Huntington Bancshares Incorporated · NASDAQ:HBAN
Huntington Bancshares — Barclays Financial Services Conference 2009
161 slides from Huntington Bancshares's conference presentation, Sep 15, 2009
Slide 1: Barclays Financial Services Conference
New York City, New York September 16, 2009 Barclays Financial Services Conference 1
Slide 2: Participants
Participants Steve Steinour Chairman, President and Chief Executive Officer Don Kimble Senior Executive Vice President - Chief Financial Officer Tim Barber Senior Vice President - Credit Risk Management 2
Slide 3: Discussion Topics
Discussion Topics 1H09 Accomplishments Key Investor Issues Credit quality outlook Investment portfolio performance Capital adequacy Liquidity strength Pre-tax, pre-provision expectations TARP repayment Investor Takeaways 3
Slide 4: 1H09 Accomplishments
1H09 Accomplishments Successfully restructured the Franklin Credit relationship Developed a deep understanding of loan portfolios 1Q - Reviewed SFHB and CRE - retail portfolios 2Q - Reviewed all "noncriticized" C&I and CRE loans 2Q - Performed internal SCAP analysis to determine capital requirements
Slide 5: 1H09 Accomplishments
1H09 Accomplishments Organized around business segments Changed incentive structures to emphasize growth in deposits Cut $100 million in annual expenses Strengthened capital Strengthened liquidity Grew pre-tax, pre-provision earnings Initiated three-year strategic planning effort 5
Slide 6: Key Investor Issues: Credit Quality Performance Outlook
Key Investor Issues Credit Quality Performance Outlook Economic environment is expected to remain weak for foreseeable future Credit metrics are expected to remain elevated SFHB ($1.2 B) and CRE - Retail ($2.3 B) are weakest commercial segments... combination of reserves and writedowns provide reaso
Slide 7: CRE - Credit Quality Overview by Segment
7 By Segment - 6/30/09 7 CRE - Credit Quality Overview Current Coverage Current Coverage Current Coverage ($MM) O/S 30+ PD Accruing Class. NAL's ACL Write-downs (1) Total CRE (Exc. SFHB & Retail) $5,483 1.30% 12.96% 5.41% 3.06% 1.85% 4.91% SFHB 1,162 3.65 46.40 24.97 8.81 8.33 17.14 Retail 2,301 2.1
Slide 8: Key Investor Issues: Credit Quality Performance Outlook
Key Investor Issues Credit Quality Performance Outlook Continue to believe our consumer loan portfolio performance will compare favorably to peers throughout this cycle 3Q09 expectations LLP and NCOs comparable to 2Q09 levels ACL as a percent of loans up from 2Q09 level as LLP exceeds NCOs NPA addit
Slide 9: Illustrative SCAP Analysis - Updated
9 Illustrative SCAP Analysis - Updated Note: Loan balances based on regulatory financials. Excludes Franklin Credit. (1) Loss ranges represent ranges from SCAP analysis relating to the following banks: BBT, FITB, KEY, PNC, RF and STI Outstandings 2-Yr. Cumulative Losses (1) 2-Yr. Cumulative Losses (
Slide 10: 2-Yr Cumulative Losses (7/09 - 6/11)
2-Yr Cumulative Losses (7/09 - 6/11) 2-Yr Cumulative Losses (7/09 - 6/11) 2-Yr Cumulative Losses (7/09 - 6/11) 2-Yr Cumulative Losses (7/09 - 6/11) ($ MM) 7% 8% 9% 10% Tier 1 Common equity - 6/30/09 $3,091 $3,091 $3,091 $3,091 Pre-tax, pre-provision net revenue 852 852 852 852 Cumulative losses (aft
Slide 11: Key Investor Issues: Investment Portfolio Performance
Key Investor Issues Investment Portfolio Performance Portfolio is growing reflecting liquidity build Investing primarily in AAA rated agencies Three areas of the investment portfolio have produced all of our OTTI with most of the mark recorded through OCI Any further impairment charges are limited t
Slide 12: Key Investor Issues: Capital Adequacy
Key Investor Issues Capital Adequacy On 5/20/09 we estimated the need to raise $675 MM of capital to match the capital raise equivalent required by the 19 banks that underwent the formal SCAP analysis Through 6/30/09 we had raised $585 MM 9/9/09 launched third Discretionary Equity Issuance Program t
Slide 13: Key Investor Issues: Liquidity Strength
Key Investor Issues Liquidity Strength Liquidity has never been stronger For the first time in memory, deposits exceed loans Holding Company Over $1 billion of cash $30 million per quarter dividend requirements Next borrowing maturity not until 2013: $50 million Bank Level Funding expected to be met
Slide 14: Key Investor Issues: Pre-tax, Pre-provision
Key Investor Issues Pre-tax, Pre-provision Driver Expectations Positives Improving net interest margin... primarily deposit cost driven Continued core deposit growth Deposit service charges and other fee income growth Continued emphasis on controlling expenses Challenges Loan portfolio shrinkage; e.
