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2.0.0.10 false Fair Value Measurements 121 - Disclosure - Fair Value Measurements true false false false 1 usd $ false false iso4217_USD Standard http://www.xbrl.org/2003/iso4217 USD iso4217 0 iso4217_USD_per_shares Divide http://www.xbrl.org/2003/iso4217 USD iso4217 http://www.xbrl.org/2003/instance shares 0 shares Standard http://www.xbrl.org/2003/instance shares 0 5 Fair Value Measurements 3 us-gaap_FairValueMeasurementInputsDisclosureTextBlock us-gaap true na duration string No definition available. false false false false false false false false false false false false 1 false false false false 0 0 <div> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td bgcolor="#E5E5E5" valign="top"> NOTE 14 – Fair Value Measurements </td> </tr> </table> Under applicable accounting guidance, fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. The Corporation determines the fair values of its financial instruments based on the fair value hierarchy established under applicable accounting guidance which requires an entity to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value. There are three levels of inputs that may be used to measure fair value. For more information regarding the fair value hierarchy and how the Corporation measures fair value, see Note 1 – Summary of Significant Accounting Principles to the Consolidated Financial Statements of the Corporation’s 2009 Annual Report on Form 10-K. The Corporation accounts for certain corporate loans and loan commitments, LHFS, structured reverse repurchase agreements, long-term deposits and long-term debt under the fair value option. Level 1, 2 and 3 Valuation Techniques Financial instruments are considered Level 1 when the valuation can be based on quoted prices in active markets for identical assets or liabilities. Level 2 financial instruments are valued using quoted prices for similar assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Financial instruments are considered Level 3 when their values are determined using pricing models, discounted cash flow methodologies or similar techniques, and at least one significant model assumption or input is unobservable and when determination of the fair value requires significant management judgment or estimation. The Corporation uses market indices for direct inputs to certain models where the cash settlement is directly linked to appreciation or depreciation of that particular index (primarily in the context of structured credit products). In those cases, no material adjustments are made to the index-based values. In other cases, market indices are used as inputs to valuation, but are adjusted for trade specific factors such as rating, credit quality, vintage and other factors. Trading Account Assets and Liabilities and Available-for-Sale Debt Securities The fair values of trading account assets and liabilities are primarily based on actively traded markets where prices are based on either direct market quotes or observed transactions. The fair values of AFS debt securities are generally based on quoted market prices or market prices for similar assets. Liquidity is a significant factor in the determination of the fair values of trading account assets and liabilities and AFS debt securities. Market price quotes may not be readily available for some positions, or positions within a market sector where trading activity has slowed significantly or ceased. Some of these instruments are valued using a discounted cash flow model, which estimates the fair value of the securities using internal credit risk, interest rate and prepayment risk models that incorporate management’s best estimate of current key assumptions such as default rates, loss severity and prepayment rates. Principal and interest cash flows are discounted using an observable discount rate for similar instruments with adjustments that management believes a market participant would consider in determining fair value for the specific security. Others are valued using a net asset value approach which considers the value of the underlying securities. Underlying assets are valued using external pricing services, where available, or matrix pricing based on the vintages and ratings. Situations of illiquidity generally are triggered by the market’s perception of credit uncertainty regarding a single company or a specific market sector. In these instances, fair value is determined based on limited available market information and other factors, principally from reviewing the issuer’s financial statements and changes in credit ratings made by one or more ratings agencies. Derivative Assets and Liabilities The fair values of derivative assets and liabilities traded in the over-the-counter market are determined using quantitative models that utilize multiple market inputs including interest rates, prices and indices to generate continuous yield or pricing curves and volatility factors to value the position. The majority of market inputs are actively quoted and can be validated through external sources, including brokers, market transactions and third-party pricing services. Estimation risk is greater for derivative asset and liability positions that are either option-based or have longer maturity dates where observable market inputs are less readily available or are unobservable, in which case, quantitative-based extrapolations of rate, price or index scenarios are used in determining fair values. The fair values of derivative assets and liabilities include adjustments for market liquidity, counterparty credit quality and other deal specific factors, where appropriate. The Corporation incorporates within its fair value measurements of over-the-counter derivatives the net credit differential between the counterparty credit risk and the Corporation’s own credit risk. An estimate of severity of loss is also used in the determination of fair value, primarily based on market data. Corporate Loans and Loan Commitments The fair values of loans and loan commitments are based on market prices, where available, or discounted cash flow analyses using market-based credit spreads of comparable debt instruments or credit derivatives of the specific borrower or comparable borrowers. Results of discounted cash flow calculations may be adjusted, as appropriate, to reflect other market conditions or the perceived credit risk of the borrower. Mortgage Servicing Rights The fair values of MSRs are determined using models that rely on estimates of prepayment rates, the resultant weighted-average lives of the MSRs and the option adjusted spread (OAS) levels. For more information on MSRs, see Note 16 – Mortgage Servicing Rights. Loans Held-for-Sale The fair values of LHFS are based on quoted market prices, where available, or are determined by discounting estimated cash flows using interest rates approximating the Corporation’s current origination rates for similar loans adjusted to reflect the inherent credit risk.   Other Assets The Corporation estimates the fair values of certain other assets including AFS marketable equity securities. The fair values of AFS marketable equity securities are generally based on quoted market prices or market prices for similar assets. However, non-public investments are initially valued at the transaction price and subsequently adjusted when evidence is available to support such adjustments. Securities Financing Agreements The fair values of certain reverse repurchase agreements, repurchase agreements and securities borrowed transactions are determined using quantitative models, including discounted cash flow models that require the use of multiple market inputs including interest rates and spreads to generate continuous yield or pricing curves, and volatility factors. The majority of market inputs are actively quoted and can be validated through external sources, including brokers, market transactions and third party pricing services. Deposits, Commercial Paper and Other Short-term Borrowings The fair values of deposits, commercial paper and other short-term borrowings are determined using quantitative models, including discounted cash flow models that require the use of multiple market inputs including interest rates and spreads to generate continuous yield or pricing curves, and volatility factors. The majority of market inputs are actively quoted and can be validated through external sources, including brokers, market transactions and third party pricing services. The Corporation considers the impact of its own credit spreads in the valuation of these liabilities. The credit risk is determined by reference to observable credit spreads in the secondary cash market. Long-term Borrowings The Corporation issues structured notes that have coupons or repayment terms linked to the performance of debt or equity securities, indices, currencies or commodities. The fair value of structured notes is estimated using valuation models for the combined derivative and debt portions of the notes accounted for under the fair value option. These models incorporate observable and, in some instances, unobservable inputs including security prices, interest rate yield curves, option volatility, currency, commodity or equity rates and correlations between these inputs. The impact of the Corporation’s own credit spreads is also included based on the Corporation’s observed secondary bond market spreads. Structured notes are classified as either Level 2 or Level 3 in the fair value hierarchy. Asset-backed Secured Financings The fair values of asset-backed secured financings are based on external broker bids, where available, or are determined by discounting estimated cash flows using interest rates approximating the Corporation’s current origination rates for similar loans adjusted to reflect the inherent credit risk.   Recurring Fair Value Assets and liabilities carried at fair value on a recurring basis at March 31, 2010, including financial instruments which the Corporation accounts for under the fair value option, are summarized in the table below.