----

|                                     | Delaware                 | 37-1105865                    |   |
|------------------------------------------|--------------------------|-------------------------------|--------|
|                                     | (State of incorporation) |  (IRS Employer I.D. No.) |   |
|                                     |                     |
| 2120 West End Ave.Nashville, Tennessee   | 37203-0001               |
| (Address of principal executive offices) | (Zip Code)               |

----

----

|                                                                                     |   | Three Months Ended |   |   | Nine Months Ended |   |
|------------------------------------------------------------------------------------------|--------|--------------------|--------|--------|-------------------|--------|
|                                                                                     |   | September 30,      |   |   | September 30,     |   |
|                                                                                     |   | 2011               |   |   | 2010              |   |   | 2011 |   |   | 2010 |   |
| Revenues:                                                                                |   |               |   |   |              |   |   |   |   |   |   |   |
| Retail finance                                                                           |   | $                  | 326    |   |              | $      | 324 |   |   | $ | 966 |   |   | $ | 997 |   |
| Operating lease                                                                          |   |               | 218    |   |              |   | 218 |   |   |   | 658 |   |   |   | 666 |   |
| Wholesale finance                                                                        |   |               | 77     |   |              |   | 55 |   |   |   | 221 |   |   |   | 141 |   |
| Other, net                                                                               |   |               | 47     |   |              |   | 43 |   |   |   | 138 |   |   |   | 115 |   |
| Total revenues                                                                           |   |               | 668    |   |              |   | 640 |   |   |   | 1,983 |   |   |   | 1,919 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
| Expenses:                                                                                |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
| Interest                                                                                 |   |               | 211    |   |              |   | 228 |   |   |   | 624 |   |   |   | 696 |   |
| Depreciation on equipment leased to others                                               |   |               | 173    |   |              |   | 169 |   |   |   | 520 |   |   |   | 518 |   |
| General, operating and administrative                                                    |   |               | 103    |   |              |   | 90 |   |   |   | 296 |   |   |   | 260 |   |
| Provision for credit losses                                                              |   |               | 38     |   |              |   | 55 |   |   |   | 124 |   |   |   | 160 |   |
| Other                                                                                    |   |               | 7      |   |              |   | 10 |   |   |   | 21 |   |   |   | 34 |   |
| Total expenses                                                                           |   |               | 532    |   |              |   | 552 |   |   |   | 1,585 |   |   |   | 1,668 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
|     Other income (expense)                                           |   |               | (10    | )      |              |   | 1 |   |   |   | (5 | ) |   |   | 4 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
| Profit before income taxes                                                               |   |               | 126    |   |              |   | 89 |   |   |   | 393 |   |   |   | 255 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
|     Provision for income taxes                                       |   |               | 29     |   |              |   | 13 |   |   |   | 98 |   |   |   | 39 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
| Profit of consolidated companies                                                         |   |               | 97     |   |              |   | 76 |   |   |   | 295 |   |   |   | 216 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
|     Less:  Profit attributable to noncontrolling interests |   |               | 4      |   |              |   | 3 |   |   |   | 12 |   |   |   | 8 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
| Profit 1                                                                                 |   | $                  | 93     |   |              | $      | 73 |   |   | $ | 283 |   |   | $ | 208 |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
| 1 Profit attributable to Caterpillar Financial Services Corporation.                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |
|                                                                                     |   |               |   |   |              |   |   |   |   |   |   |   |   |   |   |   |

----

|                                                      |   | September 30, |                   |   | December 31, |   |
|-----------------------------------------------------------|--------|---------------|------------------------|--------|--------------|--------|
|                                                      |   | 2011          |                   |   | 2010         |   |
| Assets:                                                   |   |          |                   |   |         |   |
| Cash and cash equivalents                                 |   | $             | 1,453                  |   |         | $      | 1,676 |   |
| Finance receivables                                       |   |          |                   |   |         |   |   |   |
| Retail notes receivable                                   |   |          | 8,766                  |   |         |   | 8,352 |   |
| Wholesale notes receivable                                |   |          | 3,875                  |   |         |   | 2,783 |   |
| Finance leases and installment sale contracts - Retail    |   |          | 12,205                 |   |         |   | 12,481 |   |
| Finance leases and installment sale contracts - Wholesale |   |          | 361                    |   |         |   | 459 |   |
|                                                      |   |          | 25,207                 |   |         |   | 24,075 |   |
| Less: Unearned income                                     |   |          | (936                   | )      |         |   | (969 | ) |
| Less: Allowance for credit losses                         |   |          | (362                   | )      |         |   | (363 | ) |
| Total net finance receivables                             |   |          | 23,909                 |   |         |   | 22,743 |   |
|                                                      |   |          |                   |   |         |   |   |   |
| Notes receivable from Caterpillar                         |   |          | 333                    |   |         |   | 278 |   |
| Equipment on operating leases,                            |   |          |                   |   |         |   |   |   |
| less accumulated depreciation                             |   |          | 2,586                  |   |         |   | 2,711 |   |
| Deferred and refundable income taxes                      |   |          | 147                    |   |         |   | 202 |   |
| Other assets                                              |   |          |  1,037            |   |         |   |  1,142 |   |
| Total assets                                              |   | $             | 29,465                 |   |         | $      | 28,752 |   |
|                                                      |   |          |                   |   |         |   |   |   |
| Liabilities and stockholder’s equity:               |   |          |                   |   |         |   |   |   |
| Payable to dealers and others                             |   | $             |  116              |   |         | $      |  113 |   |
| Payable to Caterpillar – other                      |   |          | 75                     |   |         |   | 54 |   |
| Accrued expenses                                          |   |          | 234                    |   |         |   | 295 |   |
| Income taxes payable                                      |   |          | 77                     |   |         |   | 90 |   |
| Payable to Caterpillar - borrowings                       |   |          | -                      |   |         |   | 600 |   |
| Short-term borrowings                                     |   |          | 3,548                  |   |         |   | 3,852 |   |
| Current maturities of long-term debt                      |   |          | 3,522                  |   |         |   | 3,430 |   |
| Long-term debt                                            |   |          | 17,878                 |   |         |   | 15,932 |   |
| Deferred income taxes and other liabilities               |   |          |  574              |   |         |   |  605 |   |
| Total liabilities                                         |   |          | 26,024                 |   |         |   | 24,971 |   |
|                                                      |   |          |                   |   |         |   |   |   |
| Commitments and contingent liabilities (Notes 7 and 9)    |   |          |                   |   |         |   |   |   |
|                                                      |   |          |                   |   |         |   |   |   |
| Common stock - $1 par value                               |   |          |                   |   |         |   |   |   |
| Authorized:  2,000 shares; Issued and           |   |          |                   |   |         |   |   |   |
| outstanding: one share (at paid-in amount)                |   |          | 745                    |   |         |   | 745 |   |
| Additional paid-in capital                                |   |          | 2                      |   |         |   | 2 |   |
| Retained earnings                                         |   |          | 2,417                  |   |         |   | 2,734 |   |
| Accumulated other comprehensive income                    |   |          | 179                    |   |         |   | 217 |   |
| Noncontrolling interests                                  |   |          |      98 |   |         |   |  83 |   |
| Total stockholder’s equity                          |   |          | 3,441                  |   |         |   | 3,781 |   |
|                                                      |   |          |                   |   |         |   |   |   |
| Total liabilities and stockholder’s equity          |   | $             | 29,465                 |   |         | $      | 28,752 |   |
|                                                      |   |          |                   |   |         |   |   |   |

----

| Nine Months EndedSeptember 30, 2010                           |   | Commonstock |   |   | Additional paid-in capital |   |   | Retainedearnings |   |   | Accumulatedothercomprehensiveincome |   |   | Noncontrollinginterests |   |   | Total  |   |   | Comprehensiveincome |   |
|---------------------------------------------------------------|--------|-------------|--------|--------|----------------------------|--------|--------|------------------|--------|--------|-------------------------------------|--------|--------|-------------------------|--------|--------|--------|--------|--------|---------------------|--------|
| Balance at December 31, 2009                                  |   | $           | 745    |   |                       | $      | 2      |             |   | $      | 3,062                               |   |   | $                       | 264    |   |   | $      | 70     |                |   | $ | 4,143 |   |   |   |   |
| Adjustment to adoptconsolidation of variable-interestentities |   |        | -      |   |                       |   | -      |             |   |   | (6                                  | )      |   |                    | 3      |   |   |   | -      |                |   |   | (3 | ) |   |   |   |
| Balance at January 1, 2010                                    |   | $           | 745    |   |                       | $      | 2      |             |   | $      | 3,056                               |   |   | $                       | 267    |   |   | $      | 70     |                |   | $ | 4,140 |   |   |   |   |
| Profit of consolidated companies                              |   |        |   |   |                       |   |   |             |   |   | 208                                 |   |   |                    |   |   |   |   | 8      |                |   |   | 216 |   |   | $ | 216 |   |
| Dividend paid to Cat Inc.                                     |   |        |   |   |                       |   |   |             |   |   | (600                                | )      |   |                    |   |   |   |   |   |                |   |   | (600 | ) |   |   | - |   |
| Foreign currency translation,                                 |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| net of tax of $51                                             |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    | (59    | )      |   |   | 1      |                |   |   | (58 | ) |   |   | (58 | ) |
| Derivative financial instruments                              |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| Gains (losses) deferred,                                      |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| net of tax of $2                                              |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    | (6     | )      |   |   |   |                |   |   | (6 | ) |   |   | (6 | ) |
| (Gains) losses reclassified to earnings, net of tax of $14    |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    | 28     |   |   |   |   |                |   |   | 28 |   |   |   | 28 |   |
| Balance at September 30, 2010                                 |   | $           | 745    |   |                       | $      | 2      |             |   | $      | 2,664                               |   |   | $                       | 230    |   |   | $      | 79     |                |   | $ | 3,720 |   |   | $ | 180 |   |
|                                                          |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| Nine Months EndedSeptember 30, 2011                           |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| Balance at December 31, 2010                                  |   | $           | 745    |   |                       | $      | 2      |             |   | $      | 2,734                               |   |   | $                       | 217    |   |   | $      | 83     |                |   | $ | 3,781 |   |   |   |   |   |
| Profit of consolidated companies                              |   |        |   |   |                       |   |   |             |   |   | 283                                 |   |   |                    |   |   |   |   | 12     |                |   |   | 295 |   |   | $ | 295 |   |
| Dividend paid to Cat Inc.                                     |   |        |   |   |                       |   |   |             |   |   | (600                                | )      |   |                    |   |   |   |   |   |                |   |   | (600 | ) |   |   | - |   |
| Foreign currency translation,                                 |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| net of tax of $15                                             |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    | (45    | )      |   |   | 3      |                |   |   | (42 | ) |   |   | (42 | ) |
| Derivative financial instruments                              |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| Gains (losses) deferred,                                      |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    |   |   |   |   |   |                |   |   |   |   |   |   |   |   |
| net of tax of $1                                              |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    | (4     | )      |   |   |   |                |   |   | (4 | ) |   |   | (4 | ) |
| (Gains) losses reclassified to earnings, net of tax of $4     |   |        |   |   |                       |   |   |             |   |   |                                |   |   |                    | 11     |   |   |   |   |                |   |   | 11 |   |   |   | 11 |   |
| Balance at September 30, 2011                                 |   | $           | 745    |   |                       | $      | 2      |             |   | $      | 2,417                               |   |   | $                       | 179    |   |   | $      | 98     |                |   | $ | 3,441 |   |   | $ | 260 |   |
|                                                          |   |

