On July 2, 2013, the Federal Reserve voted to adopt final capital rules implementing Basel III requirements for U. S.  Banking organizations.
The final rules establish an integrated regulatory capital framework and will implement in the United States the Basel III regulatory capital reforms from the Basel Committee on Banking Supervision and certain changes required by the Dodd-Frank Act.
Under the final rule, minimum requirements will increase for both the quantity and quality of capital held by banking organizations.
Consistent with the international Basel framework, the final rule includes a new minimum ratio of common equity tier 1 capital (Tier 1 Common) to risk-weighted assets and a Tier 1 Common capital conservation buffer of 2.5% of risk-weighted assets that will apply to all supervised financial institutions.
The rule also raises the minimum ratio of tier 1 capital to risk-weighted assets and includes a minimum leverage ratio of 4% for all banking organizations.
These new minimum capital ratios were effective for us on January 1, 2015, and will be fully phased-in on January 1, 2019.
The following are the Basel III regulatory capital levels that we must satisfy to avoid limitations on capital distributions and discretionary bonus payments during the applicable transition period, from January 1, 2015, until January 1, 2019:
## Table 0 ##
The final rule emphasizes Tier 1 Common capital, the most loss-absorbing form of capital, and implements strict eligibility criteria for regulatory capital instruments.
The final rule also improves the methodology for calculating risk-weighted assets to enhance risk sensitivity.
Banks and regulators use risk weighting to assign different levels of risk to different classes of assets.
We have evaluated the impact of the Basel III final rule on our regulatory capital ratios and estimate, on a fully phased-in basis, a reduction of approximately 40 basis points to our Basel I tier I common risk-based capital ratio.
The estimate is based on management’s current interpretation, expectations, and understanding of the final U. S.  Basel III rules.
We anticipate that our capital ratios, on a Basel III basis, will continue to exceed the well-capitalized minimum capital requirements.
We are evaluating options to mitigate the capital impact of the final rule prior to its effective implementation date.
Based on the final Basel III rule, banking organizations with more than $15 billion in total consolidated assets are required to phase-out of additional tier 1 capital any non-qualifying capital instruments (such as trust preferred securities and cumulative preferred shares) issued before September 12, 2010.
We will begin the additional tier I capital phase-out of our trust preferred securities in 2015, but will be able to include these instruments in Tier II capital as a non-advanced approaches institution.
Generally, under the currently applicable guidelines, a financial institution's capital is divided into two tiers.
Institutions that must incorporate market risk exposure into their risk-based capital requirements may also have a third tier of capital in the form of restricted short-term subordinated debt.
These tiers are: x Tier 1 risk-based capital, or core capital, which includes total equity plus qualifying capital securities and minority interests subject to phase-out, excluding unrealized gains and losses accumulated in other comprehensive income, and nonqualifying intangible and servicing assets.
x Tier 2 risk-based capital, or supplementary capital, which includes, among other things, cumulative and limited-life preferred stock, mandatory convertible securities, qualifying subordinated debt, and the ACL, up to 1.25% of risk-weighted assets.
x Total risk-based capital is the sum of Tier 1 and Tier 2 risk-based capital.
The Federal Reserve and the other federal banking regulators require that all intangible assets (net of deferred tax), except originated or purchased MSRs, nonmortgage servicing assets, and purchased credit card relationships intangible assets, be deducted from Tier 1 capital.
However, the total amount of these items included in capital cannot exceed 100% of its Tier 1 capital.
Under the general risk-based guidelines to remain adequately-capitalized, financial institutions are required to maintain a total risk-based capital ratio of 8%, with 4% being Tier 1 risk-based capital.
The appropriate regulatory authority may set higher capital requirements when they believe an institution's circumstances warrant an increase.
Under the leverage guidelines, financial institutions are required to maintain a Tier 1 leverage ratio of at least 3%.
The minimum ratio is applicable only to financial institutions that meet certain specified criteria, including excellent asset quality, high liquidity, low interest rate risk exposure, and the highest regulatory rating.
Financial institutions not meeting these criteria are required to maintain a minimum Tier 1 leverage ratio of 4%.
As of December 31, 2014, Huntington and the Bank met all capital adequacy requirements and had regulatory capital ratios in excess of the levels established for well-capitalized institutions.
The period-end capital amounts and capital ratios of Huntington and the Bank are as follows:
## Table 1 ##
(1) In accordance with applicable regulatory reporting guidance, we are not required to retrospectively update historical filings for newly adopted accounting principles.
Therefore, regulatory capital data has not been updated for the adoption of ASU 2014-01.
Tier 1 risk-based capital consists of total equity plus qualifying capital securities and minority interest, excluding unrealized gains and losses accumulated in OCI, and non-qualifying intangible and servicing assets.
Total risk-based capital is the sum of Tier 1 riskbased capital and qualifying subordinated notes and allowable allowances for credit losses (limited to 1.25% of total risk-weighted assets).
