CAPITAL ONE MASTER TRUST
8-K, 2000-09-26
ASSET-BACKED SECURITIES
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<PAGE>   1



                       SECURITIES AND EXCHANGE COMMISSION


                             Washington, D.C. 20549


                               ------------------


                                    FORM 8-K
                                 Current Report


                     Pursuant to Section 13 or 15(d) of the
                         Securities Exchange Act of 1934


                       Date of Report: September 15, 2000
                                       ------------------



                            CAPITAL ONE MASTER TRUST
                                CAPITAL ONE BANK
             (Exact name of registrant as specified in its charter)



<TABLE>
<S>                                                      <C>                                   <C>
             Virginia                                            0-25762                                 54-1719855
------------------------------------------                  ----------------                      -----------------------
(State or other jurisdiction of                                (Commission                              (IRS Employer
         incorporation)                                        File Number)                          Identification No.)


11013 West Broad Street Road, Glen Allen, Virginia                                                          23060
--------------------------------------------------                                                    ----------------
   (Address of principal executive offices)                                                               (Zip Code)
</TABLE>


              (Registrant's telephone number, including area code):
                                 (804) 967-1000



         (Former name or former address, if changed since last report):
                                 Not Applicable


                                                                    Page 1 of 42


<PAGE>   2


ITEM           5. OTHER EVENTS

               The August 2000 monthly Certificateholder's Statements to
               investors were distributed September 15, 2000.


ITEM 7 (c).    EXHIBITS

               The following are filed as exhibits to this Report under Exhibit
               20:

               1. August Performance Summary

               2. Series 1995-3 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               3. Series 1996-1 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               4. Series 1996-2 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               5. Series 1996-3 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               6. Series 1997-1 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               7. Series 1997-2 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               8. Series 1998-1 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               9. Series 1998-3 Class A and Class B Certificateholder's
                  Statements for the month of August 2000.

               10. Series 1998-4 Class A and Class B Certificateholder's
                   Statements for the month of August 2000.

               11. Series 1999-1 Class A and Class B Certificateholder's
                   Statements for the month of August 2000

               12. Series 1999-2 Class A and Class B Certificateholder's
                   Statements for the month of August 2000

               13. Series 1999-3 Class A and Class B Certificateholder's
                   Statements for the month of August 2000

               14. Series 2000-1 Class A and Class B Certificateholder's
                   Statements for the month of August 2000

               15. Series 2000-2 Class A and Class B Certificateholder's
                   Statements for the month of August 2000

               16. Series 2000-3 Class A and Class B Certificateholder's
                   Statements for the month of August 2000

               17. Trust Excess Spread Analysis


                                                                    Page 2 of 42


<PAGE>   3


                                    SIGNATURE

              Pursuant to the requirements of the Securities Exchange Act of
1934, the registrant has duly caused this report to be signed on its behalf by
the undersigned there-unto duly authorized.

                                       CAPITAL ONE MASTER TRUST

                                       By:  CAPITAL ONE BANK
                                            Servicer


                                       By:  /s/ David M. Willey
                                            -----------------------------------
                                            David M. Willey
                                            Senior Vice President of Corporate
                                            Financial Management
Date:  September 15, 2000




                                                                    Page 3 of 42


<PAGE>   4


                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549








                               ------------------




                                    EXHIBITS

                                       TO

                                    FORM 8-K








                            CAPITAL ONE MASTER TRUST
                                CAPITAL ONE BANK
             (Exact name of registrant as specified in its charter)



                                                                    Page 4 of 42


<PAGE>   5


                                INDEX TO EXHIBITS

<TABLE>
<CAPTION>
                                                                                                     SEQUENTIALLY
EXHIBIT                                                                                              NUMBERED
NUMBER                    EXHIBITS                                                                   PAGE
------                    --------                                                                   ------------------

<S>                                                                                                      <C>
  1                       August Performance Summary                                                          07

  2                       Series 1995-3 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    09

  3                       Series 1996-1 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    11

  4                       Series 1996-2 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    13

  5                       Series 1996-3 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    15

  6                       Series 1997-1 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    17

  7                       Series 1997-2 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    19

  8                       Series 1998-1 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    22

  9                       Series 1998-3 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    25

  10                      Series 1998-4 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    28

  11                      Series 1999-1 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    30

  12                      Series 1999-2 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    32

  13                      Series 1999-3 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    34

  14                      Series 2000-1 Class A and Class B Certificate-
</TABLE>


                                                                    Page 5 of 42


<PAGE>   6


<TABLE>
<S>                                                                                                      <C>
                          holder's Statements for the month of August 2000                                    36

  15                      Series 2000-2 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    38

  16                      Series 2000-3 Class A and Class B Certificate-
                          holder's Statements for the month of August 2000                                    40

  17                      Trust Excess Spread Analysis                                                        42
</TABLE>




                                                                    Page 6 of 42




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