----

|                                                                                                                                                                                                                                                                                                                                                           |   | Nine Months Ended |            |
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------|-------------------|-----------------|
|                                                                                                                                                                                                                                                                                                                                                           |   | September 30,     |            |
|                                                                                                                                                                                                                                                                                                                                                           |   | 2011              |            |   | 2010 |   |
| Cash flows from operating activities:                                                                                                                                                                                                                                                                                                                          |   |              |            |   |   |   |
| Profit of consolidated companies                                                                                                                                                                                                                                                                                                                               |   | $                 | 295             |   |   | $ | 216 |   |
| Adjustments for non-cash items:                                                                                                                                                                                                                                                                                                                                |   |              |            |   |   |   |   |   |
|         Depreciation and amortization                                                                                                                                                                                                                                                                                  |   |              | 535             |   |   |   | 538 |   |
| Amortization of receivables purchase discount                                                                                                                                                                                                                                                                                                                  |   |              | (157            | ) |   |   | (95 | ) |
| Provision for credit losses                                                                                                                                                                                                                                                                                                                                    |   |              | 124             |   |   |   | 160 |   |
| Gain on sales of receivables                                                                                                                                                                                                                                                                                                                                   |   |              | (2              | ) |   |   | - |   |
| Other, net                                                                                                                                                                                                                                                                                                                                                     |   |              | (40             | ) |   |   | (172 | ) |
| Changes in assets and liabilities:                                                                                                                                                                                                                                                                                                                             |   |              |            |   |   |   |   |   |
| Receivables from others                                                                                                                                                                                                                                                                                                                                        |   |              | 30              |   |   |   | 53 |   |
| Other receivables/payables with Caterpillar                                                                                                                                                                                                                                                                                                                    |   |              | 7               |   |   |   | 21 |   |
| Payable to dealers and others                                                                                                                                                                                                                                                                                                                                  |   |              | 9               |   |   |   | 2 |   |
| Accrued interest payable                                                                                                                                                                                                                                                                                                                                       |   |              | (29             | ) |   |   | (41 | ) |
| Accrued expenses and other liabilities, net                                                                                                                                                                                                                                                                                                                    |   |              | (35             | ) |   |   | (1 | ) |
| Income taxes payable                                                                                                                                                                                                                                                                                                                                           |   |              | 58              |   |   |   | (43 | ) |
| Payments on interest rate swaps                                                                                                                                                                                                                                                                                                                                |   |              |  (1        | ) |   |   |  (1 | ) |
| Net cash provided by operating activities                                                                                                                                                                                                                                                                                                                      |   |              |  794       |   |   |   |   637 |   |
|                                                                                                                                                                                                                                                                                                                                                           |   |              |            |   |   |   |   |   |
| Cash flows from investing activities:                                                                                                                                                                                                                                                                                                                          |   |              |            |   |   |   |   |   |
| Expenditures for equipment on operating leases and for non-leased equipment                                                                                                                                                                                                                                                                                    |   |              | (830            | ) |   |   | (677 | ) |
| Proceeds from disposals of equipment                                                                                                                                                                                                                                                                                                                           |   |              | 878             |   |   |   | 1,046 |   |
| Additions to finance receivables                                                                                                                                                                                                                                                                                                                               |   |              | (35,196         | ) |   |   | (19,168 | ) |
| Collections of finance receivables                                                                                                                                                                                                                                                                                                                             |   |              | 33,329          |   |   |   | 19,084 |   |
| Proceeds from sales of receivables                                                                                                                                                                                                                                                                                                                             |   |              | 106             |   |   |   | 13 |   |
| Net change in variable lending to Caterpillar                                                                                                                                                                                                                                                                                                                  |   |              | 55              |   |   |   | (186 | ) |
| Additions to other notes receivable with Caterpillar                                                                                                                                                                                                                                                                                                           |   |              | (117            | ) |   |   | (133 | ) |
| Collections on other notes receivable with Caterpillar                                                                                                                                                                                                                                                                                                         |   |              | 8               |   |   |   | 666 |   |
| Restricted cash and cash equivalents activity, net                                                                                                                                                                                                                                                                                                             |   |              | 84              |   |   |   | 82 |   |
| Other, net                                                                                                                                                                                                                                                                                                                                                     |   |              |    4  |   |   |   |    17 |   |
| Net cash (used in) provided by investing activities                                                                                                                                                                                                                                                                                                            |   |              | (1,679          | ) |   |   |  744 |   |
|                                                                                                                                                                                                                                                                                                                                                           |   |              |            |   |   |   |   |   |
| Cash flows from financing activities:                                                                                                                                                                                                                                                                                                                          |   |              |            |   |   |   |   |   |
| Net change in variable lending from Caterpillar                                                                                                                                                                                                                                                                                                                |   |              | -               |   |   |   | (26 | ) |
| Proceeds from borrowings with Caterpillar                                                                                                                                                                                                                                                                                                                      |   |              | -               |   |   |   | 600 |   |
| Payments on borrowings with Caterpillar                                                                                                                                                                                                                                                                                                                        |   |              | (600            | ) |   |   | - |   |
| Proceeds from debt issued (original maturities greater than three months)                                                                                                                                                                                                                                                                                      |   |              | 8,703           |   |   |   | 5,738 |   |
| Payments on debt issued (original maturities greater than three months)                                                                                                                                                                                                                                                                                        |   |              | (6,080          | ) |   |   | (7,972 | ) |
| Short-term borrowings, net (original maturities three months or less)                                                                                                                                                                                                                                                                                          |   |              | (809            | ) |   |   | (270 | ) |
| Dividend paid to Caterpillar                                                                                                                                                                                                                                                                                                                                   |   |              | (600            | ) |   |   | (600 | ) |
| Net cash provided by (used in) financing activities                                                                                                                                                                                                                                                                                                            |   |              | 614             |   |   |   | (2,530 | ) |
|                                                                                                                                                                                                                                                                                                                                                           |   |              |            |   |   |   |   |   |
| Effect of exchange rate changes on cash and cash equivalents                                                                                                                                                                                                                                                                                                   |   |              |    48 |   |   |   |   (45 | ) |
|                                                                                                                                                                                                                                                                                                                                                           |   |              |            |   |   |   |   |   |
| (Decrease) in cash and cash equivalents                                                                                                                                                                                                                                                                                                                        |   |              | (223            | ) |   |   | (1,194 | ) |
| Cash and cash equivalents at beginning of year                                                                                                                                                                                                                                                                                                                 |   |              | 1,676           |   |   |   | 2,536 |   |
| Cash and cash equivalents at end of period                                                                                                                                                                                                                                                                                                                     |   | $                 |  1,453     |   |   | $ |  1,342 |   |
|                                                                                                                                                                                                                                                                                                                                                           |   |              |            |   |   |   |   |   |
| Non-cash activity: On January 1, 2010, we adopted the provisions of the new consolidation of variable-interest entities accounting guidance, which resulted in the consolidation of qualifying special purpose entities related to our asset-backed securitization program which had previously been recorded off-balance sheet. Please refer to Note 4B. |   |

----

| 1. | Basis of Presentation |
|----|-----------------------|

----

| 2. | Accumulated Other Comprehensive Income |
|----|----------------------------------------|

| (Millions of dollars)                        |   |               |   |   |               |   |
|----------------------------------------------|--------|--------------------|--------|--------|--------------------|--------|
|                                         |   | September 30, 2011 |   |   | September 30, 2010 |   |
| Foreign currency translation                 |   | $                  | 186    |   |               | $      | 249 |   |
| Derivative financial instruments             |   |               | (7     | )      |               |   | (19 | ) |
| Total Accumulated other comprehensive income |   | $                  | 179    |   |               | $      | 230 |   |
|                                         |   |               |   |   |               |   |   |   |

| 3. | New Accounting Pronouncements |
|----|-------------------------------|

----

| 4. | Financing Activities |
|----|----------------------|

| A. | Credit Quality of Financing Receivables and Allowance for Credit Losses |
|----|-------------------------------------------------------------------------|

| ·   | Customer - Finance receivables with the customer. |
|--------------------|---------------------------------------------------|

| ·   | Dealer - Finance receivables with Caterpillar dealers. |
|--------------------|--------------------------------------------------------|

| ·   | Caterpillar Purchased Receivables - Trade receivables purchased from Caterpillar entities. |
|--------------------|--------------------------------------------------------------------------------------------|

----

| ·   | North America - Finance receivables originated in the United States or Canada. |
|--------------------|--------------------------------------------------------------------------------|

| ·   | Europe - Finance receivables originated in Europe, Africa, Middle East and the Commonwealth of Independent States. |
|--------------------|--------------------------------------------------------------------------------------------------------------------|

| ·   | Asia Pacific - Finance receivables originated in Australia, New Zealand, China, Japan, South Korea and Southeast Asia, as well as large mining customers worldwide. |
|--------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | Latin America - Finance receivables originated in Central and South American countries and Mexico. |
|--------------------|----------------------------------------------------------------------------------------------------|

| ·   | Global Power Finance - Finance receivables related to marine vessels with Caterpillar engines worldwide and Caterpillar electrical power generation, gas compression and co-generation systems and non-Caterpillar equipment that is powered by these systems worldwide. |
|--------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

----

| (Millions of dollars)                                           |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |
|-----------------------------------------------------------------|--------|--------------------------|--------|--------|-------------------------|--------|--------|------------------|--------|--------|--------------------|--------|--------|-------------------------|--------|--------|------------------|--------|
|                                                            |   | As of September 30, 2011 |   |   | As of December 31, 2010 |   |
| Impaired Loans and Finance Leases With No Allowance Recorded(1) |   | Recorded Investment      |   |   | UnpaidPrincipalBalance  |   |   | RelatedAllowance |   |   | RecordedInvestment |   |   | UnpaidPrincipal Balance |   |   | RelatedAllowance |   |
| Customer                                                        |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |
|    North America                                 |   | $                        | 84     |   |                    | $      | 82     |             |   | $      | -                  |   |   | $                       | 87     |   |             | $      | 87 |   |   | $ | - |   |
|    Europe                                        |   |                     | 4      |   |                    |   | 3      |             |   |   | -                  |   |   |                    | 6      |   |             |   | 4 |   |   |   | - |   |
|    Asia Pacific                                  |   |                     | 14     |   |                    |   | 13     |             |   |   | -                  |   |   |                    | 13     |   |             |   | 13 |   |   |   | - |   |
|    Latin America                                 |   |                     | 8      |   |                    |   | 8      |             |   |   | -                  |   |   |                    | 3      |   |             |   | 3 |   |   |   | - |   |
|    Global Power Finance                          |   |                     | 196    |   |                    |   | 196    |             |   |   | -                  |   |   |                    | 174    |   |             |   | 174 |   |   |   | - |   |
| Total                                                           |   | $                        | 306    |   |                    | $      | 302    |             |   | $      | -                  |   |   | $                       | 283    |   |             | $      | 281 |   |   | $ | - |   |
|                                                            |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |
| Impaired Loans and Finance Leases With An Allowance Recorded    |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |
| Customer                                                        |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |
|    North America                                 |   | $                        | 110    |   |                    | $      | 105    |             |   | $      | 25                 |   |   | $                       | 191    |   |             | $      | 185 |   |   | $ | 44 |   |
|    Europe                                        |   |                     | 39     |   |                    |   | 35     |             |   |   | 13                 |   |   |                    | 62     |   |             |   | 57 |   |   |   | 15 |   |
|    Asia Pacific                                  |   |                     | 21     |   |                    |   | 21     |             |   |   | 4                  |   |   |                    | 27     |   |             |   | 27 |   |   |   | 7 |   |
|    Latin America                                 |   |                     | 24     |   |                    |   | 24     |             |   |   | 5                  |   |   |                    | 44     |   |             |   | 43 |   |   |   | 9 |   |
|    Global Power Finance                          |   |                     | 104    |   |                    |   | 103    |             |   |   | 18                 |   |   |                    | 34     |   |             |   | 33 |   |   |   | 4 |   |
| Total                                                           |   | $                        | 298    |   |                    | $      | 288    |             |   | $      | 65                 |   |   | $                       | 358    |   |             | $      | 345 |   |   | $ | 79 |   |
|                                                            |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |
| Total Impaired Loans and Finance Leases                         |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |
| Customer                                                        |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |
|    North America                                 |   | $                        | 194    |   |                    | $      | 187    |             |   | $      | 25                 |   |   | $                       | 278    |   |             | $      | 272 |   |   | $ | 44 |   |
|    Europe                                        |   |                     | 43     |   |                    |   | 38     |             |   |   | 13                 |   |   |                    | 68     |   |             |   | 61 |   |   |   | 15 |   |
|    Asia Pacific                                  |   |                     | 35     |   |                    |   | 34     |             |   |   | 4                  |   |   |                    | 40     |   |             |   | 40 |   |   |   | 7 |   |
|    Latin America                                 |   |                     | 32     |   |                    |   | 32     |             |   |   | 5                  |   |   |                    | 47     |   |             |   | 46 |   |   |   | 9 |   |
|    Global Power Finance                          |   |                     | 300    |   |                    |   | 299    |             |   |   | 18                 |   |   |                    | 208    |   |             |   | 207 |   |   |   | 4 |   |
| Total                                                           |   | $                        | 604    |   |                    | $      | 590    |             |   | $      | 65                 |   |   | $                       | 641    |   |             | $      | 626 |   |   | $ | 79 |   |
|                                                            |   |                     |   |   |                    |   |   |             |   |   |               |   |   |                    |   |   |             |   |   |   |   |   |   |   |