Tier 1 leverage capital is equal to Tier 1 capital.
Both Tier 1 capital and total risk-based capital ratios are derived by dividing the respective capital amounts by net risk-weighted assets, which are calculated as prescribed by regulatory agencies.
The Tier 1 leverage capital ratio is calculated by dividing the Tier 1 capital amount by average total assets for the fourth quarter of 2014 and 2013, less non-qualifying intangibles and other adjustments.
Huntington has the ability to provide additional capital to the Bank to maintain the Bank’s risk-based capital ratios at levels at which would be considered well-capitalized.
On July 2, 2013, the Federal Reserve voted to adopt final capital rules implementing Basel III requirements for U. S.  Banking organizations.
The final rules establish an integrated regulatory capital framework and will implement in the United States the Basel III regulatory capital reforms from the Basel Committee on Banking Supervision and certain changes required by the Dodd-Frank Act.
Under the final rule, minimum requirements will increase for both the quantity and quality of capital held by banking organizations.
Consistent with the international Basel framework, the final rule includes a new minimum ratio of common equity tier 1 capital (Tier 1 Common) to risk-weighted assets and a Tier 1 Common capital conservation buffer of 2.5% of risk-weighted assets that will apply to all supervised financial institutions.
The rule also raises the minimum ratio of tier 1 capital to risk-weighted assets and includes a minimum leverage ratio of 4% for all banking organizations.
These new minimum capital ratios were effective for us on January 1, 2015, and will be fully phased-in on January 1, 2019.
Huntington and its subsidiaries are also subject to various regulatory requirements that impose restrictions on cash, debt, and dividends.
The Bank is required to maintain cash reserves based on the level of certain of its deposits.
This reserve requirement may be met by holding cash in banking offices or on deposit at the Federal Reserve Bank.
During 2014 and 2013, the average balances of these deposits were $0.2 billion and $0.3 billion, respectively.
Under current Federal Reserve regulations, the Bank is limited as to the amount and type of loans it may make to the parent company and nonbank subsidiaries.
At December 31, 2014, the Bank could lend $695.6 million to a single affiliate, subject to the qualifying collateral requirements defined in the regulations.
Dividends from the Bank are one of the major sources of funds for the Company.
These funds aid the Company in the payment of dividends to shareholders, expenses, and other obligations.
Payment of dividends to the parent company is subject to various legal and regulatory limitations.
During 2014, the Bank paid dividends of $224 million to the holding company.
Also, there are statutory and regulatory limitations on the ability of national banks to pay dividends or make other capital distributions.
The amount available for dividend payments to the parent company by Huntington National Bank without prior regulatory approval was approximately $339 million at December 31, 2014.
Table 49 - Selected Quarterly Income Statement, Capital, and Other Data - Continued (1)
## Table 2 ##
(1)Comparisons for presented periods are impacted by a number of factors.
Refer to the Significant Items section for additional discussion regarding these items.
(2)For all quarterly periods presented above, the impact of the convertible preferred stock issued in April of 2008 was excluded from the diluted share calculation because the result would have been higher than basic earnings per common share (anti-dilutive) for the periods.
(3)Deferred tax liability related to other intangible assets is calculated assuming a 35% tax rate.
(4)High and low stock prices are intra-day quotes obtained from NASDAQ.
(5)Net income excluding expense for amortization of intangibles for the period divided by average tangible shareholders' equity.
Average tangible shareholders' equity equals average total stockholders' equity less average intangible assets and goodwill.
Expense for amortization of intangibles and average intangible assets are net of deferred tax liability, and calculated assuming a 35% tax rate.
(6)Noninterest expense less amortization of intangibles divided by the sum of FTE net interest income and noninterest income excluding securities (losses) gains.
(7)Presented on a FTE basis assuming a 35% tax rate.
(8)Tangible common equity (total common equity less goodwill and other intangible assets) divided by tangible assets (total assets less goodwill and other intangible assets).
Other intangible assets are net of deferred tax, and calculated assuming a 35% tax rate.
(9)Tangible equity (total equity less goodwill and other intangible assets) divided by tangible assets (total assets less goodwill and other intangible assets).
Other intangible assets are net of deferred tax, and calculated assuming a 35% tax rate.
(10)In accordance with applicable regulatory reporting guidance, we are not required to retrospectively update historical filings for newly adopted accounting principles.
Therefore, regulatory capital data has not been updated for the adoption of ASU 2014-01.
(11)In accordance with applicable regulatory reporting guidance, we are not required to retrospectively update historical filings for newly adopted accounting principles.
Therefore, Tier 1 capital, Tier 1 common equity, and risk-weighted assets have not been updated for the adoption of ASU 2014-01.
ADDITIONAL DISCLOSURES Forward-Looking Statements This report, including MD&A, contains certain forward-looking statements, including certain plans, expectations, goals, projections, and statements, which are subject to numerous assumptions, risks, and uncertainties.
