"Chat-in-the-Middle" Phishing Attack Attempts to Steal Consumers' Data via Bogus Live-Chat Support

It appears that you are not safe on banking sites even if you are not affected by Trojan Horses or Key loggers.

During the live chat session, the fraudster behind the attack presents himself as a representative of the bank's fraud department and attempts to dupe customers who are online into divulging sensitive information - such as answers to secret questions that are used for online customer authentication.

More details on this link.