----

| (Millions of dollars)                                           |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |
|-----------------------------------------------------------------|--------|--------------------------------------|--------|--------|--------------------------------------|--------|--------|-----------------------------|--------|--------|----------------------------|--------|
|                                                            |   | Three Months EndedSeptember 30, 2011 |   |   | Three Months EndedSeptember 30, 2010 |   |
| Impaired Loans and Finance Leases With No Allowance Recorded(1) |   | Average Recorded Investment          |   |   | Interest Income Recognized           |   |   | Average Recorded Investment |   |   | Interest Income Recognized |   |
| Customer                                                        |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |
|    North America                                 |   | $                                    | 92     |   |                                 | $      | 1      |                        |   | $      | 43                         |   |   | $ | 1 |   |
|    Europe                                        |   |                                 | 5      |   |                                 |   | -      |                        |   |   | 4                          |   |   |   | - |   |
|    Asia Pacific                                  |   |                                 | 13     |   |                                 |   | 1      |                        |   |   | 7                          |   |   |   | 1 |   |
|    Latin America                                 |   |                                 | 12     |   |                                 |   | -      |                        |   |   | 4                          |   |   |   | - |   |
|    Global Power Finance                          |   |                                 | 231    |   |                                 |   | -      |                        |   |   | 113                        |   |   |   | - |   |
| Total                                                           |   | $                                    | 353    |   |                                 | $      | 2      |                        |   | $      | 171                        |   |   | $ | 2 |   |
|                                                            |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |
| Impaired Loans and Finance Leases With An Allowance Recorded    |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |
| Customer                                                        |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |
|    North America                                 |   | $                                    | 126    |   |                                 | $      | -      |                        |   | $      | 270                        |   |   | $ | 2 |   |
|    Europe                                        |   |                                 | 44     |   |                                 |   | 1      |                        |   |   | 84                         |   |   |   | 1 |   |
|    Asia Pacific                                  |   |                                 | 19     |   |                                 |   | -      |                        |   |   | 41                         |   |   |   | - |   |
|    Latin America                                 |   |                                 | 40     |   |                                 |   | -      |                        |   |   | 37                         |   |   |   | 1 |   |
|    Global Power Finance                          |   |                                 | 126    |   |                                 |   | -      |                        |   |   | 10                         |   |   |   | - |   |
| Total                                                           |   | $                                    | 355    |   |                                 | $      | 1      |                        |   | $      | 442                        |   |   | $ | 4 |   |
|                                                            |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |
| Total Impaired Loans and Finance Leases                         |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |
| Customer                                                        |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |
|    North America                                 |   | $                                    | 218    |   |                                 | $      | 1      |                        |   | $      | 313                        |   |   | $ | 3 |   |
|    Europe                                        |   |                                 | 49     |   |                                 |   | 1      |                        |   |   | 88                         |   |   |   | 1 |   |
|    Asia Pacific                                  |   |                                 | 32     |   |                                 |   | 1      |                        |   |   | 48                         |   |   |   | 1 |   |
|    Latin America                                 |   |                                 | 52     |   |                                 |   | -      |                        |   |   | 41                         |   |   |   | 1 |   |
|    Global Power Finance                          |   |                                 | 357    |   |                                 |   | -      |                        |   |   | 123                        |   |   |   | - |   |
| Total                                                           |   | $                                    | 708    |   |                                 | $      | 3      |                        |   | $      | 613                        |   |   | $ | 6 |   |
|                                                            |   |                                 |   |   |                                 |   |   |                        |   |   |                       |   |   |   |   |   |

----

| (Millions of dollars)                                           |   |                                |   |   |                                |   |   |                        |   |   |                       |   |
|-----------------------------------------------------------------|--------|-------------------------------------|--------|--------|-------------------------------------|--------|--------|-----------------------------|--------|--------|----------------------------|--------|
|                                                            |   | Nine Months EndedSeptember 30, 2011 |   |   | Nine Months EndedSeptember 30, 2010 |   |
| Impaired Loans and Finance Leases With No Allowance Recorded(1) |   | Average Recorded Investment         |   |   | Interest Income Recognized          |   |   | Average Recorded Investment |   |   | Interest Income Recognized |   |
| Customer                                                        |   |                                |   |   |                                |   |   |                        |   |   |                       |   |
|    North America                                 |   | $                                   | 93     |   |                                | $      | 3      |                        |   | $      | 29                         |   |   | $ | 1 |   |
|    Europe                                        |   |                                | 6      |   |                                |   | -      |                        |   |   | 7                          |   |   |   | - |   |
|    Asia Pacific                                  |   |                                | 13     |   |                                |   | 1      |                        |   |   | 7                          |   |   |   | 1 |   |
|    Latin America                                 |   |                                | 8      |   |                                |   | -      |                        |   |   | 4                          |   |   |   | - |   |
|    Global Power Finance                          |   |                                | 223    |   |                                |   | 1      |                        |   |   | 74                         |   |   |   | - |   |
| Total                                                           |   | $                                   | 343    |   |                                | $      | 5      |                        |   | $      | 121                        |   |   | $ | 2 |   |
|                                                            |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |
| Impaired Loans and Finance Leases With An Allowance Recorded    |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |
| Customer                                                        |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |
|    North America                                 |   | $                                   | 160    |   |                                | $      | 4      |                        |   | $      | 292                        |   |   | $ | 9 |   |
|    Europe                                        |   |                                | 53     |   |                                |   | 2      |                        |   |   | 90                         |   |   |   | 3 |   |
|    Asia Pacific                                  |   |                                | 22     |   |                                |   | 1      |                        |   |   | 44                         |   |   |   | 2 |   |
|    Latin America                                 |   |                                | 44     |   |                                |   | 2      |                        |   |   | 34                         |   |   |   | 2 |   |
|    Global Power Finance                          |   |                                | 79     |   |                                |   | -      |                        |   |   | 13                         |   |   |   | - |   |
| Total                                                           |   | $                                   | 358    |   |                                | $      | 9      |                        |   | $      | 473                        |   |   | $ | 16 |   |
|                                                            |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |
| Total Impaired Loans and Finance Leases                         |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |
| Customer                                                        |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |
|    North America                                 |   | $                                   | 253    |   |                                | $      | 7      |                        |   | $      | 321                        |   |   | $ | 10 |   |
|    Europe                                        |   |                                | 59     |   |                                |   | 2      |                        |   |   | 97                         |   |   |   | 3 |   |
|    Asia Pacific                                  |   |                                | 35     |   |                                |   | 2      |                        |   |   | 51                         |   |   |   | 3 |   |
|    Latin America                                 |   |                                | 52     |   |                                |   | 2      |                        |   |   | 38                         |   |   |   | 2 |   |
|    Global Power Finance                          |   |                                | 302    |   |                                |   | 1      |                        |   |   | 87                         |   |   |   | - |   |
| Total                                                           |   | $                                   | 701    |   |                                | $      | 14     |                        |   | $      | 594                        |   |   | $ | 18 |   |
|                                                            |   |                                |   |   |                                |   |   |                        |   |   |                       |   |   |   |   |   |

----

| (Millions of dollars)                  |   |               |   |   |              |   |
|----------------------------------------|--------|--------------------|--------|--------|-------------------|--------|
|                                   |   | September 30, 2011 |   |   | December 31, 2010 |   |
| Customer                               |   |               |   |   |              |   |
|    North America        |   | $                  | 150    |   |              | $      | 217 |   |
|    Europe               |   |               | 112    |   |              |   | 89 |   |
|    Asia Pacific         |   |               | 39     |   |              |   | 31 |   |
|    Latin America        |   |               | 116    |   |              |   | 139 |   |
|    Global Power Finance |   |               | 211    |   |              |   | 163 |   |
| Total                                  |   | $                  | 628    |   |              | $      | 639 |   |
|                                   |   |               |   |   |              |   |   |   |

| (Millions of dollars)                  |   |               |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |
|----------------------------------------|--------|--------------------|--------|--------|--------|--------|--------|--------|--------|--------|--------|--------|--------|---------------|--------|--------|---------|--------|--------|--------------------------|--------|
|                                   |   | September 30, 2011 |   |
|                                   |   |               | 31-60  |   |   |   | 61-90  |   |   |   | 91+    |   |   | TotalPast Due |   |   | Current |   |   | Total FinanceReceivables |   |   | 91+ StillAccruing |   |
| Customer                               |   |               |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |
|    North America        |   | $                  | 90     |   |   | $      | 31     |   |   | $      | 139    |   |   | $             | 260    |   |    | $      | 5,290  |                     |   | $ | 5,550 |   |   | $ | 13 |   |
|    Europe               |   |               | 31     |   |   |   | 18     |   |   |   | 113    |   |   |          | 162    |   |    |   | 2,142  |                     |   |   | 2,304 |   |   |   | 10 |   |
|    Asia Pacific         |   |               | 59     |   |   |   | 23     |   |   |   | 53     |   |   |          | 135    |   |    |   | 4,307  |                     |   |   | 4,442 |   |   |   | 16 |   |
|    Latin America        |   |               | 45     |   |   |   | 17     |   |   |   | 104    |   |   |          | 166    |   |    |   | 2,267  |                     |   |   | 2,433 |   |   |   | - |   |
|    Global Power Finance |   |               | 52     |   |   |   | 16     |   |   |   | 111    |   |   |          | 179    |   |    |   | 2,739  |                     |   |   | 2,918 |   |   |   | 10 |   |
| Dealer                                 |   |               |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |   |   |   |   |
|    North America        |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 2,377  |                     |   |   | 2,377 |   |   |   | - |   |
|    Europe               |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 328    |                     |   |   | 328 |   |   |   | - |   |
|    Asia Pacific         |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 433    |                     |   |   | 433 |   |   |   | - |   |
|    Latin America        |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 708    |                     |   |   | 708 |   |   |   | - |   |
|    Global Power Finance |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | -      |                     |   |   | - |   |   |   | - |   |
| Caterpillar Purchased Receivables      |   |               |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |   |   |   |   |
|    North America        |   |               | 16     |   |   |   | 4      |   |   |   | 6      |   |   |          | 26     |   |    |   | 1,486  |                     |   |   | 1,512 |   |   |   | 6 |   |
|    Europe               |   |               | 1      |   |   |   | -      |   |   |   | -      |   |   |          | 1      |   |    |   | 440    |                     |   |   | 441 |   |   |   | - |   |
|    Asia Pacific         |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 391    |                     |   |   | 391 |   |   |   | - |   |
|    Latin America        |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 407    |                     |   |   | 407 |   |   |   | - |   |
|    Global Power Finance |   |               | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 27     |                     |   |   | 27 |   |   |   | - |   |
| Total                                  |   | $                  | 294    |   |   | $      | 109    |   |   | $      | 526    |   |   | $             | 929    |   |    | $      | 23,342 |                     |   | $ | 24,271 |   |   | $ | 55 |   |
|                                   |   |               |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |   |   |   |   |