Slide 15: Key Investor Issues: TARP Repayment
Key Investor Issues TARP Repayment $1.4 billion of TARP received in November 2008 Expectation is to repay this before the 5-year anniversary Prudent to warehouse this capital until market and economic uncertainty lessens 15
Slide 16: Investor Takeaways
Investor Takeaways Good progress on improving pre-tax, pre-provision performance Have an improved understanding of risks in our loan portfolios and continue to believe that challenges are manageable Consistent with our views at the beginning of the year, we continue to believe CRE represents the mos
Slide 17: Basis of Presentation
Basis of Presentation Use of non-GAAP financial measures This presentation contains GAAP financial measures and non-GAAP financial measures where management believes it to be helpful in understanding Huntington's results of operations or financial position. Where non-GAAP financial measures are used
Slide 18: Basis of Presentation: Significant Items
Basis of Presentation Significant Items From time to time, revenue, expenses, or taxes, are impacted by items judged by Management to be outside of ordinary banking activities and/or by items that, while they may be associated with ordinary banking activities, are so unusually large that their outsi
Slide 19: Basis of Presentation
Basis of Presentation Fully-taxable equivalent interest income and net interest margin Income from tax-exempt earning assets is increased by an amount equivalent to the taxes that would have been paid if this income had been taxable at statutory rates. This adjustment puts all earning assets, most n
Slide 20: Forward Looking Statements
Forward Looking Statements This presentation contains certain forward-looking statements, including certain plans, expectations, goals, projections, and statements, which are subject to numerous assumptions, risks, and uncertainties. Actual results could differ materially from those contained or imp
Slide 21: Appendix
Appendix Huntington
Slide 22: Table of Contents
Table of Contents 2009 Second Quarter Overview 23 Income Statement 28 Pre-tax, pre-provision income 31 Net interest margin 32 Noninterest income 34 Expense trends 36 Efficiency ratio / operating leverage 38 Balance Sheet 40 Investment Securities 43 Loan Portfolio Overview 49 Total loans by business
Slide 23: 2009 Second Quarter Overview
2009 Second Quarter Overview 23
Slide 24: 2009 Second Quarter Highlights
2009 Second Quarter Highlights $125.1 million reported net loss or $(0.40) EPS $229.3 million pre-tax, pre-provision income (1), up $4.7 million, or 2%, linked- quarter 3.10% net interest margin, up 13 bps linked-quarter 17% annualized linked-quarter growth in average total core deposits 18% annuali
Slide 25: 2009 Second Quarter Highlights (cont'd)
2009 Second Quarter Highlights (cont'd) Strengthened liquidity position $1.3 billion increase in cash on the balance sheet and $1.8 billion increase in unpledged investment securities since December 31, 2008 $8.0 billion borrowing capacity Improved loan-to-deposit ratio to 98% at June 30, down from
Slide 26: Quarterly Performance Highlights
Quarterly Performance Highlights 2Q09 1Q09 4Q08 3Q08 2Q08 EPS $(0.40) $(6.79) $(1.20) $0.17 $0.25 Pre-tax pre-provision income ($MM) (1) $229.3 $224.6 $199.6 $310.8 $265.7 Net interest margin 3.10% 2.97% 3.18% 3.29% 3.29% Efficiency ratio (2) 51.0% 60.5% 64.6% 50.3% 56.9% Loan & lease growth (3) (18
Slide 27: Quarterly Significant Items Reconciliation
2009 - 2008 Quarterly 27 Significant Items (1) Impacting Financial Performance Comparisons - Reconciliation
Slide 28: Income Statement
Income Statement (@ Huntington —
Slide 29: Net Income and EPS Trends
Amount 3Q02 0.36 4Q02 0.29 1Q03 0.39 2Q03 0.42 3Q03 0.39 0.06 4Q03 0.4 1Q04 0.45 2Q04 0.47 3Q04 0.4 4Q04 0.39 1Q05 0.41 2Q05 0.45 3Q05 0.47 4Q05 0.44 1Q06 0.45 2Q06 0.46 3Q06 0.46 0.19 4Q06 0.375 1Q07 0.4 2Q07 0.34 3Q07 0.38 4Q07 -0.65 1Q08 0.35 2Q08 0.25 3Q08 0.17 4Q08 -1.2 1Q09 -6.79 2Q09 -0.4 Amo
Slide 30: Quarterly Earnings
Quarterly Earnings (sm Net interest income Provision Noninterest income Noninterest expense Pre-tax income/(loss) Net Incomer(loss) EPS NM - not meaningful Change Better (Worse) 1s. 1Q09 2Q08 2Q09 1Q09 2Q08 Amt. Amt. Pet. $3499 § 3375 $3899 |$ 124 |S (400) (10)% ean ea 208) | (ate) | 29) nm nse 201
Slide 31: Pre-tax, Pre-provision Income
Pre-tax, Pre-provision Income (1) $4.7 MM Linked-Quarter Increase Reflected: Better/(Worse) Higher net interest income $12.4 MM Higher service charges on deposits 5.5 Lower occupancy expense 4.8 Lower personnel expense 4.2 Higher OREO costs (16.6) Lower brokerage and insurance income (7.9) All other
Slide 32: Net Interest Income and Margin Trends
Amount 1Q04 0.0336 2Q04 0.0329 3Q04 0.033 4Q04 0.0338 0.0332 1Q05 0.0331 2Q05 0.0336 3Q05 0.0331 4Q05 0.0334 1Q06 0.0332 2Q06 0.0334 3Q06 0.0322 4Q06 0.0328 1Q07 0.0336 2Q07 0.0326 3Q07 0.0352 4Q07 0.0326 1Q08 0.0323 2Q08 0.0329 3Q08 0.0329 4Q08 0.0318 1Q09 0.0297 2Q09 0.031 Amount 1Q04 225.708 2Q04
Slide 33: Net Interest Margin - Yields & Rate Trends
Net Interest Margin - Yields & Rate Trends 33 1Q03 2Q03 3Q03 4Q03 1Q04 2Q04 3Q04 4Q04 1Q05 2Q05 3Q05 4Q05 1Q06 2Q06 3Q06 4Q06 1Q07 2Q07 3Q07 4Q07 1Q08 2Q08 3Q08 4Q08 1Q09 2Q09 E/A Yield 0.0572 0.0542 0.0523 0.0511 0.0489 0.0476 0.0489 0.0505 0.0521 0.0552 0.0572 0.0601 0.0621 0.0655 0.0673 0.0686 0.