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="59%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="15" align="center">March 31, 2010</td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="8" align="center">Fair Value Measurements Using</td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1 (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2 (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Netting Adjustments  (2)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Assets/Liabilities at Fair Value </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="3"></td> <td height="8" colspan="3"></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">   Assets </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">   Federal funds sold and securities borrowed or purchased under agreements to resell </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">71,300</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">71,300      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> U.S. government and agency securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,478</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">32,125</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">56,603      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,946</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">47,792</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">10,646</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">61,384      </td> </tr> <tr> <td valign="top"> Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">22,454</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">8,839</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">721</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">32,014      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,460</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">10,293</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,064</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">35,817      </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">12,368</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,832</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">20,200      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">74,338</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">111,417</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,263</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">206,018      </td> </tr> <tr> <td valign="top">   Derivative assets (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,037</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,442,335</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">22,272</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,392,067</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">77,577      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> U.S. Treasury securities and agency debentures </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">37,328</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,415</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">40,743      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Mortgage-backed securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Agency </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">152,569</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">152,569      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Agency-collateralized mortgage obligations </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">43,473</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">43,473      </td> </tr> <tr> <td valign="top"> Non-agency residential </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">27,602</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,376</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">32,978      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Non-agency commercial </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,732</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">138</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,870      </td> </tr> <tr> <td valign="top"> Foreign securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">139</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,700</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">284</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,123      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Corporate/Agency bonds </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,218</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">639</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,857      </td> </tr> <tr> <td valign="top"> Other taxable securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,246</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">16,192</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,459      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Tax-exempt securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,518</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,430</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">8,948      </td> </tr> <tr> <td valign="top">   Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">37,488</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">254,473</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,059</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">316,020      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans and leases </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">80</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,007</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,087      </td> </tr> <tr> <td valign="top">   Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,842</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,842      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans held-for-sale </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,403</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,984</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,387      </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Other assets </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">41,289</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">14,007</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,774</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">63,070      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Total assets </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">158,152</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,913,015</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">103,201</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(1,392,067</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">782,301      </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="3"></td> <td height="8" colspan="3"></td> <td height="8" colspan="3"></td> <td height="8" colspan="4"></td> <td height="8" colspan="3"></td> </tr> <tr> <td valign="top">   Liabilities </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Interest-bearing deposits in domestic offices </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,717</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,717      </td> </tr> <tr> <td valign="top">   Federal funds purchased and securities loaned or sold under agreements to repurchase </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">46,479</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">46,479      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account liabilities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> U.S. government and agency securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">23,664</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,404</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">30,068      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">17,213</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,206</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,419      </td> </tr> <tr> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,565</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">685</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">369</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21,619      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Corporate securities and other </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">411</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">9,985</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">30</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">10,426      </td> </tr> <tr> <td valign="top">   Total trading account liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">61,853</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,280</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">399</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">82,532      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Derivative liabilities (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,431</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,417,198</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">13,675</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,389,377</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">46,927      </td> </tr> <tr> <td valign="top">   Commercial paper and other short-term borrowings </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,021</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,021      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Accrued expenses and other liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">23,743</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">858</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,390</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,991      </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Long-term debt </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">43,841</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">4,560</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">48,401      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Total liabilities </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">91,027</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,537,394</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">20,024</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(1,389,377</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">259,068      </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (1)</td> <td valign="top" align="left"> Gross transfers between Level 1 and Level 2 were approximately $300 million during the three months ended March 31, 2010. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (2)</td> <td valign="top" align="left"> Amounts represent the impact of legally enforceable master netting agreements and also cash collateral held or placed with the same counterparties. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (3)</td> <td valign="top" align="left"> For further disaggregation of derivative assets and liabilities, see Note 4 - Derivatives. </td> </tr> </table>   Assets and liabilities carried at fair value on a recurring basis at December 31, 2009, including financial instruments which the Corporation accounts for under the fair value option, are summarized in the table below.