Statements that do not describe historical or current facts, including statements about beliefs and expectations, are forward-looking statements.
Forward-looking statements may be identified by words such as expect, anticipate, believe, intend, estimate, plan, target, goal, or similar expressions, or future or conditional verbs such as will, may, might, should, would, could, or similar variations.
The forward-looking statements are intended to be subject to the safe harbor provided by Section 27A of the Securities Act of 1933, Section 21E of the Securities Exchange Act of 1934, and the Private Securities Litigation Reform Act of 1995.
Item 5: Market for Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities Motorola’s common stock is listed on the New York and Chicago Stock Exchanges.
The number of stockholders of record of Motorola common stock on January 31, 2008 was 79,907.
Information regarding securities authorized for issuance under equity compensation plans is incorporated by reference to the information under the caption “Equity Compensation Plan Information” of Motorola’s Proxy Statement for the 2008 Annual Meeting of Stockholders.
The remainder of the response to this Item incorporates by reference Note 16, “Quarterly and Other Financial Data (unaudited)” of the Notes to Consolidated Financial Statements appearing under “Item 8: Financial Statements and Supplementary Data”.
The following table provides information with respect to acquisitions by the Company of shares of its common stock during the quarter ended December 31, 2007.
ISSUER PURCHASES OF EQUITY SECURITIES

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td colspan="5">Basel III Regulatory Capital Levels</td></tr><tr><td></td><td>January 1, 2015</td><td>January 1, 2016</td><td>January 1, 2017</td><td>January 1, 2018</td><td>January 1,2019</td></tr><tr><td>Tier 1 Common</td><td>4.5%</td><td>5.125%</td><td>5.75%</td><td>6.375%</td><td>7.0%</td></tr><tr><td>Tier 1 risk-based capital ratio</td><td>6.0%</td><td>6.625%</td><td>7.25%</td><td>7.875%</td><td>8.5%</td></tr><tr><td>Total risk-based capital ratio</td><td>8.0%</td><td>8.625%</td><td>9.25%</td><td>9.875%</td><td>10.5%</td></tr></table>
<table><tr><td></td><td colspan="2">Tier 1 risk-based capital -1</td><td colspan="2">Total risk-based capital -1</td><td colspan="2"> Tier 1 leverage capital -1</td></tr><tr><td><i>(dollar amounts in thousands)</i></td><td>2014</td><td>2013</td><td>2014</td><td>2013</td><td>2014</td><td>2013</td></tr><tr><td> Huntington Bancshares Incorporated</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Amount</td><td>$6,265,900</td><td>$6,099,629</td><td>$7,388,336</td><td>$7,239,035</td><td>$6,265,900</td><td>$6,099,629</td></tr><tr><td>Ratio</td><td>11.50%</td><td>12.28%</td><td>13.56%</td><td>14.57%</td><td>9.74%</td><td>10.67%</td></tr><tr><td> The Huntington National Bank</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Amount</td><td>$6,136,190</td><td>$5,682,067</td><td>$6,956,242</td><td>$6,520,190</td><td>$6,136,190</td><td>$5,682,067</td></tr><tr><td>Ratio</td><td>11.28%</td><td>11.45%</td><td>12.79%</td><td>13.14%</td><td>9.56%</td><td>9.97%</td></tr></table>
<table><tr><td>Capital adequacy</td><td colspan="4">2013</td></tr><tr><td></td><td>December 31,</td><td>September 30,</td><td>June 30,</td><td>March 31,</td></tr><tr><td>Total risk-weighted assets<i>(in millions)</i></td><td>$49,690</td><td>$48,687</td><td>$48,080</td><td>$47,937</td></tr><tr><td>Tier 1 leverage ratio<sup>-10</sup></td><td>10.67%</td><td>10.85%</td><td>10.64%</td><td>10.57%</td></tr><tr><td>Tier 1 risk-based capital ratio<sup>-10</sup></td><td>12.28</td><td>12.36</td><td>12.24</td><td>12.16</td></tr><tr><td>Total risk-based capital ratio<sup>-10</sup></td><td>14.57</td><td>14.67</td><td>14.57</td><td>14.55</td></tr><tr><td>Tier 1 common risk-based capital ratio<sup>-11</sup></td><td>10.90</td><td>10.85</td><td>10.71</td><td>10.62</td></tr><tr><td>Tangible common equity / tangible asset ratio<sup>-8</sup></td><td>8.82</td><td>9.00</td><td>8.76</td><td>8.91</td></tr><tr><td>Tangible equity / tangible asset ratio<sup>-9</sup></td><td>9.47</td><td>9.69</td><td>9.46</td><td>9.60</td></tr><tr><td>Tangible common equity / risk-weighted assets ratio</td><td>10.46</td><td>10.38</td><td>10.13</td><td>10.32</td></tr></table>

Question: In the section with largest value of Total risk-weighted assets, what's the Tier 1 leverage ratio ?
Answer: 0.1067