----

| (Millions of dollars)                  |   |              |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |
|----------------------------------------|--------|-------------------|--------|--------|--------|--------|--------|--------|--------|--------|--------|--------|--------|---------------|--------|--------|---------|--------|--------|--------------------------|--------|
|                                   |   | December 31, 2010 |   |
|                                   |   |              | 31-60  |   |   |   | 61-90  |   |   |   | 91+    |   |   | TotalPast Due |   |   | Current |   |   | Total FinanceReceivables |   |   | 91+ StillAccruing |   |
| Customer                               |   |              |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |
|    North America        |   | $                 | 139    |   |   | $      | 44     |   |   | $      | 228    |   |   | $             | 411    |   |    | $      | 6,037  |                     |   | $ | 6,448 |   |   | $ | 27 |   |
|    Europe               |   |              | 27     |   |   |   | 12     |   |   |   | 106    |   |   |          | 145    |   |    |   | 2,365  |                     |   |   | 2,510 |   |   |   | 26 |   |
|    Asia Pacific         |   |              | 63     |   |   |   | 17     |   |   |   | 37     |   |   |          | 117    |   |    |   | 3,412  |                     |   |   | 3,529 |   |   |   | 12 |   |
|    Latin America        |   |              | 44     |   |   |   | 16     |   |   |   | 144    |   |   |          | 204    |   |    |   | 2,222  |                     |   |   | 2,426 |   |   |   | 1 |   |
|    Global Power Finance |   |              | 18     |   |   |   | 17     |   |   |   | 54     |   |   |          | 89     |   |    |   | 2,978  |                     |   |   | 3,067 |   |   |   | 25 |   |
| Dealer                                 |   |              |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |   |   |   |   |
|    North America        |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 1,993  |                     |   |   | 1,993 |   |   |   | - |   |
|    Europe               |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 344    |                     |   |   | 344 |   |   |   | - |   |
|    Asia Pacific         |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 296    |                     |   |   | 296 |   |   |   | - |   |
|    Latin America        |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 659    |                     |   |   | 659 |   |   |   | - |   |
|    Global Power Finance |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 19     |                     |   |   | 19 |   |   |   | - |   |
| Caterpillar Purchased Receivables      |   |              |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |   |   |   |   |
|    North America        |   |              | 3      |   |   |   | 1      |   |   |   | 1      |   |   |          | 5      |   |    |   | 1,285  |                     |   |   | 1,290 |   |   |   | 1 |   |
|    Europe               |   |              | 1      |   |   |   | -      |   |   |   | -      |   |   |          | 1      |   |    |   | 109    |                     |   |   | 110 |   |   |   | - |   |
|    Asia Pacific         |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 215    |                     |   |   | 215 |   |   |   | - |   |
|    Latin America        |   |              | -      |   |   |   | -      |   |   |   | -      |   |   |          | -      |   |    |   | 173    |                     |   |   | 173 |   |   |   | - |   |
|    Global Power Finance |   |              | 3      |   |   |   | -      |   |   |   | -      |   |   |          | 3      |   |    |   | 24     |                     |   |   | 27 |   |   |   | - |   |
| Total                                  |   | $                 | 298    |   |   | $      | 107    |   |   | $      | 570    |   |   | $             | 975    |   |    | $      | 22,131 |                     |   | $ | 23,106 |   |   | $ | 92 |   |
|                                   |   |              |   |   |   |   |   |   |   |   |   |   |   |          |   |   |    |   |   |                     |   |   |   |   |   |   |   |   |

----

| (Millions of dollars)                                              |   |               |     |   |   |   |   |                             |   |   |   |   |
|--------------------------------------------------------------------|--------|--------------------|----------|--------|--------|--------|--------|----------------------------------|--------|--------|--------|--------|
|                                                               |   | September 30, 2011 |     |
| Allowance for Credit Losses:                                       |   | Customer           |     |   | Dealer |   |   | Caterpillar PurchasedReceivables |   |   | Total  |   |
| Balance at beginning of year                                       |   | $                  | 357      |   |   | $      | 5      |                             |   | $      | 1      |   |   | $ | 363 |   |
|    Receivables written off                          |   |               | (159     | )      |   |   | -      |                             |   |   | -      |   |   |   | (159 | ) |
|    Recoveries on receivables previously written off |   |               | 39       |   |   |   | -      |                             |   |   | -      |   |   |   | 39 |   |
|    Provision for credit losses                      |   |               | 119      |   |   |   | 1      |                             |   |   | 2      |   |   |   | 122 |   |
|    Adjustment due to sale of receivables            |   |               | (1       | )      |   |   | -      |                             |   |   | -      |   |   |   | (1 | ) |
|    Foreign currency translation adjustment          |   |               |  (2 | )      |   |   | -      |                             |   |   | -      |   |   |   | (2 | ) |
| Balance at end of period                                           |   | $                  | 353      |   |   | $      | 6      |                             |   | $      | 3      |   |   | $ | 362 |   |
|                                                               |   |               |     |   |   |   |   |                             |   |   |   |   |   |   |   |   |
| Individually evaluated for impairment                              |   | $                  | 65       |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 65 |   |
| Collectively evaluated for impairment                              |   |               | 288      |   |   |   | 6      |                             |   |   | 3      |   |   |   | 297 |   |
| Ending Balance                                                     |   | $                  | 353      |   |   | $      | 6      |                             |   | $      | 3      |   |   | $ | 362 |   |
|                                                               |   |               |     |   |   |   |   |                             |   |   |   |   |   |   |   |   |
| Recorded Investment in Finance Receivables:                        |   |               |     |   |   |   |   |                             |   |   |   |   |   |   |   |   |
| Individually evaluated for impairment                              |   | $                  | 604      |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 604 |   |
| Collectively evaluated for impairment                              |   |               | 17,043   |   |   |   | 3,846  |                             |   |   | 2,778  |   |   |   | 23,667 |   |
| Ending Balance                                                     |   | $                  | 17,647   |   |   | $      | 3,846  |                             |   | $      | 2,778  |   |   | $ | 24,271 |   |
|                                                               |   |               |     |   |   |   |   |                             |   |   |   |   |   |   |   |   |

----

| (Millions of dollars)                                                             |   |              |   |   |   |   |   |                             |   |   |   |   |
|-----------------------------------------------------------------------------------|--------|-------------------|--------|--------|--------|--------|--------|----------------------------------|--------|--------|--------|--------|
| Allowance for Credit Losses:                                                      |   | December 31, 2010 |   |   |   |   |   |                             |   |   |   |   |
| Balance at beginning of year                                                      |   | $                 | 377    |   |   |   |   |                             |   |   |   |   |   |
|    Adjustment to adopt consolidation of variable-interest entities |   |              | 18     |   |   |   |   |                             |   |   |   |   |   |
|    Receivables written off                                         |   |              | (288   | )      |   |   |   |                             |   |   |   |   |   |
|    Recoveries on receivables previously written off                |   |              | 51     |   |   |   |   |                             |   |   |   |   |   |
|    Provision for credit losses                                     |   |              | 205    |   |   |   |   |                             |   |   |   |   |   |
|    Adjustment due to sale of receivables                           |   |              | -      |   |   |   |   |                             |   |   |   |   |   |
|    Foreign currency translation adjustment                         |   |              | -      |   |   |   |   |                             |   |   |   |   |   |
| Balance at end of year                                                            |   | $                 | 363    |   |   |   |   |                             |   |   |   |   |   |
|                                                                              |   |              |   |   |   |   |   |                             |   |   |   |   |   |
|                                                                              |   | December 31, 2010 |   |
|                                                                              |   | Customer          |   |   | Dealer |   |   | Caterpillar PurchasedReceivables |   |   | Total  |   |
| Individually evaluated for impairment                                             |   | $                 | 79     |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 79 |   |
| Collectively evaluated for impairment                                             |   |              | 278    |   |   |   | 5      |                             |   |   | 1      |   |   |   | 284 |   |
| Ending Balance                                                                    |   | $                 | 357    |   |   | $      | 5      |                             |   | $      | 1      |   |   | $ | 363 |   |
|                                                                              |   |              |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |
| Recorded Investment in Finance Receivables:                                       |   |              |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |
| Individually evaluated for impairment                                             |   | $                 | 641    |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 641 |   |
| Collectively evaluated for impairment                                             |   |              | 17,339 |   |   |   | 3,311  |                             |   |   | 1,815  |   |   |   | 22,465 |   |
| Ending Balance                                                                    |   | $                 | 17,980 |   |   | $      | 3,311  |                             |   | $      | 1,815  |   |   | $ | 23,106 |   |
|                                                                              |   |              |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |

----

| (Millions of dollars)                  |   |               |   |   |   |   |   |                             |   |   |   |   |
|----------------------------------------|--------|--------------------|--------|--------|--------|--------|--------|----------------------------------|--------|--------|--------|--------|
|                                   |   | September 30, 2011 |   |
|                                   |   | Customer           |   |   | Dealer |   |   | Caterpillar PurchasedReceivables |   |   | Total  |   |
| Performing                             |   |               |   |   |   |   |   |                             |   |   |   |   |
|    North America        |   | $                  | 5,400  |   |   | $      | 2,377  |                             |   | $      | 1,512  |   |   | $ | 9,289 |   |
|    Europe               |   |               | 2,192  |   |   |   | 328    |                             |   |   | 441    |   |   |   | 2,961 |   |
|    Asia Pacific         |   |               | 4,403  |   |   |   | 433    |                             |   |   | 391    |   |   |   | 5,227 |   |
|    Latin America        |   |               | 2,317  |   |   |   | 708    |                             |   |   | 407    |   |   |   | 3,432 |   |
|    Global Power Finance |   |               | 2,707  |   |   |   | -      |                             |   |   | 27     |   |   |   | 2,734 |   |
| Total Performing                       |   | $                  | 17,019 |   |   | $      | 3,846  |                             |   | $      | 2,778  |   |   | $ | 23,643 |   |
| Non-Performing                         |   |               |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |
|    North America        |   | $                  | 150    |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 150 |   |
|    Europe               |   |               | 112    |   |   |   | -      |                             |   |   | -      |   |   |   | 112 |   |
|    Asia Pacific         |   |               | 39     |   |   |   | -      |                             |   |   | -      |   |   |   | 39 |   |
|    Latin America        |   |               | 116    |   |   |   | -      |                             |   |   | -      |   |   |   | 116 |   |
|    Global Power Finance |   |               | 211    |   |   |   | -      |                             |   |   | -      |   |   |   | 211 |   |
| Total Non-Performing                   |   | $                  | 628    |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 628 |   |
| Total Performing and Non-Performing    |   |               |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |
|    North America        |   | $                  | 5,550  |   |   | $      | 2,377  |                             |   | $      | 1,512  |   |   | $ | 9,439 |   |
|    Europe               |   |               | 2,304  |   |   |   | 328    |                             |   |   | 441    |   |   |   | 3,073 |   |
|    Asia Pacific         |   |               | 4,442  |   |   |   | 433    |                             |   |   | 391    |   |   |   | 5,266 |   |
|    Latin America        |   |               | 2,433  |   |   |   | 708    |                             |   |   | 407    |   |   |   | 3,548 |   |
|    Global Power Finance |   |               | 2,918  |   |   |   | -      |                             |   |   | 27     |   |   |   | 2,945 |   |
| Total                                  |   | $                  | 17,647 |   |   | $      | 3,846  |                             |   | $      | 2,778  |   |   | $ | 24,271 |   |
|                                   |   |               |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |