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="59%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="15" align="center">December 31, 2009</td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="8" align="center">Fair Value Measurements Using</td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Netting Adjustments (1) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Assets/Liabilities at Fair Value </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="3"></td> <td height="8" colspan="3"></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">   Assets </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">   Federal funds sold and securities borrowed or purchased under agreements to resell </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">57,775</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">57,775      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> U.S. government and agency securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">17,140</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">27,445</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">44,585      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,772</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">41,157</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">11,080</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">57,009      </td> </tr> <tr> <td valign="top"> Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,274</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,204</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,084</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">33,562      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,353</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">8,647</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,143</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">28,143      </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">11,137</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,770</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">18,907      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">65,539</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">95,590</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21,077</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">182,206      </td> </tr> <tr> <td valign="top">   Derivative assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,326</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,467,855</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">23,048</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,413,540</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">80,689      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> U.S. Treasury securities and agency debentures </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,571</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,454</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">23,025      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Mortgage-backed securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Agency </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">166,246</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">166,246      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Agency-collateralized mortgage obligations </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,781</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,781      </td> </tr> <tr> <td valign="top"> Non-agency residential </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">27,887</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,216</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">35,103      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Non-agency commercial </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,651</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">258</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,909      </td> </tr> <tr> <td valign="top"> Foreign securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">158</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,271</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">468</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,897      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Corporate/Agency bonds </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,265</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">927</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,192      </td> </tr> <tr> <td valign="top"> Other taxable securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">676</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">14,721</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">9,854</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,251      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Tax-exempt securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,574</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,623</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">9,197      </td> </tr> <tr> <td valign="top">   Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,405</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">260,850</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,346</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">301,601      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans and leases </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,936</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,936      </td> </tr> <tr> <td valign="top">   Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,465</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,465      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans held-for-sale </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">25,853</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,942</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">32,795      </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Other assets </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">35,411</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">12,677</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,821</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">55,909      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Total assets </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">124,681</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,920,600</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">103,635</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(1,413,540</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">735,376      </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="3"></td> <td height="8" colspan="3"></td> <td height="8" colspan="3"></td> <td height="8" colspan="4"></td> <td height="8" colspan="3"></td> </tr> <tr> <td valign="top">   Liabilities </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Interest-bearing deposits in domestic offices </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,663</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,663      </td> </tr> <tr> <td valign="top">   Federal funds purchased and securities loaned or sold under agreements to repurchase </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">37,325</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">37,325      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account liabilities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> U.S. government and agency securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">22,339</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,180</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">26,519      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">17,300</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,107</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,407      </td> </tr> <tr> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">12,028</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">483</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">386</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">12,897      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Corporate securities and other </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">282</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,317</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">10</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,609      </td> </tr> <tr> <td valign="top">   Total trading account liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">51,949</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">13,087</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">396</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">65,432      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Derivative liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,925</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,443,494</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">15,185</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,417,876</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">43,728      </td> </tr> <tr> <td valign="top">   Commercial paper and other short-term borrowings </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">813</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">813      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Accrued expenses and other liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">16,797</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">620</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,598</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,015      </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Long-term debt </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">40,791</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">4,660</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">45,451      </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Total liabilities </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">71,671</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,537,793</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">21,839</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(1,417,876</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">213,427      </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (1)</td> <td valign="top" align="left"> Amounts represent the impact of legally enforceable master netting agreements and also cash collateral held or placed with the same counterparties. </td> </tr> </table>   The table below presents a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the three months ended March 31, 2010, including net realized and unrealized gains (losses) included in earnings and accumulated OCI.