Total Derivative-Hedging Activities(1)

Investment Securities

Pension and other postretirement benefit costs(2)

Total

(millions)

Three Months Ended June 30, 2026

Beginning balance

$

(179

)

$

—

$

24

$

(155

)

Beginning balance, tax

45

—

(6

)

39

Beginning balance, net of tax

(134

)

—

18

(116

)

Other comprehensive income (loss) before
    reclassifications: gains (losses)

12

(1

)

—

11

Amounts reclassified from AOCI: (gains) losses

Interest and related charges

9

9

Other income (expense)

—

(3

)

(3

)

   Total

9

—

(3

)

6

Income tax expense (benefit)

(2

)

—

1

(1

)

Total, net of tax

7

—

(2

)

5

Net current period other comprehensive income (loss)

19

(1

)

(2

)

16

Ending balance, net of tax

(115

)

(1

)

16

(100

)

Ending balance, tax

39

—

(5

)

34

Ending balance

$

(154

)

$

(1

)

$

21

$

(134

)

Three Months Ended June 30, 2025

Beginning balance

$

(240

)

$

1

$

35

$

(204

)

Beginning balance, tax

61

2

(9

)

54

Beginning balance, net of tax

(179

)

3

26

(150

)

Other comprehensive income (loss) before
    reclassifications: gains (losses)

—

(2

)

—

(2

)

Amounts reclassified from AOCI: (gains) losses

Interest and related charges

10

10

Other income (expense)

3

(3

)

   Total

10

3

(3

)

10

Income tax expense (benefit)

(3

)

(1

)

1

(3

)

Total, net of tax

7

2

(2

)

7

Net current period other comprehensive income (loss)

7

—

(2

)

5

Ending balance, net of tax

(172

)

3

24

(145

)

Ending balance, tax

58

—

(8

)

50

Ending balance

$

(230

)

$

3

$

32

$

(195

)

Total Derivative-Hedging Activities(1)

Investment
Securities

Pension and other postretirement benefit costs(2)

Total

(millions)

Six Months Ended June 30, 2026

Beginning balance

$

(183

)

$

—

$

26

$

(157

)

Beginning balance, tax

46

—

(7

)

39

Beginning balance, net of tax

(137

)

—

19

(118

)

Other comprehensive income (loss) before
    reclassifications: gains (losses)

9

(1

)

—

8

     Amounts reclassified from AOCI: (gains) losses

Interest and related charges

17

17

Other income (expense)

—

(5

)

(5

)

   Total

17

—

(5

)

12

Income tax expense (benefit)

(4

)

—

2

(2

)

Total, net of tax

13

—

(3

)

10

Net current period other comprehensive income (loss)

22

(1

)

(3

)

18

Ending balance, net of tax

(115

)

(1

)

16

(100

)

Ending balance, tax

39

—

(5

)

34

Ending balance

$

(154

)

$

(1

)

$

21

$

(134

)

Six Months Ended June 30, 2025

Beginning balance

$

(229

)

$

(19

)

$

38

$

(210

)

Beginning balance, tax

58

9

(9

)

58

Beginning balance, net of tax

(171

)

(10

)

29

(152

)

Other comprehensive income (loss) before
    reclassifications: gains (losses)

(16

)

9

—

(7

)

      Amounts reclassified from AOCI: (gains) losses

Interest and related charges

20

20

Other income (expense)

5

(6

)

(1

)

   Total

20

5

(6

)

19

Income tax expense (benefit)

(5

)

(1

)

1

(5

)

Total, net of tax

15

4

(5

)

14

Net current period other comprehensive income (loss)

(1

)

13

(5

)

7

Ending balance, net of tax

(172

)

3

24

(145

)

Ending balance, tax

58

—

(8

)

50

Ending balance

$

(230

)

$

3

$

32

$

(195

)

Total Derivative-Hedging Activities(1)

Investment Securities

Total

(millions)

Three Months Ended June 30, 2026

Beginning balance

$

39

$

—

$

39

Beginning balance, tax

(10

)

—

(10

)

Beginning balance, net of tax

29

—

29

Other comprehensive income (loss) before
    reclassifications: gains (losses)

1

—

1

     Amounts reclassified from AOCI: (gains) losses

          Interest and related charges (benefit)

—

—

            Total

—

—

—

Income tax expense (benefit)

—

—

—

Total, net of tax

—

—

—

Net current period other comprehensive income (loss)

1

—

1

Ending balance, net of tax

30

—

30

Ending balance, tax

(10

)

—

(10

)

Ending balance

$

40

$

—

$

40

Three Months Ended June 30, 2025

Beginning balance

$

28

$

1

$

29

Beginning balance, tax

(7

)

1

(6

)

Beginning balance, net of tax

21

2

23

Other comprehensive income (loss) before
    reclassifications: gains (losses)

2

(2

)

—

Amounts reclassified from AOCI: (gains) losses

—

—

         Total

—

—

—

Income tax expense (benefit)

—

—

—

Total, net of tax

—

—

—

Net current period other comprehensive income (loss)

2

(2

)

—

Ending balance, net of tax

23

—

23

Ending balance, tax

(8

)

1

(7

)

Ending balance

$

31

$

(1

)

$

30

Total Derivative-Hedging Activities(1)

Investment
Securities

Total

(millions)

Six Months Ended June 30, 2026

Beginning balance

$

43

$

—

$

43

Beginning balance, tax

(11

)

—

(11

)

Beginning balance, net of tax

32

—

32

Other comprehensive income (loss) before
    reclassifications: gains (losses)

(1

)

—

(1

)

     Amounts reclassified from AOCI: (gains) losses

           Interest and related charges

(1

)

—

(1

)

           Other income (expense)

—

—

—

              Total

(1

)

—

(1

)

Income tax expense (benefit)

—

—

—

Total, net of tax

(1

)

—

(1

)

Net current period other comprehensive income (loss)

(2

)

—

(2

)

Ending balance, net of tax

30

30

Ending balance, tax

(10

)

(10

)

Ending balance

$

40

$

—

$

40

Six Months Ended June 30, 2025

Beginning balance

$

38

$

(1

)

$

37

Beginning balance, tax

(10

)

1

(9

)

Beginning balance, net of tax

28

—

28

Other comprehensive income (loss) before
    reclassifications: gains (losses)

(5

)

—

(5

)

Amounts reclassified from AOCI: (gains) losses

          Total

—

—

—

Income tax expense (benefit)

—

—

—

Total, net of tax

—

—

—

Net current period other comprehensive income (loss)

(5

)

—

(5

)

Ending balance, net of tax

23

—

23

Ending balance, tax

(8

)

1

(7

)

Ending balance

$

31

$

(1

)

$

30