----

| (Millions of dollars)                  |   |              |   |   |   |   |   |                             |   |   |   |   |
|----------------------------------------|--------|-------------------|--------|--------|--------|--------|--------|----------------------------------|--------|--------|--------|--------|
|                                   |   | December 31, 2010 |   |
|                                   |   | Customer          |   |   | Dealer |   |   | Caterpillar PurchasedReceivables |   |   | Total  |   |
| Performing                             |   |              |   |   |   |   |   |                             |   |   |   |   |
|    North America        |   | $                 | 6,231  |   |   | $      | 1,993  |                             |   | $      | 1,290  |   |   | $ | 9,514 |   |
|    Europe               |   |              | 2,421  |   |   |   | 344    |                             |   |   | 110    |   |   |   | 2,875 |   |
|    Asia Pacific         |   |              | 3,498  |   |   |   | 296    |                             |   |   | 215    |   |   |   | 4,009 |   |
|    Latin America        |   |              | 2,287  |   |   |   | 659    |                             |   |   | 173    |   |   |   | 3,119 |   |
|    Global Power Finance |   |              | 2,904  |   |   |   | 19     |                             |   |   | 27     |   |   |   | 2,950 |   |
| Total Performing                       |   | $                 | 17,341 |   |   | $      | 3,311  |                             |   | $      | 1,815  |   |   | $ | 22,467 |   |
| Non-Performing                         |   |              |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |
|    North America        |   | $                 | 217    |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 217 |   |
|    Europe               |   |              | 89     |   |   |   | -      |                             |   |   | -      |   |   |   | 89 |   |
|    Asia Pacific         |   |              | 31     |   |   |   | -      |                             |   |   | -      |   |   |   | 31 |   |
|    Latin America        |   |              | 139    |   |   |   | -      |                             |   |   | -      |   |   |   | 139 |   |
|    Global Power Finance |   |              | 163    |   |   |   | -      |                             |   |   | -      |   |   |   | 163 |   |
| Total Non-Performing                   |   | $                 | 639    |   |   | $      | -      |                             |   | $      | -      |   |   | $ | 639 |   |
| Total Performing and Non-Performing    |   |              |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |
|    North America        |   | $                 | 6,448  |   |   | $      | 1,993  |                             |   | $      | 1,290  |   |   | $ | 9,731 |   |
|    Europe               |   |              | 2,510  |   |   |   | 344    |                             |   |   | 110    |   |   |   | 2,964 |   |
|    Asia Pacific         |   |              | 3,529  |   |   |   | 296    |                             |   |   | 215    |   |   |   | 4,040 |   |
|    Latin America        |   |              | 2,426  |   |   |   | 659    |                             |   |   | 173    |   |   |   | 3,258 |   |
|    Global Power Finance |   |              | 3,067  |   |   |   | 19     |                             |   |   | 27     |   |   |   | 3,113 |   |
| Total                                  |   | $                 | 17,980 |   |   | $      | 3,311  |                             |   | $      | 1,815  |   |   | $ | 23,106 |   |
|                                   |   |              |   |   |   |   |   |                             |   |   |   |   |   |   |   |   |

----

| (Dollars in millions)                    |   |                                 |   |   |                                   |   |   |                                    |   |   |                |   |   |                                   |   |   |                                    |   |
|------------------------------------------|--------|--------------------------------------|--------|--------|----------------------------------------|--------|--------|-----------------------------------------|--------|--------|---------------------|--------|--------|----------------------------------------|--------|--------|-----------------------------------------|--------|
|                                     |   | Three Months EndedSeptember 30, 2011 |   |   | Nine Months EndedSeptember 30, 2011    |   |
|                                     |   | Number of Contracts                  |   |   | Pre-TDR Outstanding RecordedInvestment |   |   | Post-TDR Outstanding RecordedInvestment |   |   | Number of Contracts |   |   | Pre-TDR Outstanding RecordedInvestment |   |   | Post-TDR Outstanding RecordedInvestment |   |
| Customer                                 |   |                                 |   |   |                                   |   |   |                                    |   |   |                |   |   |                                   |   |   |                                    |   |
|   North America                |   |                                 | 14     |   |                                   | $      | 2      |                                    |   | $      | 2                   |   |   |                                   | 53     |   |                                    | $      | 11 |   |   | $ | 11 |   |
|   Europe                       |   |                                 | -      |   |                                   |   | -      |                                    |   |   | -                   |   |   |                                   | 6      |   |                                    |   | 7 |   |   |   | 7 |   |
|   Asia Pacific                 |   |                                 | -      |   |                                   |   | -      |                                    |   |   | -                   |   |   |                                   | -      |   |                                    |   | - |   |   |   | - |   |
|   Latin America                |   |                                 | -      |   |                                   |   | -      |                                    |   |   | -                   |   |   |                                   | 12     |   |                                    |   | 10 |   |   |   | 10 |   |
|   Global Power Finance (1) (2) |   |                                 | -      |   |                                   |   | -      |                                    |   |   | -                   |   |   |                                   | 31     |   |                                    |   | 113 |   |   |   | 113 |   |
| Total(3)                                 |   |                                 | 14     |   |                                   | $      | 2      |                                    |   | $      | 2                   |   |   |                                   | 102    |   |                                    | $      | 141 |   |   | $ | 141 |   |
|                                     |   |                                 |   |   |                                   |   |   |                                    |   |   |                |   |   |                                   |   |   |                                    |   |   |   |   |   |   |   |
|                                     |   |                                 |   |   |                                   |   |   |                                    |   |   |                |   |   |                                   |   |   |                                    |   |   |   |   |   |   |   |

| (Dollars in millions)            |   |                                 |   |   |                                |   |   |                |   |   |                         |   |
|----------------------------------|--------|--------------------------------------|--------|--------|-------------------------------------|--------|--------|---------------------|--------|--------|------------------------------|--------|
|                             |   |                                 |   |   |                                |   |   |                |   |   |                         |   |
|                             |   | Three Months EndedSeptember 30, 2011 |   |   | Nine Months EndedSeptember 30, 2011 |   |
|                             |   | Number of Contracts                  |   |   | Post-TDR Recorded Investment        |   |   | Number of Contracts |   |   | Post-TDR Recorded Investment |   |
| Customer                         |   |                                 |   |   |                                |   |   |                |   |   |                         |   |
|   North America        |   |                                 | 3      |   |                                | $      | 16     |                |   |   | 44                           |   |   | $ | 25 |   |
|   Europe               |   |                                 | -      |   |                                |   | -      |                |   |   | 1                            |   |   |   | 1 |   |
|   Asia Pacific         |   |                                 | -      |   |                                |   | -      |                |   |   | -                            |   |   |   | - |   |
|   Latin America        |   |                                 | 7      |   |                                |   | 4      |                |   |   | 7                            |   |   |   | 4 |   |
|   Global Power Finance |   |                                 | 5      |   |                                |   | 65     |                |   |   | 14                           |   |   |   | 70 |   |
| Total                            |   |                                 | 15     |   |                                | $      | 85     |                |   |   | 66                           |   |   | $ | 100 |   |
|                             |   |                                 |   |   |                                |   |   |                |   |   |                         |   |   |   |   |   |

----

| B. | Sales and Servicing of Finance Receivables |
|----|--------------------------------------------|

| C. | Purchases of trade receivables from Caterpillar entities |
|----|----------------------------------------------------------|

----

| 5. | Derivative Financial Instruments and Risk Management |
|----|------------------------------------------------------|

----

| (Millions of dollars)                        |                                                   |   |                         |   |   |              |   |   |
|----------------------------------------------|--------------------------------------------------------|--------|------------------------------|--------|--------|-------------------|--------|--------|
|                                         |                                                   |   | Asset (Liability) Fair Value |
|                                         | Consolidated Statements of Financial Position Location |   | September 30, 2011           |   |   | December 31, 2010 |
| Designated derivatives                       |                                                   |   |                         |   |   |              |
|    Interest rate contracts    | Other assets                                           |   | $                            | 269    |   |              | $      | 211    |   |
|    Interest rate contracts    | Accrued expenses                                       |   |                         | (7     | )      |              |   | (18    | ) |
|                                         |                                                   |   | $                            | 262    |   |              | $      | 193    |   |
| Undesignated derivatives                     |                                                   |   |                         |   |   |              |   |   |   |   |
|    Foreign exchange contracts | Other assets                                           |   | $                            | 13     |   |              | $      | 6      |   |
|    Foreign exchange contracts | Accrued expenses                                       |   |                         | (20    | )      |              |   | (9     | ) |
|    Interest rate contracts    | Other assets                                           |   |                         | -      |   |              |   | -      |   |
|    Interest rate contracts    | Accrued expenses                                       |   |                         | (1     | )      |              |   | (1     | ) |
|                                         |                                                   |   | $                            | (8     | )      |              | $      | (4     | ) |
|                                         |                                                   |   |                         |   |   |              |   |   |   |   |

| (Millions of dollars)                                                       |   |   |   |
|-----------------------------------------------------------------------------|--------|--------|--------|
| Balance as of December 31, 2010, net of tax of $6                           |   | $      | (14    | ) |
|    Gains (losses) deferred during the year, net of tax of $1 |   |   | (4     | ) |
|    (Gains) losses reclassified to earnings, net of tax of $4 |   |   | 11     |   |
| Balance as of September 30, 2011, net of tax of $3                          |   | $      | (7     | ) |
|                                                                        |   |   |   |   |

| (Millions of dollars)                                                        |   |   |   |
|------------------------------------------------------------------------------|--------|--------|--------|
| Balance as of December 31, 2009, net of tax of $21                           |   | $      | (41    | ) |
|    Gains (losses) deferred during the year, net of tax of $2  |   |   | (6     | ) |
|    (Gains) losses reclassified to earnings, net of tax of $14 |   |   | 28     |   |
| Balance as of September 30, 2010, net of tax of $9                           |   | $      | (19    | ) |
|                                                                         |   |   |   |   |

----

| Fair Value Hedges       |
|-------------------------|
| (Millions of dollars)   |
|                    |   |   | Three Months Ended September 30, 2011 |   | Three Months Ended September 30, 2010 |
|                    | Classification |   | Gains (Losses)on Derivatives |   | Gains (Losses)on Borrowings |   | Gains (Losses)on Derivatives |   | Gains (Losses)on Borrowings |
| Interest rate contracts | Other income (expense) |   | $ | 70 |   |   | $ | (77) |   |   | $ | 63 |   |   | $ | (61) |   |
|                    |   |   | $ | 70 |   |   | $ | (77) |   |   | $ | 63 |   |   | $ | (61) |   |
|                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |
|                    |   |   | Nine Months Ended September 30, 2011 |   | Nine Months EndedSeptember 30, 2010 |
| Interest rate contracts | Other income (expense) |   | $ | 59 |   |   | $ | (65) |   |   | $ | 204 |   |   | $ | (195) |   |
|                    |   |   | $ | 59 |   |   | $ | (65) |   |   | $ | 204 |   |   | $ | (195) |   |
|                    |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |   |