Slide 34: Noninterest Income Trends
Noninterest Income Trends 34 Linked Quarter
Slide 35: Mortgage Banking Income
Mortgage Banking Income ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 Origination & secondary marketing $31.8 $30.0 $7.2 $7.6 $13.1 Servicing fees 12.0 11.8 11.7 11.8 11.2 Amortz. capitalized servicing (14.4) (12.3) (6.5) (6.2) (7.0) Other mortgage banking income 5.4 9.4 3.0 3.5 6.0 Sub-total 34.8 38.9 15.3 16.8 2
Slide 36: Expense Trends
Expense Trends Linked Quarter 36
Slide 37: Noninterest Expense Trends
Noninterest Expense Trends Personnel Other 1Q08 201.943 149.621 2Q08 199.991 177.812 3Q08 184.827 154.169 4Q08 196.785 193.309 1Q09 175.932 191.124 2Q09 171.735 164.016 4Q07 11925 1Q08 11787 2Q08 11251 3Q08 10901 4Q08 10951 1Q09 10540 2Q09 10252 Noninterest Expense (1) Number of Employees (FTE) ($MM
Slide 38: Efficiency Ratio Trends
2Q08 3Q08 4Q08 1Q09 2Q09 Efficiency Ratio - Reported 0.569 0.503 0.646 0.605 0.51 Efficiency Ratio - Adjusted 0.54 0.496 0.837 0.598 0.604 Efficiency Ratio Trends (1) Reported revenue and expenses adjusted for automobile operating lease expense and other items affecting comparability including merge
Slide 39: Operating Leverage & Efficiency Ratio Trends
Operating Leverage & Efficiency Ratio Trends 39
Slide 40: Balance Sheet
Balance Sheet Huntington —
Slide 41: Balance Sheet - Assets
Balance Sheet — Assets Change 2009 2008 ne 09, 08 Geman) ‘Tune 20, DsceriberSt, dune 30. Amount Percent Aesets ‘Cash and due tom banks $200 $0 ars 1,60 es ena Federal tunds sold and secu purchased under resale agreements = = 188 (198) 100.0% erst being deposits banks 383 23 3 21% “Ting account secut
Slide 42: Balance Sheet - Liabilities & Shareholders' Equity
Balance Sheet - Liabilities & Shareholders' Equity 42
Slide 43: Investment Securities
Investment Securities (Huntington —
Slide 44: Investment Securities
Investment Securities Average Balances % of Average Earning Assets ($MM) Investment Securities 4Q05 4290 0.0496 1Q06 4686 0.0523 2Q06 5050 0.0551 3Q06 4945 0.0564 4Q06 4386 0.0613 1Q07 4186 0.0621 2Q07 3882 0.062 3Q07 4626 0.0619 4Q07 4496 0.061 1Q08 4477 0.0588 2Q08 4688 0.0569 3Q08 4687 0.0573 4Q0
Slide 45: AFS Securities Overview - 6/30/09
AFS Securities Overview - 6/30/09 45
Slide 46: Investment Securities - Assessment
Investment Securities - Assessment (1) 46 Par Value Book Value Market Value OCI Alt-A mortgage backed $421 MM $286 MM $274 MM $(12) MM - Purchased 2006 % to Par Value 65% - 20 securities - senior tranche - 10/1 ARMs or 15 / 30 year fixed; no option ARMs - Cash flow analysis performed monthly to test
Slide 47: Available for Sale Securities Mix
Mortgage Backed Agency Asset Backed Muni's Treasuries TLGP Debt Other 12/31/03 0.448 0.234 0.13 0.088 0.061 0 0.039 12/31/04 0.337 0.228 0.283 0.098 0.005 0 0.049 12/30/05 0.3695 0.0732 0.3952 0.1204 0.0043 0 0.0374 12/31/06 0.429 0.034 0.362 0.136 0.001 0 0.038 12/31/07 0.521 0.033 0.193 0.154 0 0
Slide 48: Investment Securities - Credit Quality
AAA AA A BBB Not Rated / BBB- and lower FRB & FHLB Stock 12/03 0.798 0.088 0.057 0.022 0.018 0.017 12/04 0.6 0.09 0.25 0.05 0.01 0.02 12/05 0.581 0.145 0.235 0.038 0 0.02 12/06 0.8233 0.062 0.094 0.021 0 0.035 12/07 0.891 0.047 0.057 0.001 0.004 0.093 12/08 0.689 0.142 0.076 0.016 0.077 0.099 6/09 0
Slide 49: Loan Portfolio Overview
Loan Portfolio Overview Huntington —
Slide 50: Credit Exposure Composition
Credit Exposure Composition ($MM) 6/30/09 6/30/09 6/30/09 12/31/08 12/31/08 12/31/08 12/31/07 12/31/07 12/31/07 12/31/06 12/31/06 12/31/06 12/31/05 12/31/05 12/31/05 Amt Pct Amt Pct Amt Pct Amt Pct Amt Pct Commercial & industrial $13.3 34 % $13.5 33 % $13.1 33 % $7.8 30 % $6.8 28 % Commercial real e
Slide 51: Credit Portfolio Overview
Other (11 states) 0.077 Kentucky 0.027 Florida 0.036 West Virginia 0.051 Pennsylvania 0.055 Indiana 0.067 Michigan 0.14 Ohio 0.547 Credit Portfolio Overview EOP Outstandings - $38.5 Billion (1) ($B) 51 By State $21.0 $5.4 $2.6 $1.4 $2.1 $2.0 $1.0 $3.0 (1) 6/30/09
Slide 52: Total Loans - By Business Segment
Total Loans - By Business Segment ($B) Retail & Business Banking Commercial Banking Commercial Real Estate AFDS PFG Treasury / Other Total C&I $3.5 $7.3 $0.5 $1.2 $1.1 $-- $13.5 CRE 1.5 0.9 6.7 -- 0.1 -- 9.2 Total commercial 4.9 8.2 7.2 1.2 1.2 -- 22.7 Automobile loans/leases -- -- -- 3.3 -- -- 3.3
Slide 53: Loan and Lease Trends
Loan and Lease Trends Linked Quarter - Average 53
Slide 54: Total Commercial Loans
Total Commercial Loans (@ Huntington —
Slide 55: Total Commercial Loans By Industry Sector
Public Admin & Other 0.0083 Agriculture 0.0098 Energy 0.0196 Transportation 0.0367 Wholesale Trade 0.0387 Construction 0.0548 Retail Trade 0.0949 Manufacturing 0.109 Services 0.2178 Finance, Insurance, RE 0.41 Total Commercial Loans By Industry Sector EOP Outstandings - $22.3 Billion (1) 55 $9.1 $4.
Slide 56: Total Commercial Loans by Size
< $5 MM 41542 $5+ MM 810 Total Commercial Loans # of Loans by Size Loans by Dollar Size (1) $5 MM - < $10 MM 481 $10 MM - < $25 MM 275 $25 MM - < $50 MM 47 > $50 MM 7 Total 810 EOP Outstandings - $22.3 Billion (1) < $5 MM 0.574 $5 MM - < $10 MM 0.1529 $10 MM - <$25 MM 0.1866 $25 MM - < $50 MM 0.0643
Slide 57: Commercial Loans - Risk Grade Distribution
Commercial Loans - Risk Grade Distribution by % 57 Risk Grade 1-3 (A1) 4 (Ba1) 5 (Ba2) 6 (Ba3) 7 (B1) 8 (B2) 9 (OLEM) 10+ (Classified) Q308 0.03 0.12 0.14 0.22 0.2 0.15 0.04 0.1 Q408 0.03 0.12 0.14 0.22 0.2 0.15 0.04 0.1 Q109 0.03 0.11 0.14 0.22 0.2 0.16 0.04 0.1 Q209 0.02 0.1 0.13 0.18 0.19 0.18 0.
