SunTrust 2005 Annual Report Download - page 42
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SUNTRUST ANNUAL REPORT40
The following table presents the expected maturities of risk management derivative financial instruments:
As of December ,
Year – – – After
(Dollars in millions) or Less Years Years Years Years Total
Cash Flow Asset Hedges
Notional amount – swaps , — ,
Net unrealized loss () () () () — ()
Weighted average receive fixed rate .% .% .% .% —% .%
Weighted average pay floating rate . . . . — .
Fair Value Asset Hedges
Notional amount – forwards , — — — — ,
Net unrealized (loss)/gain () — — — — ()
Cash Flow Liability Hedges
Notional amount – swaps , , — — ,
Net unrealized gain — —
Weighted average receive floating rate .% .% .% —% —% .%
Weighted average pay fixed rate . . . — — .
Fair Value Liability Hedges
Notional amount – swaps , , ,
Net unrealized gain/(loss) () () () ()
Weighted average receive fixed rate .% .% .% .% .% .%
Weighted average pay floating rate . . . . . .
All interest rate swaps have variable pay or receive rates with resets of six months or less.
As of December ,
Year – – – After
(Dollars in millions) or Less Years Years Years Years Total
Cash Flow Asset Hedges
Notional amount – swaps — , — — ,
Net unrealized loss — () () — — ()
Weighted average receive fixed rate —% .% .% —% —% .%
Weighted average pay floating rate — . . — — .
Fair Value Asset Hedges
Notional amount – swaps — — —
Notional amount – forwards , — — — — ,
Net unrealized gain — — —
Weighted average receive floating rate .% —% —% .% —% .%
Weighted average pay fixed rate . — — . — .
Cash Flow Liability Hedges
Notional amount – swaps — , , — — ,
Net unrealized gain/(loss) — () — —
Weighted average receive floating rate —% .% .% —% —% .%
Weighted average pay fixed rate — . . — — .
Fair Value Liability Hedges
Notional amount – swaps — , , ,
Net unrealized gain/(loss) — () () ()
Weighted average receive fixed rate —% .% .% .% .% .%
Weighted average pay floating rate — . . . . .
All interest rate swaps have variable pay or receive rates with resets of six months or less.
MANAGEMENT’S DISCUSSION AND ANALYSIS continued