----

| Cash Flow Hedges        |
|-------------------------|
| (Millions of dollars)   |
|                    |
|                    |   |   | Three Months Ended September 30, 2011 |
|                    | Classification ofGains (Losses) |   | Reclassified from AOCIto Earnings(Effective Portion) |   | Recognized in Earnings(Ineffective Portion) |
| Interest rate contracts | Interest expense |   | $ | (3) |   |   | $ | - |   |
| Interest rate contracts | Other income (expense) |   |   |      - |   |   |   |     (2) |   |
|                    |   |   | $ | (3) |   |   | $ | (2) |   |
|                    |   |   |   |   |   |   |   |   |   |
|                    |   |   |   |
|                    |   |   | Three Months Ended September 30, 2010 |
|                    | Classification ofGains (Losses) |   | Reclassified from AOCIto Earnings(Effective Portion) |   | Recognized in Earnings(Ineffective Portion) |
| Interest rate contracts | Interest expense |   | $ | (10) |   |   | $ | - |   |
| Interest rate contracts | Other income (expense) |   |   |        - |   |   |   |       (2) |   |
|                    |   |   | $ | (10) |   |   | $ | (2) |   |
|                    |   |   |   |   |
|                    |   |   | Nine Months Ended September 30, 2011 |
|                    | Classification ofGains (Losses) |   | Reclassified from AOCIto Earnings(Effective Portion) |   | Recognized in Earnings(Ineffective Portion) |
| Interest rate contracts | Interest expense |   | $ | (15) |   |   | $ | - |   |
| Interest rate contracts | Other income (expense) |   |   |         - |   |   |   |     (1) |   |
|                    |   |   | $ | (15) |   |   | $ | (1) |   |
|                    |   |   |   |   |   |   |   |   |   |
|                    |   |   |   |
|                    |   |   | Nine Months Ended September 30, 2010 |
|                    | Classification ofGains (Losses) |   | Reclassified from AOCIto Earnings(Effective Portion) |   | Recognized in Earnings(Ineffective Portion) |
| Interest rate contracts | Interest expense |   | $ | (42) |   |   | $ | - |   |
| Interest rate contracts | Other income (expense) |   |   |         - |   |   |   |     (1) |   |
|                    |   |   | $ | (42) |   |   | $ | (1) |   |
|                    |   |   |   |   |

----

| Undesignated Derivatives   |                                |   |                                  |   |    |                                  |   |
|----------------------------|-------------------------------------|--------|---------------------------------------|--------|---------|---------------------------------------|--------|
| (Millions of dollars)      |                                |   |                                  |   |    |                                  |   |
|                       | Classification of Gains or (Losses) |   | Three Months Ended September 30, 2011 |   |    | Three Months Ended September 30, 2010 |   |
| Foreign exchange contracts | Other income (expense)              |   | $                                     | (10    | )       |                                  | $      | 12 |   |
| Interest rate contracts    | Other income (expense)              |   |                                  | -      |    |                                  |   | 2 |   |
|                       |                                |   | $                                     | (10    | )       |                                  | $      | 14 |   |
|                       |                                |   |                                  |   |    |                                  |   |   |   |
|                       | Classification of Gains or (Losses) |   | Nine Months EndedSeptember 30, 2011   |   |    | Nine Months EndedSeptember 30, 2010   |   |
| Foreign exchange contracts | Other income (expense)              |   | $                                     | (12    | )  |                                  | $      | 23 |   |
| Interest rate contracts    | Other income (expense)              |   |                                  | -      |    |                                  |   | 3 |   |
|                       |                                |   | $                                     | (12    | )  |                                  | $      | 26 |   |
|                       |                                |   |                                  |   |    |                                  |   |   |   |
|                       |                                |   |                                  |   |    |                                  |   |   |   |

| 6. | Segment Information |
|----|---------------------|

| ·  | North America: We have offices in the United States and Canada that serve local dealers and customers.  This segment also includes certain unallocated corporate headquarter expenses.                                                                                                                                                                                                                                                                                                                                                    |
|--------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| ·  | Asia-Pacific and Mining: This segment includes offices in Australia, New Zealand, China, Japan, South Korea and Southeast Asia that serve local dealers and customers and also includes large mining customers worldwide.  This segment also provides project financing in various countries.                                                                                                                                                                                                                                             |
| ·  | Europe and Global Power Finance: This segment includes our offices that serve dealers and customers in Europe, Africa, Middle East and the Commonwealth of Independent States.  This segment also includes the Global Power Finance Division (GPF), which finances marine vessels with Caterpillar engines worldwide and also provides debt financing for Caterpillar electrical power generation, gas compression and co-generation systems, as well as non-Caterpillar equipment that is powered by these systems worldwide.  |
| ·  | Latin America: We have offices in Brazil, Mexico and Chile that serve local dealers and customers in Central and South America.                                                                                                                                                                                                                                                                                                                                                                                                                     |

----

| Supplemental segment data for the three months ended September 30, |   |
|--------------------------------------------------------------------|--------|

| (Millions of dollars) 2011 |   | NorthAmerica             |   |   | Europeand GPF |   |   | Latin America  |   |   | Asia-Pacificand Mining |   |   | Total  |   |
|---------------------------------|--------|--------------------------|--------|--------|---------------|--------|--------|--------------------------|--------|--------|------------------------|--------|--------|--------|--------|
| External revenue                |   | $                        | 250    |   |          | $      | 122    |                     |   | $      | 93                     |   |   | $      | 203    |   |   | $ | 668 |   |
| Inter-segment revenue           |   |                     | 12     |   |          |   | -      |                     |   |   | -                      |   |   |   | -      |   |   |   | 12 |   |
| Profit (loss)                   |   |                     | 31     |   |          |   | (1     | )                        |   |   | 25                     |   |   |   | 38     |   |   |   | 93 |   |
|                            |   |                     |   |   |          |   |   |                     |   |   |                   |   |   |   |   |   |   |   |   |   |
|  2010                      |   | North  America |   |   | Europeand GPF |   |   | Latin America  |   |   | Asia-Pacificand Mining |   |   | Total  |   |
| External revenue                |   | $                        | 267    |   |          | $      | 123    |                     |   | $      | 76                     |   |   | $      | 174    |   |   | $ | 640 |   |
| Inter-segment revenue           |   |                     | 5      |   |          |   | -      |                     |   |   | -                      |   |   |   | -      |   |   |   | 5 |   |
| Profit (loss)                   |   |                     | (3     | )      |          |   | 23     |                     |   |   | 18                     |   |   |   | 35     |   |   |   | 73 |   |
|                            |   |                     |   |   |          |   |   |                     |   |   |                   |   |   |   |   |   |   |   |   |   |

| (Millions of dollars) 2011 |   | North  America |   |   | Europeand GPF |   |   | Latin America  |   |   | Asia-Pacificand Mining |   |   | Total  |   |
|---------------------------------|--------|--------------------------|--------|--------|---------------|--------|--------|--------------------------|--------|--------|------------------------|--------|--------|--------|--------|
| External revenue                |   | $                        | 768    |   |          | $      | 375    |                     |   | $      | 259                    |   |   | $      | 581    |   |   | $ | 1,983 |   |
| Inter-segment revenue           |   |                     | 27     |   |          |   | -      |                     |   |   | -                      |   |   |   | -      |   |   |   | 27 |   |
| Profit                          |   |                     | 73     |   |          |   | 45     |                     |   |   | 59                     |   |   |   | 106    |   |   |   | 283 |   |
|                            |   |                     |   |   |          |   |   |                     |   |   |                   |   |   |   |   |   |   |   |   |   |
|  2010                      |   | North America            |   |   | Europeand GPF |   |   | Latin America  |   |   | Asia-Pacificand Mining |   |   | Total  |   |
| External revenue                |   | $                        | 802    |   |          | $      | 379    |                     |   | $      | 219                    |   |   | $      | 519    |   |   | $ | 1,919 |   |
| Inter-segment revenue           |   |                     | 17     |   |          |   | -      |                     |   |   | -                      |   |   |   | -      |   |   |   | 17 |   |
| Profit (loss)                   |   |                     | (10    | )      |          |   | 62     |                     |   |   | 61                     |   |   |   | 95     |   |   |   | 208 |   |
|                            |   |                     |   |   |          |   |   |                     |   |   |                   |   |   |   |   |   |   |   |   |   |

| (Millions of dollars)   |   | NorthAmerica |   |   | Europeand GPF |   |   | Latin America  |   |   | Asia-Pacificand Mining |   |   | Total  |   |
|-----------------------------------|--------|--------------|--------|--------|---------------|--------|--------|--------------------------|--------|--------|------------------------|--------|--------|--------|--------|
| Assets as of September 30, 2011   |   | $            | 16,731 |   |          | $      | 7,225  |                     |   | $      | 3,786                  |   |   | $      | 6,731  |   |   | $ | 34,473 |   |
|                              |   |         |   |   |          |   |   |                     |   |   |                   |   |   |   |   |   |   |   |   |   |
| Assets as of December 31, 2010    |   | $            | 15,774 |   |          | $      | 7,434  |                     |   | $      | 3,392                  |   |   | $      | 5,799  |   |   | $ | 32,399 |   |
|                              |   |         |   |   |          |   |   |                     |   |   |                   |   |   |   |   |   |   |   |   |   |

----

| (Millions of dollars)Reconciliation of assets: |   | September 30, 2011 |   |   | December 31, 2010 |   |
|------------------------------------------------|--------|--------------------|--------|--------|-------------------|--------|
| Assets from segments                           |   | $                  | 34,473 |   |              | $      | 32,399 |   |
| Less: Investment in subsidiaries               |   |               | (1,172 | )      |              |   | (1,117 | ) |
| Less: Inter-segment balances                   |   |               | (3,836 | )      |              |   | (2,530 | ) |
| Total                                          |   | $                  | 29,465 |   |              | $      | 28,752 |   |
|                                           |   |               |   |   |              |   |   |   |

| 7. | Guarantees |
|----|------------|

| (Millions of dollars)  |   | September 30, 2011 |   |   | December 31, 2010 |   |
|-----------------------------|--------|--------------------|--------|--------|-------------------|--------|
| Customer guarantees         |   | $                  | 127    |   |              | $      | 139 |   |
| Limited indemnity           |   |               | 12     |   |              |   | 17 |   |
| Total guarantees            |   | $                  | 139    |   |              | $      | 156 |   |
|                        |   |               |   |   |              |   |   |   |

----

| 8. | Fair Value Measurements |
|----|-------------------------|

| A.   | Fair Value Measurements |
|----------------|-------------------------|

| ·   | Level 1 – Quoted prices for identical instruments in active markets. |
|--------------------|----------------------------------------------------------------------------|

| ·   | Level 2 – Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations in which all significant inputs or significant value-drivers are observable in active markets. |
|--------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | Level 3 – Model-derived valuations in which one or more significant inputs or significant value-drivers are unobservable. |
|--------------------|---------------------------------------------------------------------------------------------------------------------------------|