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="42%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> </tr> <tr> <td valign="top" colspan="32">   Level 3 – Fair Value Measurements </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="30" align="center">Three Months Ended March 31, 2010</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Balance January 1 2010 (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Consolidation of VIEs</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Gains (Losses) Included in Earnings </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Gains (Losses) Included in OCI </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center">Purchases, Issuances and Settlements</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"> Gross Transfers into Level 3 (1) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"> Gross Transfers out of Level 3 (1) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Balance March 31 2010 (1)</td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">11,080</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">117</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">406</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(1,944</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,474</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(487</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">10,646     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,084</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(330</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">34</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(73</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">721     </td> </tr> <tr> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,143</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(82</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(28</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">87</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(56</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,064     </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,770</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">175</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(25</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">54</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">22</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(164</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,832     </td> </tr> <tr> <td valign="top">   Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21,077</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">292</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">305</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(2,248</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,617</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(780</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,263     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Net derivative assets (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,863</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,403</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,896</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,288</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(61</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">8,597     </td> </tr> <tr> <td valign="top">   Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Non-agency MBS: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Residential </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,216</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(96</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(233</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(375</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(2,235</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,099</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,376     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commercial </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">258</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(31</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(128</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">52</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">138     </td> </tr> <tr> <td valign="top"> Foreign securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">468</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(121</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(10</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(53</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">284     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Corporate/Agency bonds </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">927</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(325</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">639     </td> </tr> <tr> <td valign="top"> Other taxable securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">9,854</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,812</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(9</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(63</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(40</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">680</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(42</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">16,192     </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Tax-exempt securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,623</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">23</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">8</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(492</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">316</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(48</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,430     </td> </tr> <tr> <td valign="top">   Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">20,346</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,716</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(356</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(450</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3,273</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,166</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(90</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24,059     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans and leases (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,936</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">116</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,045</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,007     </td> </tr> <tr> <td valign="top">   Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">19,465</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(698</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">75</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,842     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans held-for-sale (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,942</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(64</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,056</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">162</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,984     </td> </tr> <tr> <td valign="top">   Other assets (4) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,821</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">539</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(371</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(215</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,774     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account liabilities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(386</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">11</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(369)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Corporate securities and other </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(10</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(17</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(6</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">3</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(30)    </td> </tr> <tr> <td valign="top">   Total trading account liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(396</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(32</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(6</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">14</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(399)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Accrued expenses and other liabilities (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,598</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">62</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">146</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,390)    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Long-term debt (3) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(4,660</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">202</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(452</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(337</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">687</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(4,560)    </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (1)</td> <td valign="top" align="left"> Assets (liabilities). For assets, increase/(decrease) to Level 3 and for liabilities, (increase)/decrease to Level 3. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (2)</td> <td valign="top" align="left"> Net derivatives at March 31, 2010 include derivative assets of $22.3 billion and derivative liabilities of $13.7 billion. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (3)</td> <td valign="top" align="left"> Amounts represent items which are accounted for under the fair value option. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (4)</td> <td valign="top" align="left"> Other assets is primarily comprised of AFS marketable equity securities. </td> </tr> </table> During the three months ended March 31, 2010, the more significant transfers into Level 3 included $1.1 billion of municipal ARS positions included in trading account assets, $1.3 billion of net derivative assets and $1.1 billion of non-agency RMBS in AFS securities. Transfers into Level 3 for ARS positions relate to reduced price transparency as a result of lower levels of trading activity. Transfers into Level 3 for net derivative contracts primarily relate to a lack of price observability for certain credit default swaps. Transfers into Level 3 for non-agency RMBS are due to an increase in the number of securities priced using a discounted cash flow model.   The table below presents a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the three months ended March 31, 2009, including net realized and unrealized gains (losses) included in earnings and accumulated OCI.