BB&T 2014 Annual Report Download - page 141
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Table of Contents
Cash flow hedges:
Interest rate contracts:
Pay fixed swaps 3 mo. LIBOR funding $ 9,300 $ ― $ (289) $ 4,300 $ ― $ (203)
Fair value hedges:
Interest rate contracts:
Receive fixed swaps Long-term debt 11,902 269 (5) 6,822 102 (3)
Pay fixed swaps Commercial loans 161 ― (3) 178 ― (3)
Pay fixed swaps Municipal securities 336 ― (126) 345 ― (83)
Total 12,399 269 (134) 7,345 102 (89)
Not designated as hedges:
Client-related and other risk management:
Interest rate contracts:
Receive fixed swaps 7,995 350 (3) 8,619 370 (37)
Pay fixed swaps 8,163 1 (375) 8,401 31 (396)
Other swaps 1,372 5 (7) 1,586 6 (8)
Other 528 1 (1) 424 2 (2)
Forward commitments 5,326 10 (12) ― ― ―
Foreign exchange contracts 571 8 (6) 384 2 (3)
Total 23,955 375 (404) 19,414 411 (446)
Mortgage banking:
Interest rate contracts:
Interest rate lock commitments 1,566 20 ― 1,869 3 (14)
When issued securities, forward rate agreements and forward
commitments 2,623 3 (25) 3,100 34 (7)
Other 916 7 ― 531 8 (7)
Total 5,105 30 (25) 5,500 45 (28)
MSRs:
Interest rate contracts:
Receive fixed swaps 4,119 215 (1) 6,139 36 (141)
Pay fixed swaps 4,362 1 (124) 5,449 89 (29)
Option trades 9,350 229 (36) 9,415 181 (31)
When issued securities, forward rate agreements and forward
commitments 3,731 3 ― 1,756 ― (3)
Total 21,562 448 (161) 22,759 306 (204)
Total derivatives not designated as hedges 50,622 853 (590) 47,673 762 (678)
Total derivatives $ 72,321 1,122 (1,013) $ 59,318 864 (970)
Gross amounts not offset in the Consolidated Balance Sheets:
Amounts subject to master netting arrangements not offset due to policy election (629) 629 (514) 514
Cash collateral (received) posted (190) 342 (44) 386
Net amount $ 303 $ (42) $ 306 $ (70)
140
Source: BB&T CORP, 10-K, February 25, 2015 Powered by Morningstar® Document Research℠
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