----

| (Millions of dollars)                             |   |               |   |   |    |   |    |    |   |   |                                    |   |
|---------------------------------------------------|--------|--------------------|--------|--------|---------|--------|---------|---------|--------|--------|-----------------------------------------|--------|
|                                              |   | September 30, 2011 |   |
|                                              |   | Level 1            |   |   | Level 2 |   |    | Level 3 |   |   | Total Assets/Liabilities, at Fair Value |   |
| Assets                                            |   |               |   |   |    |   |    |    |   |   |                                    |   |
|   Derivative financial instruments, net |   | $                  | -      |   |    | $      | 254     |    |   | $      | -                                       |   |   | $ | 254 |   |
| Total Assets                                      |   | $                  | -      |   |    | $      | 254     |    |   | $      | -                                       |   |   | $ | 254 |   |
| Liabilities                                       |   |               |   |   |    |   |    |    |   |   |                                    |   |   |   |   |   |
|   Guarantees                            |   | $                  | -      |   |    | $      |  - |    |   | $      | 2                                       |   |   | $ | 2 |   |
| Total Liabilities                                 |   | $                  | -      |   |    | $      | -       |    |   | $      | 2                                       |   |   | $ |  2 |   |
|                                              |   |               |   |   |    |   |    |    |   |   |                                    |   |   |   |   |   |
|                                              |   | December 31, 2010  |   |
|                                              |   | Level 1            |   |   | Level 2 |   |    | Level 3 |   |   | Total Assets/Liabilities, at Fair Value |   |
| Assets                                            |   |               |   |   |    |   |    |    |   |   |                                    |   |   |   |   |   |
|   Derivative financial instruments, net |   | $                  | -      |   |    | $      | 189     |    |   | $      | -                                       |   |   | $ | 189 |   |
| Total Assets                                      |   | $                  | -      |   |    | $      | 189     |    |   | $      | -                                       |   |   | $ | 189 |   |
| Liabilities                                       |   |               |   |   |    |   |    |    |   |   |                                    |   |   |   |   |   |
|   Guarantees                            |   | $                  | -      |   |    | $      | -       |    |   | $      | 3                                       |   |   | $ | 3 |   |
| Total Liabilities                                 |   | $                  | -      |   |    | $      | -       |    |   | $      | 3                                       |   |   | $ | 3 |   |
|                                              |   |               |   |   |    |   |    |    |   |   |                                    |   |   |   |   |   |

| (Millions of dollars)                |   | Guarantees |   |
|--------------------------------------|--------|------------|--------|
| Balance as of December 31, 2010      |   | $          | 3      |   |
|   Issuance of guarantees   |   |       | 2      |   |
|   Expiration of guarantees |   |       | (3     | ) |
| Balance as of September 30, 2011     |   | $          | 2      |   |
|                                 |   |       |   |   |

| (Millions of dollars)                                                  |   | Securitized Retained Interests |   |   | Guarantees |   |
|-----------------------------------------------------------------------------|--------|--------------------------------|--------|--------|------------|--------|
| Balance as of December 31, 2009                                             |   | $                              | 102    |   |       | $      | 4 |   |
|   Adjustment to adopt consolidation of variable-interest entities |   |                           | (102   | )      |       |   | - |   |
|   Issuance of guarantees                                          |   |                           | -      |   |       |   | 6 |   |
|   Expiration of guarantees                                        |   |                           | -      |   |       |   | (6 | ) |
| Balance as of September 30, 2010                                            |   | $                              | -      |   |       | $      | 4 |   |
|                                                                        |   |                           |   |   |       |   |   |   |

----

| B. | Fair Values of Financial Instruments |
|----|--------------------------------------|

| (Millions of dollars)                                |   | September 30, 2011 |    |   | December 31, 2010 |   |
|------------------------------------------------------|--------|--------------------|---------|--------|-------------------|--------|
|                                                 |   | CarryingAmount     |    |   | FairValue         |   |   | CarryingAmount |   |   | FairValue |   |
| Cash and cash equivalents                            |   | $                  | 1,453   |   |              | $      | 1,453 |   |   | $ | 1,676 |   |   | $ | 1,676 |   |
| Foreign currency contracts:                          |   |               |    |   |              |   |   |   |   |   |   |   |   |   |   |   |
|   In a receivable position                 |   | $                  | 13      |   |              | $      | 13 |   |   | $ | 6 |   |   | $ | 6 |   |
|   In a payable position                    |   | $                  | (20     | )      |              | $      | (20 | ) |   | $ | (9 | ) |   | $ | (9 | ) |
| Finance receivables, net (excluding finance leases1) |   | $                  | 16,604  |   |              | $      | 16,358 |   |   | $ | 15,444 |   |   | $ | 15,311 |   |
| Restricted cash and cash equivalents2                |   | $                  | 7       |   |              | $      | 7 |   |   | $ | 91 |   |   | $ | 91 |   |
| Short-term borrowings                                |   | $                  | (3,548  | )      |              | $      | (3,548 | ) |   | $ | (3,852 | ) |   | $ | (3,852 | ) |
| Long-term debt                                       |   | $                  | (21,400 | )      |              | $      | (22,434 | ) |   | $ | (19,362 | ) |   | $ | (20,364 | ) |
| Interest rate swaps:                                 |   |               |    |   |              |   |   |   |   |   |   |   |   |   |   |   |
|   In a net receivable position             |   | $                  | 269     |   |              | $      | 269 |   |   | $ | 211 |   |   | $ | 211 |   |
|   In a net payable position                |   | $                  | (8      | )      |              | $      | (8 | ) |   | $ | (19 | ) |   | $ | (19 | ) |
| Guarantees                                           |   | $                  | (2      | )      |              | $      | (2 | ) |   | $ | (3 | ) |   | $ | (3 | ) |
|                                                 |   |               |    |   |              |   |   |   |   |   |   |   |   |   |   |   |

----

| 9. | Contingencies |
|----|---------------|

| 10. | Income Taxes |
|-----|--------------|

| 11. | Committed Credit Facility with Caterpillar |
|-----|--------------------------------------------|

----

| ·   | The increase in revenues was principally due to a $28 million favorable impact from higher earning assets (finance receivables and operating leases at constant interest rates) and a favorable impact from miscellaneous net revenue items, partially offset by a $17 million unfavorable impact from lower interest rates on new and existing finance receivables. |
|--------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | Profit before income taxes was $126 million for the third quarter of 2011, compared to $89 million for the third quarter of 2010.  The increase was principally due to a $17 million decrease in the provision for credit losses, a $13 million favorable impact from higher net yield on average earning assets, and a favorable impact from miscellaneous net revenue items.  These increases were partially offset by a $13 million increase in general, operating and administrative expense. |
|--------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | The provision for income taxes in the third quarter of 2011 reflects an estimated annual effective tax rate of 25 percent compared to 24 percent in the third quarter of 2010. The actual 2010 third-quarter tax rate was reduced by a benefit of $12 million related to prior years. The 2011 estimated annual effective tax rate is expected to be less than the U.S. corporate tax rate of 35 percent primarily due to profits in tax jurisdictions with lower tax rates. |
|--------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | New retail financing in the third quarter of 2011 was $2.6 billion, an increase of $161 million, or 6 percent, from the third quarter of 2010.  The increase was primarily a result of improvements in our Asia-Pacific and Mining operating segment. |
|--------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | At the end of the third quarter of 2011, past dues were 3.54 percent, a decrease from 3.73 percent at the end of the second quarter of 2011, 3.87 percent at the end of 2010 and 4.88 percent at the end of the third quarter of 2010.  Write-offs, net of recoveries, were $50 million for the third quarter of 2011, down from $78 million in the third quarter of 2010. |
|--------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | As of September 30, 2011, our allowance for credit losses totaled $362 million or 1.49 percent of net finance receivables, compared with $363 million or 1.57 percent of net finance receivables at year-end 2010.  The allowance for credit losses as of September 30, 2010, was $367 million, which was 1.61 percent of net finance receivables. |
|--------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

----

| (Millions of dollars)                                           |   | Three Months Ended September 30, |   |
|----------------------------------------------------------------------|--------|---------------------------------------|--------|
|                                                                 |   |  2011                       |   |   |  2010  |   |
| Finance receivable and operating lease fees (including late charges) |   | $                                     | 19     |   |   | $ | 20 |   |
| Fees on credit facility with Caterpillar                             |   |                                  | 10     |   |   |   | - |   |
| Miscellaneous other revenue, net                                     |   |                                  | 7      |   |   |   | 2 |   |
| Net gain on returned or repossessed equipment                        |   |                                  | 6      |   |   |   | 4 |   |
| Interest income on Notes Receivable from Caterpillar                 |   |                                  | 5      |   |   |   | 17 |   |
| Total Other revenue, net                                             |   | $                                     | 47     |   |   | $ | 43 |   |
|                                                                 |   |                                  |   |   |   |   |   |   |

----

| (Millions of dollars)                                                                 |   | Three Months Ended |   |
|---------------------------------------------------------------------------------------|--------|--------------------|--------|
|                                                                                  |   | September 30,      |   |
|                                                                                  |   | 2011               |   |   | 2010 |   |
| Net gain/(loss) from interest rate derivatives                                        |   | $                  | (9     | ) |   | $ | 2 |   |
|                                                                                  |   |               |   |   |   |   |   |   |
| Currency exchange gain/(loss)                                                         |   |               | 9      |   |   |   | (13 | ) |
| Net gain/(loss) on undesignated foreign exchange contracts (including forward points) |   |               | (10    | ) |   |   | 12 |   |
| Net currency exchange loss                                                            |   |               | ( 1    | ) |   |   | ( 1 | ) |
|                                                                                  |   |               |   |   |   |   |   |   |
| Total Other income (expense)                                                          |   | $                  | (10    | ) |   | $ | 1 |   |
|                                                                                  |   |               |   |   |   |   |   |   |

----

| (Millions of dollars)                                           |   | Nine Months Ended September 30, |   |
|----------------------------------------------------------------------|--------|--------------------------------------|--------|
|                                                                 |   |  2011                           |   |   |  2010 |   |
| Finance receivable and operating lease fees (including late charges) |   | $                                    | 52     |   |   | $ | 52 |   |
| Fees on credit facility with Caterpillar                             |   |                                 | 30     |   |   |   | - |   |
| Net gain/(loss) on returned or repossessed equipment                 |   |                                 | 23     |   |   |   | (9 | ) |
| Miscellaneous other revenue, net                                     |   |                                 | 22     |   |   |   | 9 |   |
| Interest income on Notes Receivable from Caterpillar                 |   |                                 | 11     |   |   |   | 63 |   |
| Total Other revenue, net                                             |   | $                                    | 138    |   |   | $ | 115 |   |
|                                                                 |   |                                 |   |   |   |   |   |   |

----

| (Millions of dollars)                                                                 |   | Nine Months Ended |     |
|---------------------------------------------------------------------------------------|--------|-------------------|----------|
|                                                                                  |   | September 30,     |     |
|                                                                                  |   |  2011        |     |   |  2010 |   |
| Net gain/(loss) from interest rate derivatives                                        |   | $                 | ( 7      | ) |   | $ | 11 |   |
|                                                                                  |   |              |     |   |   |   |   |   |
| Currency exchange gain/(loss)                                                         |   |              | 11       |   |   |   | (30 | ) |
| Net gain/(loss) on undesignated foreign exchange contracts (including forward points) |   |              | (12      | ) |   |   | 23 |   |
| Net currency exchange loss                                                            |   |              | ( 1 | ) |   |   | ( 7 | ) |
|                                                                                  |   |              |     |   |   |   |   |   |
| Other miscellaneous income                                                            |   |              | 3        |   |   |   | - |   |
| Total Other income (expense)                                                          |   | $                 | ( 5      | ) |   | $ | 4 |   |
|                                                                                  |   |              |     |   |   |   |   |   |

----

| (Millions of dollars)                  |   | September 30, |   |   | December 31, |   |
|----------------------------------------|--------|---------------|--------|--------|--------------|--------|
|                                   |   | 2011          |   |   | 2010         |   |
| Other Managed Assets                   |   |          |   |   |         |   |
| Retail finance leases                  |   | $             | 113    |   |         | $      | 109 |   |
| Retail installment sale contracts      |   |          | 42     |   |         |   | 73 |   |
| Operating leases                       |   |          | 18     |   |         |   | 36 |   |
| Retail notes receivable                |   |          | 7      |   |         |   | 7 |   |
| Total off-balance sheet managed assets |   | $             | 180    |   |         | $      | 225 |   |
|                                   |   |          |   |   |         |   |   |   |