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="47%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="22">  Level 3 – Fair Value Measurements</td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="20" align="center">Three Months Ended March 31, 2009</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Balance January 1 2009 (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Merrill Lynch Acquisition </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Gains (Losses) Included in Earnings </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Gains (Losses) Included in OCI </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Purchases, Issuances and Settlements</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"> Transfers into /(out of) Level 3 (1) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Balance   March 31     2009 (1)  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">  Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">4,540</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,012</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(397)  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(2,186)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,489</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">10,458    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">546</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,848</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(177)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,647</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(193)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,671    </td> </tr> <tr> <td valign="top">  Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">30</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">587</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">601    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,647</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7,294</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(274)  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(768)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,126</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">9,025    </td> </tr> <tr> <td valign="top">   Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,733</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,184</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(863)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">692</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,009</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">27,755    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Net derivative assets (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,270</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,307</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,868  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,411)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">382</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,416    </td> </tr> <tr> <td valign="top">   Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Non-agency MBS </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,096</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,509</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(103)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">173</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,832</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(143)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">10,364    </td> </tr> <tr> <td valign="top">  Foreign securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,247</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(29)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,219    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Corporate/Agency bonds </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,598</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(39)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(41)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">66</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">141</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,725    </td> </tr> <tr> <td valign="top">  Other taxable securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">9,599</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(19)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">355</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(951)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(284)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">8,700    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Tax-exempt securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">162</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">42</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(34)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">97</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">267    </td> </tr> <tr> <td valign="top">   Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18,702</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,509</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(161)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">530</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">884</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(189)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">22,275    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans and leases (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5,413</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,452</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,015)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">105</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,955    </td> </tr> <tr> <td valign="top">   Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">12,733</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">209</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,098  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">56</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">14,096    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans held-for-sale (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,382</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,872</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(136)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">244</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">7,362    </td> </tr> <tr> <td valign="top">   Other assets (4) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">4,157</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,696</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(249)  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">49</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6,653    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account liabilities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Foreign sovereign debt </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">18</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(344)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(326)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Total trading account liabilities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">18</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(344)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(326)    </td> </tr> <tr> <td valign="top">   Accrued expenses and other liabilities (3) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,940)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,337)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">518  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(24)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(2,783)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Long-term debt (3) </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(7,481)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(492)  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(421)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">327</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(8,067)    </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (1)</td> <td valign="top" align="left"> Assets (liabilities). For assets, increase / (decrease) to Level 3 and for liabilities, (increase) / decrease to Level 3. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (2)</td> <td valign="top" align="left"> Net derivatives at March 31, 2009 include derivative assets of $41.8 billion and derivative liabilities of $34.4 billion. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (3)</td> <td valign="top" align="left"> Amounts represent items which are accounted for under the fair value option. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (4)</td> <td valign="top" align="left"> Other assets is primarily comprised of AFS marketable equity securities and other equity investments. </td> </tr> </table>   The table below summarizes gains and losses due to changes in fair value, including both realized and unrealized gains (losses), recorded in earnings for Level 3 assets and liabilities during the three months ended March 31, 2010 and 2009. These amounts include gains (losses) on loans, LHFS, loan commitments and structured notes all of which are accounted for under the fair value option.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="59%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="16">   Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="14" align="center">Three Months Ended March 31, 2010</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Equity Investment Income</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Trading Account Profits (Losses)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Mortgage Banking Income (Loss) (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Other Income (Loss)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total      </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">  Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">406</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">406    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6    </td> </tr> <tr> <td valign="top">  Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(82)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(82)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(25)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(25)    </td> </tr> <tr> <td valign="top">   Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">305</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">305    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Net derivative assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(527)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,930</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,403    </td> </tr> <tr> <td valign="top">   Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Non-agency MBS: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">  Residential </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(220)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(233)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Commercial </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13)    </td> </tr> <tr> <td valign="top">  Foreign securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(121)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(121)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Corporate/Agency