Slide 58: Commercial Loan Delinquencies
Commercial Loan Delinquencies (1) 30+ Days 90+ Days With 1Q08 0.0018 2Q08 0.0014 3Q08 0.0035 4Q08 0.003 1Q09 0 2Q09 0 With 1Q08 0.016 2Q08 0.0106 3Q08 0.0145 4Q08 0.0166 1Q09 0.0095 2Q09 0.0125 (1) Period end; delinquent but accruing as a % of related outstandings at EOP 58
Slide 59: Commercial and Industrial Loans (C&I)
Commercial and Industrial Loans (C&I) 59
Slide 60: C&I - Portfolio Composition By Industry
60 Other 0.001 Public administration 0.009 Energy 0.015 Agriculture and forestry 0.031 Wholesale Trade 0.038 Transportation, communication & utilities 0.054 Contractors & construction 0.063 Retail trade- auto dealers 0.067 Retail trade- other 0.086 Finance, insurance & real estate 0.164 Manufacturin
Slide 61: C&I - Composition By Obligor Size
61 <$500M 0.2157 $500M - <$1MM 0.1006 $1MM - <$5MM 0.3103 $5MM - <$10MM 0.1476 $10MM - <$20MM 0.1293 $20MM - <$50MM 0.068 $50MM and greater 0.0285 C & I - Portfolio Composition By Loan Outstanding Obligor Size & Number of Obligors 61 5 34 127 284 1,950 1,900 30,622 EOP Outstandings - $13.3 Billion (
Slide 62: C&I - Change Analysis
C&I - Change Analysis ($MM) Total C&I March 31, 2009 balance $13,768 New originations 148 Net pay-offs / takedowns (479) Charge-offs (98) Classification changes (19) June 30, 2009 balance $13,320 62 By Activity
Slide 63: C&I - Overview
EOP Outstandings - $13.3 Billion (2) Diversified by sector and geographically within our Midwest footprint Granular 5 loans >$50 million... 3% of portfolio 34 loans $20-$50 million... 7% of the portfolio Focus on middle market companies with $10-$100 MM in sales 2Q09 portfolio originations associate
Slide 64: C&I - Credit Quality by Segment
64 By Segment - 6/30/09 64 C & I - Credit Quality ($MM) O/S 30+ PD Accruing Class. NAL's ACL C & I (Excluding segments below) $12,105 0.75% 8.03% 3.16% 2.39% Residential homebuilder related 491 0.90 19.88 4.78 4.34 Construction & contractors 496 1.71 12.62 5.27 3.98 Auto industry suppliers 228 3.19
Slide 65: C&I - Credit Quality
65 C & I - Credit Quality 65 Net Charge-offs Net Charge-offs Net Charge-offs Nonaccrual Loans Nonaccrual Loans ($ MM) Amount Pct. (2) % of Total Amount Pct. (3) Services $19.8 1.99% 20.1% $113.5 2.8% Manufacturing 39.6 6.67 40.3 109.6 4.6 Finance, insurance & real estate 15.1 2.71 15.4 74.8 3.4 Reta
Slide 66: C&I - Auto Industry
66 C & I - Auto Industry (1) Outstandings (2) ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 Suppliers Domestic $ 196 $ 209 $ 182 $ na $ na Foreign 33 33 33 na na Total suppliers 228 242 215 216 237 Dealers Floorplan-domestic 444 549 553 na na Floorplan-foreign 339 395 408 na na Total floorplan 783 944 961 745 839
Slide 67: Commercial Real Estate Loans (CRE)
Commercial Real Estate Loans (CRE) 67
Slide 68: CRE - Portfolio Composition
68 Construction Mini-Perm Permanent Non Project Loans Line/Letter of Credit 0.1552 0.4106 0.2813 0.1091 0.0438 CRE - Portfolio Composition By Property Location By Loan Type EOP Outstandings - $8.9 Billion (1) Permanent 28% Mini-perm 41% Construction 16% Non Project Loans 11% 68 Other (33) 0.1254 Ken
Slide 69: CRE - Portfolio Composition by Property Type and Location
69 CRE - Portfolio Composition - 6/30/09 69 By Property Type and Property Location ($MM) OH MI PA IN WV FL KY Other Total % Port. Retail properties $921 $265 $161 $217 $48 $86 $1 $592 $2,301 25.7% Multi family 836 142 103 76 79 7 40 130 1,413 15.8 Single family homebuilders 684 122 63 37 20 135 26 7
Slide 70: CRE - Change Analysis
CRE - Change Analysis ($MM) SFHB Retail Other Total CRE March 31, 2009 balance $1,240 $2,368 $5,653 $9,261 New originations 0 0 30 30 Net pay-offs / takedowns (33) (9) (83) (125) Charge-offs (52) (54) (67) (173) Classification changes 7 (4) (50) (47) June 30, 2009 balance $1,162 $2,301 $5,483 $8,946
Slide 71: CRE - Overview
EOP Outstandings - $8.9 Billion (1) Granular portfolio with geographic and project diversification throughout our footprint Construction lending targeted to major metro markets Minimal new production - footprint projects to existing borrowers - no SFHB or Retail Single Family Homebuilder ($1.2 Billi
Slide 72: CRE - Credit Quality
72 CRE - Credit Quality 72 ($ MM) Net Charge-offs Net Charge-offs Net Charge-offs Nonaccrual Loans Nonaccrual Loans Amount Pct. (2) % of Total Amount Pct. (3) Retail properties $53.8 9.35% 31.2% $263.9 11.5% Multi-family 17.4 4.72 10.1 104.5 7.4 Single family homebuilders 52.2 17.98 30.2 290.0 25.0
Slide 73: CRE - Single Family Homebuilders
EOP Outstandings - $1.2 Billion (1) Portfolio Characteristics Granular portfolio - only 17 projects over $10 million Geographic diversification Primary customers are middle market builders building 50-100 homes per year, limited production builder exposure Continuous monitoring Increased reserves ba
Slide 74: CRE - Single Family Homebuilder - Credit Quality
EOP Outstandings - $1.2 Billion (1) Portfolio Performance 74 CRE - Single Family Homebuilder - Credit Quality ($MM) 2Q09 1Q09 (4) 4Q08 3Q08 2Q08 30+ days PD & accruing (2,3) - $ $263 $267 $228 $229 $159 - % 22.6% 21.5% 14.4% 14.4% 9.7% Classified (2) - $ $539 $480 $369 $287 $245 - % 46.4% 38.7% 23.2
Slide 75: CRE - Retail
75 (1) 6/30/09 (2) End of period CRE - Retail ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 Community centers $1,180 1,222 na na na Mixed / lifestyle 262 259 na na na Regional centers 191 194 na na na Credit / freestanding 294 304 na na na Other 374 388 na na na Retail exposure trends (2) $2,301 $2,367 $2,241 $2,1
Slide 76: CRE - Retail - Credit Quality
EOP Outstandings - $2.3 Billion (1) Portfolio Performance 76 CRE - Retail - Credit Quality ($MM) 2Q09 1Q09 (4) 4Q08 3Q08 2Q08 30+ days PD & accruing (2,3) - $ $217 $121 $137 $95 $78 - % 9.4% 5.1% 5.1% 3.6% 3.1% Classified (2) - $ $410 $289 $165 $131 $98 - % 17.8% 12.2% 6.1% 4.9% 3.9% NALs (included
Slide 77: Total Consumer Loans and Leases
Total Consumer Loans and Leases 77
Slide 78: Consumer Loans and Leases - 6/30/09