----

| (Millions of dollars)                       |   | September 30,   2011 |   |   | December 31,2010  |   |
|--------------------------------------------------|--------|-------------------------------------|--------|--------|------------------------|--------|
| Medium-term notes, net of unamortized discount   |   | $                                   | 19,810 |   |                   | $      | 17,681 |   |
| Commercial paper, net of unamortized discount    |   |                                | 2,550  |   |                   |   | 2,710 |   |
| Bank borrowings – long-term                |   |                                | 1,590  |   |                   |   | 1,603 |   |
| Bank borrowings – short-term               |   |                                | 455    |   |                   |   | 479 |   |
| Variable denomination floating rate demand notes |   |                                | 543    |   |                   |   | 663 |   |
| Secured borrowings                               |   |                                | -      |   |                   |   | 78 |   |
| Notes payable to Caterpillar                     |   |                                | -      |   |                   |   | 600 |   |
| Total outstanding borrowings                     |   | $                                   | 24,948 |   |                   | $      | 23,814 |   |
|                                             |   |                                |   |   |                   |   |   |   |

----

| (Millions of dollars) |   |   |   |
|-----------------------|--------|--------|--------|
| 2011                  |   | $      | 406    |   |
| 2012                  |   |   | 4,330  |   |
| 2013                  |   |   | 5,083  |   |
| 2014                  |   |   | 4,026  |   |
| 2015                  |   |   | 875    |   |
| Thereafter            |   |   | 5,090  |   |
| Total                 |   | $      | 19,810 |   |
|                  |   |   |   |   |

| ·   | In September 2011, we renewed the 364-day facility.  The amount was decreased from $3.52 billion to $2.55 billion and expires in September 2012. |
|--------------------|------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | In September 2011, we replaced the $1.62 billion five-year facility expiring in September 2012 with a five-year facility of $3.86 billion that expires in September 2016.  |
|--------------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| ·   | The four-year facility of $2.09 billion expires in September 2014. |
|--------------------|--------------------------------------------------------------------|

----

----

----

----

----

| 4.1  | Indenture, dated as of April 15, 1985, between the Company and Morgan Guaranty Trust Company of New York, as Trustee (incorporated by reference from Exhibit 4.1 to the Company’s Registration Statement on Form S-3, Commission File No. 33-2246).                                                                                                                                                                                                                                                                                                                                                   |
|------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| 4.2  | First Supplemental Indenture, dated as of May 22, 1986, amending the Indenture dated as of April 15, 1985, between the Company and Morgan Guaranty Trust Company of New York, as Trustee (incorporated by reference from Exhibit 4.1 to the Company’s Quarterly Report on Form 10-Q, for the quarter ended June 20, 1986).                                                                                                                                                                                                                                                                            |
| 4.3  | Second Supplemental Indenture, dated as of March 15, 1987, amending the Indenture dated as of April 15, 1985, between the Company and Morgan Guaranty Trust Company of New York, as Trustee (incorporated by reference from Exhibit 4.3 to the Company’s Current Report on Form 8-K, dated April 24, 1987).                                                                                                                                                                                                                                                                                           |
| 4.4  | Third Supplemental Indenture, dated as of October 2, 1989, amending the Indenture dated as of April 15, 1985, between the Company and Morgan Guaranty Trust Company of New York, as Trustee (incorporated by reference from Exhibit 4.3 to the Company’s Current Report on Form 8-K, dated October 16, 1989).                                                                                                                                                                                                                                                                                         |
| 4.5  | Fourth Supplemental Indenture, dated as of October 1, 1990, amending the Indenture dated April 15, 1985, between the Company and Morgan Guaranty Trust Company of New York, as Trustee (incorporated by reference from Exhibit 4.3 to the Company’s Current Report on Form 8-K, dated October 29, 1990).                                                                                                                                                                                                                                                                                              |
| 4.6  | Indenture, dated as of July 15, 1991, between the Company and Continental Bank, National Association, as Trustee (incorporated by reference from Exhibit 4.1 to the Company’s Current Report on Form 8-K, dated July 25, 1991).                                                                                                                                                                                                                                                                                                                                                                       |
| 4.7  | First Supplemental Indenture, dated as of October 1, 2005, amending the Indenture dated as of July 15, 1991, between the Company and U.S. Bank Trust National Association (as successor to the former Trustee)(incorporated by reference from Exhibit 4.3 to Amendment No. 5 to the Company’s Registration Statement on Form S-3 filed October 20, 2005, Commission File No. 333-114075).                                                                                                                                                                                                             |
| 4.8  | Support Agreement, dated as of December 21, 1984, between the Company and Caterpillar (incorporated by reference from Exhibit 10.2 to the Company’s amended Form 10, for the year ended December 31, 1984).                                                                                                                                                                                                                                                                                                                                                                                           |
| 4.9  | First Amendment to the Support Agreement dated June 14, 1995, between the Company and Caterpillar (incorporated by reference from Exhibit 4 to the Company’s Current Report on Form 8-K, dated June 14, 1995).                                                                                                                                                                                                                                                                                                                                                                                        |
| 10.1 | Tax Sharing Agreement, dated as of June 21, 1984, between the Company and Caterpillar (incorporated by reference from Exhibit 10.3 to the Company’s amended Form 10, for the year ended December 31, 1984).                                                                                                                                                                                                                                                                                                                                                                                           |
| 10.2 | Four-Year Credit Agreement, dated as of September 16, 2010 (2010 Four-Year Credit Agreement), among the Company, Caterpillar, Caterpillar International Finance Limited, Caterpillar Finance Corporation, certain other financial institutions named therein and Citibank, N.A., The Bank of Tokyo-Mitsubishi UFJ, Ltd., Citibank International PLC, Banc of America Securities LLC, J.P. Morgan Securities LLC and Citigroup Global Markets Inc. (incorporated by reference from Exhibit 99.4 to the Company’s Current Report on Form 8-K, filed September 21, 2010, Commission File No. 001-11241). |

----

| 10.3       | Japan Local Currency Addendum to the 2010 Four-Year Credit Agreement among the Company, Caterpillar Finance Corporation, the Japan Local Currency Banks named therein, Citibank, N.A. and The Bank of Tokyo-Mitsubishi UFJ, Ltd. (incorporated by reference from Exhibit 99.6 to the Company’s Current Report on Form 8-K, filed September 21, 2010).                                                                                                                                                                                                                                 |
|------------|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| 10.4       | Local Currency Addendum to the 2010 Four-Year Credit Agreement among the Company, Caterpillar International Finance Limited, the Local Currency Banks named therein, Citibank, N.A. and Citibank International PLC (incorporated by reference from Exhibit 99.5 to the Company’s Current Report on Form 8-K, filed September 21, 2010).                                                                                                                                                                                                                                               |
| 10.5       | Amendment No. 1 to the 2010 Four-Year Credit Agreement among the Company, Caterpillar, Caterpillar Finance Corporation, Caterpillar International Finance Limited, the Banks named therein, the Local Currency Banks named therein, the Japan Local Currency Banks named therein, The Bank of Tokyo-Mitsubishi UFJ, Ltd., Citibank International PLC and Citibank, N.A. (incorporated by reference from Exhibit 99.7 to the Company’s Current Report on Form 8-K, filed September 16, 2011).                                                                                          |
| 10.6  | Five-Year Credit Agreement, dated as of September 15, 2011 (2011 Five-Year Credit Agreement), among the Company, Caterpillar, Caterpillar International Finance Limited, Caterpillar Finance Corporation, certain financial institutions named therein, Citibank, N.A., Citibank International PLC, The Bank of Tokyo-Mitsubishi UFJ Ltd., Citigroup Global Markets Inc., Merrill Lynch, Pierce, Fenner & Smith Incorporated and J.P. Morgan Securities LLC, (incorporated by reference from Exhibit 99.4 to the Company’s Current Report on Form 8-K, filed September 16, 2011). |
| 10.7       | Local Currency Addendum to the 2011 Five-Year Credit Agreement among the Company, Caterpillar International Finance Limited, the Local Currency Banks named therein, Citibank, N.A. and Citibank International PLC (incorporated by reference from Exhibit 99.5 to the Company’s Current Report on Form 8-K, filed September 16, 2011).                                                                                                                                                                                                                                               |
| 10.8       | Japan Local Currency Addendum to the 2011 Five-Year Credit Agreement among the Company, Caterpillar Finance Corporation, the Japan Local Currency Banks named therein, Citibank, N.A. and The Bank of Tokyo-Mitsubishi UFJ, Ltd. (incorporated by reference from Exhibit 99.6 to the Company’s Current Report on Form 8-K, filed September 16, 2011).                                                                                                                                                                                                                                 |
| 10.9       | 364-Day Credit Agreement dated September 15, 2011 (2011 364-Day Credit Agreement) among the Company, Caterpillar, Caterpillar International Finance Limited, Caterpillar Finance Corporation, certain financial institutions named therein, Citibank, N.A., Citibank International PLC, The Bank of Tokyo-Mitsubishi UFJ, Ltd., Citigroup Global Markets Inc., Merrill Lynch, Pierce, Fenner & Smith Incorporated and J.P. Morgan Securities LLC (incorporated by reference from Exhibit 99.1 to the Company’s Current Report on Form 8-K, filed September 16, 2011).             |
| 10.10      | Local Currency Addendum to the 2011 364-Day Credit Agreement among the Company, Caterpillar International Finance Limited, the Local Currency Banks named therein, Citibank, N.A. and Citibank International PLC (incorporated by reference from Exhibit 99.2 to the Company’s Current Report on Form 8-K, filed September 16, 2011).                                                                                                                                                                                                                                                 |
| 10.11      | Japan Local Currency Addendum to the 2011 364-Day Credit Agreement among the Company, Caterpillar Finance Corporation, the Japan Local Currency Banks named therein, Citibank, N.A. and The Bank of Tokyo-Mitsubishi UFJ, Ltd. (incorporated by reference from Exhibit 99.3 to the Company’s Current Report on Form 8-K, filed September 16, 2011).                                                                                                                                                                                                                                   |
| 12         | Computation of Ratio of Profit to Fixed Charges.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            |
| 31.1       | Certification of Kent M. Adams, President, Director and Chief Executive Officer of Caterpillar Financial Services Corporation, as required pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.                                                                                                                                                                                                                                                                                                                                                                                       |
| 31.2       | Certification of James A. Duensing, Executive Vice President and Chief Financial Officer of Caterpillar Financial Services Corporation, as required pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.                                                                                                                                                                                                                                                                                                                                                                              |
| 32         | Certifications of Kent M. Adams, President, Director and Chief Executive Officer of Caterpillar Financial Services Corporation, and James A. Duensing, Executive Vice President and Chief Financial Officer of Caterpillar Financial Services Corporation, as required pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.                                                                                                                                                                                                                                                           |
| 101.INS    | XBRL Instance Document                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
| 101.SCH    | XBRL Taxonomy Extension Schema Document                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
| 101.CAL    | XBRL Taxonomy Extension Calculation Linkbase Document                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
| 101.DEF    | XBRL Taxonomy Extension Definition Linkbase Document                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
| 101.LAB    | XBRL Taxonomy Extension Label Linkbase Document                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             |
| 101.PRE    | XBRL Taxonomy Extension Presentation Linkbase Document                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |

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|                                                | Caterpillar Financial Services Corporation                   |
|-----------------------------------------------------|--------------------------------------------------------------|
| (Registrant)                                        |                                                         |
|    Date:  November 4, 2011 | By:   /s/   Steven R. Elsesser |
|                                                | Steven R. Elsesser, Controller                               |

|    Date:  November 4, 2011 | By:  /s/   Kent M. Adams                   |
|-----------------------------------------------------|----------------------------------------------------------------|
|                                                | Kent M. Adams, President, Director and Chief Executive Officer |

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