bonds </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3)    </td> </tr> <tr> <td valign="top">  Other taxable securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(9)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(9)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Tax-exempt securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">23</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">23    </td> </tr> <tr> <td valign="top">   Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">23</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(366)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(356)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans and leases (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">116</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">116    </td> </tr> <tr> <td valign="top">   Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(698)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(698)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans held-for-sale (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">15</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(79)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(64)    </td> </tr> <tr> <td valign="top">   Other assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">536</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">539    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account liabilities – Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21    </td> </tr> <tr> <td valign="top">   Accrued expenses and other liabilities (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(11)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">71</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">62    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Long-term debt (2) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">123</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">79</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">202    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">  Total </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">536</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(53)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,226</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(179)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,530    </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="14" align="center">Three Months Ended March 31, 2009</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Equity Investment Income</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Trading Account Profits (Losses)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"> Mortgage Banking Income (Loss) (1) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Other Income (Loss)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">  Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(397)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(397)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(177)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(177)    </td> </tr> <tr> <td valign="top">  Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(274)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(274)    </td> </tr> <tr> <td valign="top">  Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(863)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(863)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Net derivative assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,361</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,507</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,868    </td> </tr> <tr> <td valign="top">  Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Non-agency MBS </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(88)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(103)    </td> </tr> <tr> <td valign="top">  Corporate/Agency bonds </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(39)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(39)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Other taxable securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(19)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(19)    </td> </tr> <tr> <td valign="top">  Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(146)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(161)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Loans and leases (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,018)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,015)    </td> </tr> <tr> <td valign="top">  Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,098</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,098    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Loans held-for-sale (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(54)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(52)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(30)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(136)    </td> </tr> <tr> <td valign="top">  Other assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(71)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">14</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(189)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(249)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Accrued expenses and other liabilities (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">6</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">34</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">478</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">518    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Long-term debt (2) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(499)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(492)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">  Total </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(71)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(49)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">3,586</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(898)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">2,568    </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (1)</td> <td valign="top" align="left"> Mortgage banking income does not reflect the impact of Level 1 and Level 2 hedges on MSRs. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (2)</td> <td valign="top" align="left"> Amounts represent items which are accounted for under the fair value option. </td> </tr> </table>   The table below summarizes changes in unrealized gains (losses) recorded in earnings during the three months ended March 31, 2010 and 2009 for Level 3 assets and liabilities that were still held at March 31, 2010 and 2009. These amounts include changes in fair value on loans, LHFS, loan commitments and structured notes all of which are accounted for under the fair value option.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="66%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="16">   Level 3 – Changes in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at Reporting Date </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="14" align="center">Three Months Ended March 31, 2010</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Equity Investment Income</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Trading Account Profits (Losses)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Mortgage Banking Income (Loss) (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Other Income (Loss)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">211</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">211    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">5    </td> </tr> <tr> <td valign="top"> Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(82)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(82)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(58)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(58)    </td> </tr> <tr> <td valign="top"> Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">76</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">76    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net derivative assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(329)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">880</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">551    </td> </tr> <tr> <td valign="top"> Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Non-agency MBS: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">  Residential </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(223)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(236)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Commercial </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(30)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(30)    </td> </tr> <tr> <td valign="top"> Foreign securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(121)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(121)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Other taxable securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(36)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(36)    </td> </tr> <tr> <td valign="top"> Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(13)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(410)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(423)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Loans and leases (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">24    </td> </tr> <tr> <td valign="top"> Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,231)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,231)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Loans held-for-sale (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(6)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">46</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">40    </td> </tr> <tr> <td valign="top"> Other assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(58)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(55)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Trading account liabilities – Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">21    </td> </tr> <tr> <td valign="top"> Accrued expenses and other liabilities (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">94</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">95    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Long-term debt (2) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">110</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">78</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">188    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">  Total </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(58)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(122)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(366)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(168)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(714)    </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="14" align="center">Three Months Ended March 31, 2009</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Equity Investment Income</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Trading Account Profits (Losses)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Mortgage Banking Income (Loss) (1)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Other Income (Loss)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Trading account assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">  Corporate securities, trading loans and other </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(378)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(378)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Equity securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(177)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(177)    </td> </tr> <tr> <td valign="top">  Foreign sovereign debt </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(15)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Mortgage trading loans and asset-backed securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(280)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(280)    </td> </tr> <tr> <td valign="top"> Total trading account assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(850)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(850)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net derivative assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,415</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,022</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,437    </td> </tr> <tr> <td valign="top"> Available-for-sale debt securities: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">  Non-agency MBS </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(87)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(90)    </td> </tr> <tr> <td valign="top">  Other taxable securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(10)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(10)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">  Tax-exempt securities </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(20)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(20)    </td> </tr> <tr> <td valign="top"> Total available-for-sale debt securities </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(117)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(120)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Loans and leases (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,194)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,191)    </td> </tr> <tr> <td valign="top"> Mortgage servicing rights </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,023</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,023    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Loans held-for-sale (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(53)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(52)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(110)    </td> </tr> <tr> <td valign="top"> Other assets </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(138)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(3)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">14</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(179)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(306)    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Accrued expenses and other liabilities (2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">34</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(309)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(275)    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top"> Long-term debt (2) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(533)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">7</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(526)    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">  Total </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(138)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(21)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">2,038</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(1,797)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">82    </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">   (1)</td> <td valign="top" align="left"> Mortgage banking income does not reflect impact of Level 1 and Level 2 hedges on MSRs. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (2)</td> <td valign="top" align="left"> Amounts represent items which are accounted for under the fair value option. </td> </tr> </table>   Nonrecurring Fair Value Certain assets and liabilities are measured at fair value on a nonrecurring basis and are not included in the previous tables in this Note. These assets and liabilities primarily include LHFS, unfunded loan commitments held-for-sale and foreclosed properties. The amounts below represent only balances measured at fair value during the three months ended and still held as of the reporting date.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="65%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="20">   Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">    </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="8" align="center">Three Months Ended March 31, 2010</td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="8" align="center">Three Months Ended March 31, 2009</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">(Losses)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">(Losses)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Assets </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top">   Loans held-for-sale </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">982</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,308</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(278</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">1,784</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">10,170</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(584</td> <td valign="bottom" nowrap="nowrap">)     </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Loans and leases ( 1) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">30</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">10,759</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(2,356</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">3,448</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1,218</td> <td valign="bottom" nowrap="nowrap">)     </td> </tr> <tr> <td valign="top">   Foreclosed properties ( 2) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">662</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(64</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">573</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(121</td> <td valign="bottom" nowrap="nowrap">)     </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top">   Other assets </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">81</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" nowrap="nowrap">  </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (1)</td> <td valign="top" align="left"> Gains (losses) represent charge-offs associated with real estate-secured loans that exceed 180 days past due. </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">  (2)</td> <td valign="top" align="left"> Amounts are included in other assets on the Consolidated Balance Sheet and represent fair value and related losses of foreclosed properties that were written down subsequent to their initial classification as foreclosed properties. </td> </tr> </table>     Fair Value Option Elections   Corporate Loans and Loan Commitments The Corporation elected to account for certain large corporate loans and loan commitments which exceeded the Corporation’s single name credit risk concentration guidelines under the fair value option. Lending commitments, both funded and unfunded, are actively managed and monitored and, as appropriate, credit risk for these lending relationships may be mitigated through the use of credit derivatives, with the Corporation’s public side credit view and market perspectives determining the size and timing of the hedging activity. These credit derivatives do not meet the requirements for derivatives designated as accounting hedges and therefore are carried at fair value with changes in fair value recorded in other income. Electing the fair value option allows the Corporation to carry these loans and loan commitments at fair value, which is more consistent with management’s view of the underlying economics and the manner in which they are managed. In addition, accounting for these loans and loan commitments at fair value reduces the accounting asymmetry that would otherwise result from carrying the loans at historical cost and the credit derivatives at fair value. At March 31, 2010 and December 31, 2009, funded loans that the Corporation elected to carry at fair value had an aggregate fair value of $4.1 billion and $4.9 billion recorded in loans and leases and an aggregate outstanding principal balance of $4.5 billion and $5.4 billion. At March 31, 2010 and December 31, 2009, unfunded loan commitments that the Corporation elected to carry at fair value had an aggregate fair value of $746 million and $950 million recorded in accrued expenses and other liabilities and an aggregate committed exposure of $27.3 billion and $27.0 billion. Interest income on these loans is recorded in interest and fees on loans and leases. Loans Held-for-Sale The Corporation elected to account for certain LHFS at fair value. Electing the fair value option allows a better offset of the changes in fair values of the loans and the derivative instruments used to economically hedge them. The Corporation has not elected to account for other LHFS under the fair value option primarily because these loans are floating rate loans that are not economically hedged using derivative instruments. At March 31, 2010 and December 31, 2009, residential mortgage LHFS, commercial mortgage LHFS, and other LHFS accounted for under the fair value option had an aggregate fair value of $25.4 billion and $32.8 billion and an aggregate outstanding principal balance of $31.7 billion and $36.5 billion. Interest income on these LHFS is recorded in other interest income. The changes in fair value are largely offset by hedging activities. Other Assets The Corporation elected to account for certain other assets under the fair value option including non-marketable convertible preferred shares where the Corporation has economically hedged a majority of the position with derivatives. At March 31, 2010, these assets had a fair value of $268 million.   