Auto loans 0.176 Auto leases 0.024 Home equity 0.47 Residential mortgage 0.286 Other consumer 0.044 Consumer Loans and Leases - 6/30/09 By Type ($MM) Amt Pct Auto loans $2.9 18 % Auto leases 0.4 2 Home equity * 7.6 47 Residential real estate 4.6 29 Other consumer 0.7 4 Total consumer $16.2 100 % * H
Slide 79: Credit Risk Management
79 Credit Risk Management Objective Manage the Probability of Default Footprint Portfolio... markets we know and understand Client Selection... bias for high quality customers and relationship lending vs. third party originations Disciplined Underwriting... borrower ability to repay, collateral valu
Slide 80: Consumer Loan Delinquencies
Consumer Loan Delinquencies (1) 30+ Days 90+ Days (1) Period end; delinquent but accruing as a % of related outstandings at EOP; Excluding GNMA FAS 140 and Franklin (see slide in appendix for GAAP delinquencies) 80
Slide 81: Automobile Loans & Leases
Automobile Loans & Leases () Huntington :
Slide 82: Auto Lending - Credit Risk Management
82 Auto Lending - Credit Risk Management Strategies Performance Drivers Borrower quality - as measured at origination by FICO score - Super Prime with consistent increasing trend FICO score distribution - consistent decline in <670 levels Custom Score - utilized to further segment FICO eligible appl
Slide 83: Auto Loans & Leases Overview
EOP Outstandings - $3.2 Billion (1) Consistency of strategy and commitment to dealers Focus on high service quality and high quality full dealer relationships Since 2001 focused on super-prime customers... >740 FICOs and >750 FICOs in 1H08 Fully automated origination and booking system Credit Qualit
Slide 84: Auto Loans - Portfolio Composition by Rescored FICO
Auto Loans - Portfolio Composition by Rescored FICO Accounts with updated FICO scores <600 have remained constant over time, and showed a slight decline with the November 2008 re-score results The bulk of the portfolio losses in a 12-month period come from the <600 re-score segment 84 6/07 9/07 12/0
Slide 85: Auto Loans & Leases - Production
Auto Loans & Leases - Production ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 1Q08 4Q07 3Q07 Loans Production $ 280 $ 399 $ 360 $ 501 $ 673 $ 679 $ 487 $ 474 % new vehicles 21% 31% 41% 41% 44% 44% 44% 47% Avg. LTV (1) 95% 93% 93% 96% 96% 93% 95% 98% Avg. FICO (1) 759 756 751 751 752 752 745 743 Leases (2) Product
Slide 86: Auto Loans - Credit Quality Overview
Auto Loans - Credit Quality Overview 2Q09 1Q09 4Q08 3Q08 2Q08 1Q08 4Q07 3Q07 Portfolio Performance Portfolio Performance 30+ days PD & accruing % 2.06% 2.20% 2.09% 1.68% 1.43% 1.45% 1.94% 1.55% Year-to-Date NCO % 1.63% 1.56% 1.12% 0.98% 0.95% 0.97% 0.65% 0.53% Origination Quality Origination Quality
Slide 87: Auto Loans Accruing Delinquency and Net Charge-offs
Auto Loans Accruing Delinquency Net Charge-offs 87 0.23% 0.26% 0.33% 0.36% 0.31% 1.43% 1.68% 2.09% 2.20% 2.06% ($MM) L-Q % Change in $ (9)% (1) (1) 2Q09 reflects impact of $1.0 B 1Q09 securitization
Slide 88: Auto Loans - Loss Rate Trends
Auto Loans - Loss Rate Trends Dramatic improvement in the early stage loss performance for the late 2007 and early 2008 vintages Losses peak in the 18-24 month range, and as 2008-2009 vintages make up a greater portion of the portfolio and reach their peak loss months, portfolio losses should declin
Slide 89: Residential Real Estate Loans
Residential Real Estate Loans 89
Slide 90: Residential Real Estate Trends
Residential Real Estate Trends ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 Home equity loans / lines $7,640 $7,577 $7,523 $7,453 $7,365 Residential mortgage 4,657 4,611 4,737 4,812 5,178 Interest only 625 678 697 699 702 Alt-A 410 436 450 468 484 Total $12,297 $12,188 $12,260 $12,265 $12,543 Average Outstandings
Slide 91: Origination Strategies
Origination Strategies Focused on the Huntington core markets Utilize the Huntington office network as the primary source Traditional product mix - very limited nontraditional mortgage exposure Never originated sub-prime loans... payment option ARM structures... or negative amortization loans Polici
Slide 92: Home Equity Loans and Lines
Home Equity Loans and Lines 92
Slide 93: Home Equity - Credit Risk Management
93 Home Equity Loans / Lines - Credit Risk Management Strategies Performance Drivers Lien Position - 40%, or $2.8 B, of the portfolio is secured by a 1st mortgage Payments - 70% of borrowers consistently make more than required payment Borrower quality - as measured at origination by FICO score - co
Slide 94: Home Equity Loans and Lines Overview
EOP Outstandings - $7.6 Billion (1) Focused on geographies within our Midwest footprint Focused on high quality borrowers... >730 FICOs Began exit of broker channel in 2005... <10% of outstandings today Conservative underwriting - manage the probability of default 70%+ of HELOC borrowers consistentl
Slide 95: Home Equity - LTV, FICO, Originations
Home Equity Loans / Lines - LTV, FICO, Originations (1) Primarily fixed-rate (2) Weighted average LTVs are cumulative LTVs reflecting the balance of any senior loans (3) Weighted average FICOs reflect currently updated customer credit scores (4) Weighted average at origination (5) Primarily variable
Slide 96: Home Equity - Originations Volume FICO
Home Equity Loans & Lines - Originations 96 Volume FICO
Slide 97: Home Equity - Delinquency and Net Charge-offs
Home Equity Loans and Lines Net Charge-offs 97 0.36% 0.31% 0.38% 0.47% 0.46% 1.18% 1.18% 1.61% 1.49% 1.54% ($MM) L-Q % Change in $ 2% Accruing Delinquency (1) Reflects a few larger size losses associated with home builders and more active treatment decisions associated with loss mitigation and short
Slide 98: Home Equity - Delinquencies
Home Equity Loans & Lines - Delinquencies 98 $ Delinquent $ Outstanding
Slide 99: Home Equity Lines - Utilization and Customer Rate
Home Equity Lines - Utilization and Customer Rate 99 Utilization Rate Customer Interest Rate % % % % % % %
Slide 100: Home Equity Lines - Vintage Performance
Home Equity Lines - Vintage Performance 100 Months on Books Cumulative Loss
Slide 101: Home Equity Loans - Vintage Performance
Home Equity Loans - Vintage Performance 101 Cumulative Loss Months on Books
Slide 102: Residential Mortgages
Residential Mortgages (@) Huntington .
