Table 1 provides average balance sheet data, and an analysis of net interest income, net interest spread (the difference between the yield on earning assets and the cost of interest-bearing liabilities) and net interest margin for each of the years ended December 31, 2002, 2001 and 2000. Table 1: Statements of Average Balances, Income and Expense, Yields and Rates $^{(1)}$Interest income includes past-due fees on loans of approximately $955.8 million, $769.5 million and $824.9 million for the years ended December 31, 2002, 2001 and 2000, respectively. Interest income includes $38.4 million related to the one-time impact of the change in recoveries assumption for the year ended December 31, 2002. This resulted in a 12 basis point increase in the net interest margin. 23 Interest-bearing liabilities Liabilities and Equity: Year Ended December 31 2002 2001 2000 Average Income/ Yield/ Average Income/ Yield/ Average Income/ Yield/ (In Thousands)Balance Expense Rate Balance Expense Rate Balance Expense Rate Assets: Earning assets Consumer loans (1) Domestic $ 22,711,141 $ 3,506,732 15.44% $ 14,648,298 $ 2,342,726 15.99% $ 9,320,165  $ 2,060,349 22.11% Foreign 2,828,855  361,932 12.79% 2,636,008 386,793 14.67% 2,167,611 290,422  13.40% Total 25,539,996 3,868,664  15.15% 17,284,306 2,729,519  15.79% 11,487,776  2,350,771 20.46% Securities available for sale 3,873,186  184,407  4.76% 2,526,529 138,188  5.47% 1,611,582  96,554  5.99% Other Domestic 1,488,861 116,890 7.85% 593,050  45,877  7.74% 107,416 5,993  5.58% Foreign 245,556  10,805 4.40% 302,287  7,565  2.50% 45,259  581 1.28% Total 1,734,417 127,695  7.36% 895,337  53,442 5.97% 152,675 6,574 4.31% Total earning assets 31,147,599 $ 4,180,766  13.42% 20,706,172 $ 2,921,149  14.11% 13,252,033 $ 2,453,899  18.52% Cash and due from banks 507,355 171,392 103,390 Allowance for loan losses (1,178,243) (637,789) (402,208) Premises and equipment, net 802,544 735,282 549,133  Other 2,922,469  2,371,252 1,707,237 Total assets $ 34,201,724 $ 23,346,309 $ 15,209,585 Deposits Domestic $ 14,650,582 $ 748,809  5.11% $ 9,700,132 $ 594,183  6.13% $ 5,313,178  $ 322,497  6.07% Foreign 956,360 63,080 6.60% 673,379  46,287 6.87% 26,296  1,511 5.75% Total 15,606,942 811,889  5.20% 10,373,511 640,470  6.17% 5,339,474 324,008 6.07% Senior notes 5,668,343 422,529 7.45% 5,064,356 357,495  7.06% 3,976,623  274,975 6.91% Other borrowings Domestic 5,689,369 226,206 3.98% 2,551,996  145,316  5.69% 2,011,295 142,355 7.08% Foreign 23,350 1,030  4.41% 440,313  27,726  6.30% 882,120  59,679 6.77% Total 5,712,719 227,236 3.98% 2,992,309 173,042  5.78% 2,893,415  202,034 6.98% Total interest-bearing liabilities 26,988,004  $ 1,461,654  5.42% 18,430,176 $ 1,171,007 6.35% 12,209,512 $ 801,017 6.56% Other 3,065,570 2,134,951 1,299,100 Total liabilities 30,053,574 20,565,127 13,508,612 Equity 4,148,150 2,781,182 1,700,973 Total liabilities and equity $ 34,201,724  $ 23,346,309 $ 15,209,585 Net interest spread 8.00% 7.76% 11.96% Interest income to average earning assets 13.42% 14.11% 18.52% Interest expense to average earning assets 4.69% 5.66% 6.05% Net interest margin 8.73% 8.45% 12.47%