Securities Financing Agreements The Corporation elected to account for certain securities financing agreements under the fair value option based on the tenor of the agreements which reflects the magnitude of the interest rate risk. The majority of securities financing agreements collateralized by U.S. government securities were excluded from the fair value option election as these contracts are generally short-dated and therefore the interest rate risk is not significant. At March 31, 2010, securities financing agreements which the Corporation elected to carry at fair value had an aggregate fair value of $117.8 billion and a principal balance of $117.3 billion. Long-term Deposits The Corporation elected to account for certain long-term fixed-rate and rate-linked deposits which are economically hedged with derivatives under the fair value option. At both March 31, 2010 and December 31, 2009, these instruments, which are recorded in interest-bearing deposits, had an aggregate fair value of $1.7 billion and a principal balance of $1.6 billion. Interest paid on these instruments is recorded in interest expense. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the accounting asymmetry created by accounting for the financial instruments at historical cost and the economic hedges at fair value. The Corporation did not elect to carry other long-term deposits at fair value because they were not economically hedged using derivatives. Commercial Paper and Other Short-term Borrowings The Corporation elected to account for certain commercial paper and other short-term borrowings that were acquired as part of the Merrill Lynch acquisition under the fair value option. This debt is risk-managed on a fair value basis. At March 31, 2010, this debt, which is recorded in commercial paper and short-term borrowings, had both an aggregate fair value and a principal balance of $7.0 billion. Long-term Debt The Corporation elected to account for certain long-term debt, primarily structured notes that were acquired as part of the Merrill Lynch acquisition, under the fair value option. This long-term debt is risk-managed on a fair value basis. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the accounting asymmetry created by accounting for the financial instruments at historical cost and the economic hedges at fair value. The Corporation did not elect to carry other long-term debt at fair value because it is not economically hedged using derivatives. At March 31, 2010, this long-term debt had an aggregate fair value of $48.4 billion and a principal balance of $54.7 billion. Asset-backed Secured Financings The Corporation elected to account for certain asset-backed secured financings that were acquired as part of the Countrywide acquisition under the fair value option. At March 31, 2010, these secured financings, which are recorded in accrued expenses and other liabilities, had an aggregate fair value of $696 million and a principal balance of $1.4 billion. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the accounting asymmetry created by accounting for the asset-backed secured financings at historical cost and the corresponding mortgage LHFS securing these financings at fair value.   The following table provides information about where changes in the fair value of assets or liabilities accounted for under the fair value option are included in the Consolidated Statement of Income for the three months ended March 31, 2010 and 2009.   <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="31%"></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="28">   Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option </td> </tr> <tr> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="26" align="center">Three Months Ended March 31, 2010</td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   (Dollars in millions)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Corporate Loans and Loan Commitments</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center">Loans Held-for-Sale</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Securities Financing Agreements</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Other Assets</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Long-term Deposits</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Asset- backed Secured Financings</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Commercial Paper and Other Short-term Borrowings</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Long-term Debt</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account profits (losses) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(44)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(921)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(963)    </td> </tr> <tr> <td valign="top">   Mortgage banking income </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,929</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(11)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,918    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Equity investment income </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Other income (loss) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">277</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">156</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">42</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(3)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(58)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">226</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">640    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top"> Total </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">279</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">2,085</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">42</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(3)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(58)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(11)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(44)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(695)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,595    </td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="26" align="center">Three Months Ended March 31, 2009</td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Trading account profits (losses) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">9</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(94)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">5</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(10)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(117)</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(207)    </td> </tr> <tr> <td valign="top">   Mortgage banking income </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,980</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">34</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">2,014    </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">   Equity investment income (loss) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(103)</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">-</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(103)    </td> </tr> <tr> <td style="BORDER-BOTTOM: #000000 1px solid" valign="top">   Other income (loss) </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(367)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(15)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">(14)</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">26</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">-</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">2,221</td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right">1,851    </td> </tr> <tr bgcolor="#CCEEFF"> <td style="BORDER-BOTTOM: #000000 2px solid" valign="top"> Total </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(358)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">1,871</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(14)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(98)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">26</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">34</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">(10)</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">2,104</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom">   </td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom"> $</td> <td style="BORDER-BOTTOM: #000000 2px solid" valign="bottom" align="right">3,555    </td> </tr> </table>   </div> NOTE 14 – Fair Value Measurements Under applicable accounting guidance, fair value is defined as the exchange price that would be received for an false false false This element represents the disclosure related to the fair value measurement of assets and liabilities which includes [financial] instruments measured at fair value that are classified in stockholders' equity. Such assets and liabilities may be measured on a recurring or nonrecurring basis. The disclosures which may be required or desired include: (1) for assets and liabilities measured on a recurring basis, disclosure may include: (a) the fair value measurements at the reporting date; (b) the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets or liabilities (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3); (c) for fair value measurements using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes during the period attributable to the following: (i) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets), and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (ii) purchases, sales, issuances, and settlements (net); (iii) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs); (d) the amount of the total gains or losses for the period in subparagraph (c) (i) above included in earnings (or changes in net assets) that are attributable to the change in unrealized gains or losses relating to those assets and liabilities still held at the reporting date and a description of where those unrealized gains or losses are reported in the statement of income (or activities); (e) the valuation technique(s) used to measure fair value and a discussion of changes in valuation techniques, if any, during the period and (2) for assets and liabilities that are measured at fair value on a nonrecurring basis (for example, impaired assets) disclosure may include, in addition to (a) above: (a) the reasons for the fair value measurements recorded; (b) the same as (b) above; (c) for fair value measurements using significant unobservable inputs (Level 3), a description of the inputs and the information used to develop the inputs; and (d) the valuation technique(s) used to measure fair value and a discussion of changes, if any, in the valuation technique(s) used to measure similar assets and/or liabilities in prior periods. Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 157 -Paragraph 32 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 157 -Paragraph 33 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 157 -Paragraph 6 -Footnote 4 false false 1 1 false UnKnown UnKnown UnKnown false true