Slide 103: Residential Mortgage - Credit Risk Management
103 Residential Mortgage - Credit Risk Management Strategies Performance Drivers Standard products and borrower quality - as measured at origination by Secondary market underwriting FICO score - consistent increasing trend FICO score distribution - consistent decline in low score levels Non-standard
Slide 104: Residential Mortgage Overview
EOP Outstandings - $4.6 Billion (1) Focused on geographies within our Midwest footprint Traditional product mix... very limited nontraditional exposure as we never originated sub-prime, payment option ARMs, or negative amortization loans $625 million of Interest Only loans... targeted within executi
Slide 105: Residential Mortgages - LTV, FICO, Originations
Residential Mortgages - LTV, FICO, Originations (1) Weighted average FICOs reflect currently updated customer credit scores (2) Only owned-portfolio originations Weighted average at origination Excludes Franklin - data NA 2Q09 1Q09 4Q08 3Q08 2Q08 Ending balance ($B) $4.6 $4.4 $4.8 $4.9 $4.9 Average
Slide 106: Residential Mortgages - ARMs
Residential Mortgages - ARMs EOP Outstandings - $2.7 Billion (1) ARMs 2009 resets $391 MM 2010 resets $753 MM FICO distribution > 670 70% Risk Mitigation Proactive customer contact at least 6 months prior to rate reset. Given the high quality borrower, this is a customer retention as well as risk mi
Slide 107: Residential Mortgages - Interest Only
Residential Mortgages - Interest Only EOP Outstandings - $645 Million (1) 2008 Production $121 MM YTD 2009 Production $8 MM 2Q09 Net charge-offs 2.74% Current LTV (2Q09 values) 78% Updated FICO score (2Q09) 720 Portfolio Information High FICO, standard LTV structure primarily sourced via Huntington'
Slide 108: Residential Mortgages - Alt-A
Residential Mortgages - Alt-A EOP Outstandings - $417 Million (1) 2008 Production none YTD 2009 Production none 2Q09 Net charge-offs 3.27% Current LTV (2Q09 values) 101% 70% greater than 90% Updated FICO score (2Q09) 665 Portfolio Information The original strategy was centered around stated income a
Slide 109: Residential Mortgages - Delinquency and Net Charge-offs
Residential Mortgages Net Charge-offs 109 1.06% 1.20% 1.50% 1.83% 2.11% 5.08% 5.79% 5.74% 6.33% 6.92% ($MM) L-Q % Change in $ 6% Accruing Delinquency (1) Excluding U.S. Government guaranteed loans Reflects more active treatment decisions associated with loss mitigation and short sale actions. (2)
Slide 110: Residential Mortgages - Delinquencies
Residential Mortgages - Delinquencies 110 MONTH ARM Fixed rate Interest only ARM Alt A Balloon Other Total 7/07 0.0384 0.0564 0.0293 0.0932 0.0261 0.1371 0.0533 8/07 0.0406 0.0553 0.0355 0.0962 0.0262 0.139 0.0556 9/07 0.0524 0.0751 0.0299 0.1129 0.0255 0.1451 0.0638 10/07 0.0535 0.0684 0.0303 0.107
Slide 111: Residential Mortgages - Delinquencies by FICO
Residential Mortgages - Delinquencies 111 MONTH <640 640-669 670-700 >700 No Score Total 7/07 0.226 0.1057 0.0703 0.023 0.1117 0.0533 8/07 0.2158 0.1092 0.0766 0.0224 0.1537 0.0556 9/07 0.2384 0.1191 0.0834 0.0249 0.0954 0.0638 10/07 0.2139 0.1063 0.0791 0.023 0.0994 0.0608 11/07 0.2374 0.1366 0.089
Slide 112: Other Consumer Loans
Other Consumer Loans (Huntington —
Slide 113: Other Consumer Loans
EOP Outstandings - $0.7 Billion (1) 80% collateralized Autos, untitled vehicles, small boats, mobile homes and other miscellaneous Primarily for existing customers Performed within expectations over the past year though varies by collateral type Other Consumer Loans 113 (1) 6/30/09
Slide 114: Franklin Credit Relationship
114 Franklin Credit Relationship
Slide 115: Franklin Credit - Cash Flow Review
Improved alignment of interest beginning in 2009 as evidenced by: $64.2 million in collections in 2Q09, up 13% from 1Q09 Consistent OREO sales proceeds over the last 7 months 3Q09 results expected to be consistent with May/June run rate Interest collections remained consistent over the past 4 months
Slide 116: Credit Quality Review
Credit Quality Review (Huntington
