations <sup style=
"POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline"><i>(e)</i></sup></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1" face="Times New Rom