Slide 117: Credit Quality Trends Overview
Credit Quality Trends Overview 2Q09 1Q09 4Q08 3Q08 2Q08 NAL ratio (1) 4.72% 3.93% 3.66% 1.42% 1.30% NPA ratio (2) 5.18 4.46 3.97 1.64 1.52 Net charge-off ratio 3.43 3.34 5.41 0.82 0.64 90+ days PD & accruing (3) 0.38 0.35 0.46 0.44 0.31 ALLL ratio 2.38 2.12 2.19 1.75 1.66 ALLL / NAL coverage 50 54 6
Slide 118: Total Loan Portfolio Asset Quality - 6/30/09
118 118 Total Loan Portfolio Asset Quality - 6/30/09 ($MM) O/S NAL NAL ACL ACL ACL / NAL 30+ PD Accruing CRE Single family homebuilder $1,162 $290 24.97% $102 8.81% 35% 3.65% Retail 2,301 264 11.47 110 4.76 42 2.10 Other 5,483 297 5.41 168 3.06 57 1.30 C&I 13,320 457 3.43 381 2.86 83 0.88 Auto loans
Slide 119: Key Loan Portfolio Credit Quality Metrics
Key Loan Portfolio Credit Quality Metrics 119
Slide 120: Consumer Loan Delinquencies
Consumer Loan Delinquencies (1) 30+ Days 90+ Days Reported ex. GNMA FAS 140 ex. GNMA FAS 140 + FCMC 1Q08 0.0089 0.0056 2Q08 0.0089 0.0052 3Q08 0.0093 0.0054 4Q08 0.0115 0.0068 1Q09 0.0138 0.0085 2Q09 0.0152 0.009 0.0086 Reported ex. GNMA FAS 140 ex. GNMA FAS 140 + FCMC 1Q08 0.0285 0.0243 2Q08 0.0282
Slide 121: Net Charge-offs
Net Charge-offs ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 Franklin $(9.9) $128.3 $423.3 $ -- $ -- Non-Franklin C&I 108.2 82.3 50.1 29.6 12.4 Total C&I 98.3 210.6 473.4 29.6 12.4 Commercial real estate 172.6 82.8 38.4 11.0 15.1 Total commercial 270.9 293.4 511.8 40.6 27.5 Auto loans 12.4 15.0 14.9 9.8 8.5 Auto
Slide 122: Net Charge-off Ratios
Net Charge-off Ratios (1) 2Q09 1Q09 4Q08 3Q08 2Q08 Franklin nmv% nmv% nmv% --% --% Non-Franklin C&I 3.20 2.55 1.58 0.95 0.40 Total C&I 2.91 6.22 13.78 0.87 0.36 Commercial real estate 7.51 3.27 1.50 0.45 0.63 Total commercial 4.77 4.96 8.54 0.69 0.47 Auto loans 1.73 1.56 1.53 1.02 0.94 Auto leases 2
Slide 123: Nonaccrual Loans and Nonperforming Assets
Nonaccrual Loans and Nonperforming Assets 123
Slide 124: Nonaccrual Loans by Sector
($MM) 6/30/09 3/31/09 $ # $ # Commercial >$5 $389.1 39 $330.8 37 $2-<$5 375.8 121 260.8 85 <$2 542.6 436.6 Subtotal $1,307.6 $1,028.2 Residential RE and Home Equity Franklin 344.6 366.1 Other 166.2 158.8 Subtotal 510.8 524.9 Total NALs $1,818.4 $1,553.1 Nonaccrual Loans (NAL) - by Sector $1,818.4 MM
Slide 125: Nonperforming Asset Flow Analysis
Nonperforming Asset Flow Analysis ($MM) 2Q09 1Q09 4Q08 3Q08 2Q08 NPA beginning of period $1,775.7 $1,636.6 $675.3 $624.7 $520.4 Additions / increases 750.3 622.5 509.3 175.3 256.3 Franklin - net impact (57.4) (204.5) 650.2 -- -- Return to accruing status (40.9) (36.1) (13.8) (9.1) (5.8) Charge-offs
Slide 126: Nonperforming Asset Analysis
Nonperforming Asset Analysis 126 ACL ($MM) Total Coverage Total nonaccrual loans (NALs) $1,818 53% Total nonperforming assets (NPAs) 2,003 48% Prior Charge-offs Prior Charge-offs Less: Loans written down to collateral value (1) Amount Percent Commercial impaired $ 410 NA $ 212 34% Franklin 345 NA $
Slide 127: Allowances for Credit Losses (ACL)
Allowances for Credit Losses (ACL) (1) ($MM) 2Q09 2Q09 1Q09 1Q09 4Q08 4Q08 3Q08 3Q08 2Q08 2Q08 Allowance for loan Allowance for loan and lease losses (ALLL) $917.7 $838.5 $900.2 $720.7 $679.4 Allowance for unfunded loan Allowance for unfunded loan commitments and LOCs (AULC) 47.1 47.0 44.1 61.6 61.3
Slide 128: Allowance for Credit Losses Methodology
Allowance for Credit Losses Methodology Allowance for loan and lease loses (ALLL) An estimate of loss based on characteristics of each commercial and consumer loan, lease, or loan commitment, and An estimate of loss based on a review of each impaired loan >$500,000 Generally developed to cover a def
Slide 129: Illustrative SCAP Analysis - 5/20/09
Illustrative SCAP Analysis - 5/20/09 129
Slide 130: Illustrative SCAP Analysis
HBAN 0.0038 BBT 0.0076 KEY 0.0082 RF 0.0138 STI 0.0186 FITB 0.0347 HBAN 0.0122 KEY 0.0124 BBT 0.0129 RF 0.0174 FITB 0.0217 STI 0.027 RF 0.0067 KEY 0.015 BBT 0.0163 HBAN 0.0213 FITB 0.0508 STI 0.0522 RF 0.0008 HBAN 0.0052 BBT 0.0062 KEY 0.0081 FITB 0.018 STI 0.03 BBT 0.0093 STI 0.01 RF 0.0135 HBAN 0.
Slide 131: Illustrative SCAP Analysis
131 Illustrative SCAP Analysis Note: Loan balances based on regulatory financials. Excludes Franklin Credit. (1) Loss ranges represent ranges from SCAP analysis relating to the following banks: BBT, FITB, KEY, PNC, RF and STI Outstandings 2-Yr Cumulative Losses (1) 2-Yr Cumulative Losses (1) 2-Yr Cu
Slide 132: Illustrative SCAP Analysis
132 Illustrative SCAP Analysis Includes potential additional liability management initiatives, exchange of other capital instruments, adoption of new accounting standards and other management initiatives Per 10% rule 2-Year Cumulative Losses 2-Yr Cumulative Losses 2-Yr Cumulative Losses 2-Yr Cumulat
Slide 133: Non-Franklin Regulatory Reporting Reconciliations
Illustrative SCAP Analysis 133 Non-Franklin Regulatory Reporting Reconciliations
Slide 134: Non-Franklin Regulatory Reporting Reconciliations
Illustrative SCAP Analysis 134 Non-Franklin Regulatory Reporting Reconciliations
Slide 135: Non-Franklin Credit Metrics Reconciliations
Non-Franklin Credit Metrics Reconciliations 135
Slide 136: Non-Franklin Credit Metrics Reconciliation
Non-Franklin Credit Metrics Reconciliation 136
Slide 137: Non-Franklin Credit Metrics Reconciliation
Non-Franklin Credit Metrics Reconciliation 137
Slide 138: Non-Franklin Credit Metrics Reconciliation
Non-Franklin Credit Metrics Reconciliation 138
Slide 139: Quarterly Net Charge-off Reconciliation
Quarterly Net Charge-off Reconciliation (1) (1) Annualized 139
Slide 140: Quarterly Net Charge-off Reconciliation
Quarterly Net Charge-off Reconciliation (1) (1) Annualized 140
Slide 141: Quarterly Net Charge-off Reconciliation
Quarterly Net Charge-off Reconciliation (1) (1) Annualized 141
Slide 142: Nonaccrual Loans, Nonperforming Assets & Accruing Restructured Loans
142 Nonaccrual Loans (NALs), Nonperforming Assets (NPA) & Accruing Restructured Loans (ARLs)
Slide 143: Nonaccrual Loans, Nonperforming Assets & Accruing Restructured Loans
143 Nonaccrual Loans (NALs), Nonperforming Assets (NPA) & Accruing Restructured Loans (ARLs)
Slide 144: Deposits and Other Funding
Deposits and Other Funding 144
Slide 145: Total Deposits - By Business Segment
Total Deposits - By Business Segment 145 Avg. Balances - $39.5 Billion ($B) Retail & Business Banking Commercial Banking Commercial Real Estate AFDS PFG Treasury / Other Total DDA-noninterest bearing $3.4 $1.9 $0.2 $ 0.1 $0.3 $0.1 $6.0 DDA-interest bearing 3.5 0.7 -- -- 0.3 -- 4.5 Money market depos
Slide 146: Deposit Trends
Deposit Trends 146 Linked Quarter
Slide 147: Total Core Deposit Trends
Total Core Deposit Trends 147
Slide 148: Other Funding - 6/30/09
Other Funding - 6/30/09 Non-core Deposits 0.3896 S-T Borrowings & Other Liab. 0.1657 FHLB Advances 0.0807 Other L-T Debt 0.2183 Subordinated Notes 0.1456 $11.5 Billion Noncore Deposits $4.5 B / 39% S-T Borrowings & Other Liabilities $1.9 B / 17% FHLB Advances $0.9 B / 8% Other L-T Debt $2.5 B / 22%
Slide 149: Capital
Capital Huntington —
Slide 150: Capital
Capital (1) 2Q09 2Q09 1Q09 4Q08 3Q08 2Q08 Total risk-weighted assets ($B) $45.4 $46.3 $47.0 $46.6 $46.6 Tier 1 leverage 10.62% 9.67% 9.82% 7.99% 7.88% Tier 1 risk-based capital 11.86 11.16 10.72 8.80 8.82 Total risk-based capital 14.95 14.28 13.91 12.03 12.05 Tangible common equity/assets 5.68 4.65
Slide 151: Capital Actions
Capital Actions 151 9/9/09 - Announced Discretionary Equity Issuance # 3 - $150 MM targeted
Slide 152: Capital Raising Efficiency vs. SCAP Peers
Amount RF -0.227 KEY -0.135 STI -0.132 FITB -0.068 HBAN -0.034 PNC 0.034 BBT 0.069 USB 0.179 Amount RF -0.709 HBAN -0.551 KEY -0.504 STI -0.398 FITB -0.378 PNC -0.033 BBT -0.154 USB -0.078 Capital Raising Efficiency vs. SCAP Peers Share Count (Dilution) / Accretion TBV Per Share (Dilution) / Accreti
Slide 153: Capital Raising Efficiency - Detail
Capital Raising Efficiency - Detail 153 Share Count vs. Tangible Book Value Per Share Dilution
Slide 154: Capital Trends
LLR/NPL ratio 1Q08 2Q08 3Q08 4Q08 1Q09 2Q09 Tang. Equity / Risk-Weighted Assets 0.0558 0.0659 0.066 0.0839 0.0894 0.1004 Tang. Equity / Assets (TE Ratio) 0.0492 0.059 0.0599 0.0772 0.0812 0.0899 Tang. Common Equity / Assets (TCE Ratio) 0.0492 0.0481 0.0488 0.0404 0.0465 0.0568 Tier 1 Common Risk-Bas
Slide 155: Capital Ratio Trends
Total Risk-based Capital Tier I Risk-based Capital Tang. Equity / Risk Weighted Assets Tang. Equity / Assets 3Q02 0.1178 0.0881 0.0764 4Q02 0.1125 0.0834 0.0722 1Q03 0.1104 0.0816 0.07 2Q03 0.1111 0.0832 0.0723 0.0706 3Q03 0.1119 0.084 0.0724 0.0677 4Q03 0.1195 0.0853 0.0731 0.0679 1Q04 0.1213 0.087
Slide 156: Regulatory Capital - 6/30/09
Regulatory Capital - 6/30/09 156 Tier 1 Capital Total Capital CNB 0.0544 MTB 0.0817 ZION 0.0964 MI 0.0988 PNC 0.105 BBT 0.106 CMA 0.1157 HBAN 0.1186 RF 0.122 KEY 0.1242 ASBC 0.1245 FITB 0.129 FHN 0.154 CNB 0.0943 MTB 0.1187 ZION 0.1284 MI 0.1362 PNC 0.141 ASBC 0.1435 HBAN 0.1495 BBT 0.152 CMA 0.1596
Slide 157: Franchise
Franchise (Huntington —
Slide 158: Focus on the Midwest
Focus on the Midwest (1) Offices 115 ATMs 238 Detroit 3% Grand Rapids 10% Offices 339 ATMs 751 Akron 8% Canton 25% Cincinnati 3% Cleveland 6% Columbus 27% Dayton 6% Toledo 24% Youngstown 21% Offices 50 ATMs 84 Indianapolis 7% Offices 13 ATMs 31 Offices 28 ATMs 129 Charleston 10% Excludes 3 PFG offic
Slide 159: Business Segment Summary
Business Segment Summary 159
Slide 160: Business Segment Loans & Deposits - 6/30/09
Business Segment Loans & Deposits - 6/30/09 Total Credit Exposure - $38.5 B Total Deposits - $39.2 B 160 Retail and Business Banking 0.711 Commercial Banking 0.143 Commercial Real Estate 0.01 Dealer sales 0.002 PFG 0.07 Treasury / Other 0.064 Retail & Business Banking 0.412 Commercial Banking 0.21 C
Slide 161: Business Segment Contribution
161 Business Segment Contribution
Huntington Bancshares — Barclays Financial Services Conference 2009 on 6ix