|
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) (USD $)
In Thousands, unless otherwise specified
|
9 Months Ended |
|
|
Sep. 30, 2013
|
Sep. 30, 2012
|
Dec. 31, 2012
|
|
Long [Member] | Interest Rate Swaption [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Cost |
$ 229,944
|
|
$ 133,908
|
| Derivative Asset, Fair Value, Net |
313,418
|
|
102,048
|
| Derivative, Weighted Average Remaining Maturity |
41.785
|
|
53.376
|
| Derivative, Weighted Average Remaining Maturity |
41.785
|
|
53.376
|
|
Long [Member] | Underlying Swap [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Weighted Average Remaining Maturity |
9.063
|
|
9.758
|
| Derivative, Notional Amount |
6,400,000
|
|
4,950,000
|
| Derivative, Average Fixed Interest Rate |
4.233%
|
|
3.753%
|
| Derivative, Description of Variable Rate Basis |
3M Libor
|
3M Libor
|
|
| Derivative, Weighted Average Remaining Maturity |
9.063
|
|
9.758
|
|
Long [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Cost |
|
|
3,983
|
| Derivative Asset, Fair Value, Net |
|
|
30
|
| Derivative, Weighted Average Remaining Maturity |
|
|
5.375
|
| Derivative, Weighted Average Remaining Maturity |
|
|
5.375
|
|
Long [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Weighted Average Remaining Maturity |
|
|
10
|
| Derivative, Notional Amount |
|
|
300,000
|
| Derivative, Average Fixed Interest Rate |
|
|
4.00%
|
| Derivative, Description of Variable Rate Basis |
|
3M Libor
|
|
| Derivative, Weighted Average Remaining Maturity |
|
|
10
|
|
Long [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Cost |
229,944
|
|
129,925
|
| Derivative Asset, Fair Value, Net |
313,418
|
|
102,018
|
| Derivative, Weighted Average Remaining Maturity |
41.785
|
|
53.383
|
| Derivative, Weighted Average Remaining Maturity |
41.785
|
|
53.383
|
|
Long [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Weighted Average Remaining Maturity |
9.063
|
|
9.742
|
| Derivative, Notional Amount |
6,400,000
|
|
4,650,000
|
| Derivative, Average Fixed Interest Rate |
4.233%
|
|
3.737%
|
| Derivative, Description of Variable Rate Basis |
3M Libor
|
3M Libor
|
|
| Derivative, Weighted Average Remaining Maturity |
9.063
|
|
9.742
|
|
Short [Member] | Interest Rate Swaption [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Cost |
(88,631)
|
|
|
| Derivative Asset, Fair Value, Net |
(75,547)
|
|
|
| Derivative, Weighted Average Remaining Maturity |
45.018
|
|
|
| Derivative, Weighted Average Remaining Maturity |
45.018
|
|
|
|
Short [Member] | Underlying Swap [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Weighted Average Remaining Maturity |
10
|
|
|
| Derivative, Notional Amount |
(1,970,000)
|
|
|
| Derivative, Average Fixed Interest Rate |
3.241%
|
|
|
| Derivative, Description of Variable Rate Basis |
3M Libor
|
|
|
| Derivative, Weighted Average Remaining Maturity |
10
|
|
|
|
Short [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Cost |
(7,383)
|
|
|
| Derivative Asset, Fair Value, Net |
(5)
|
|
|
| Derivative, Weighted Average Remaining Maturity |
0.1
|
|
|
| Derivative, Weighted Average Remaining Maturity |
0.1
|
|
|
|
Short [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Weighted Average Remaining Maturity |
10
|
|
|
| Derivative, Notional Amount |
(1,170,000)
|
|
|
| Derivative, Average Fixed Interest Rate |
3.106%
|
|
|
| Derivative, Description of Variable Rate Basis |
3M Libor
|
|
|
| Derivative, Weighted Average Remaining Maturity |
10
|
|
|
|
Short [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Cost |
(81,248)
|
|
|
| Derivative Asset, Fair Value, Net |
(75,542)
|
|
|
| Derivative, Weighted Average Remaining Maturity |
45.023
|
|
|
| Derivative, Weighted Average Remaining Maturity |
45.023
|
|
|
|
Short [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]
|
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Weighted Average Remaining Maturity |
10
|
|
|
| Derivative, Notional Amount |
$ (800,000)
|
|
|
| Derivative, Average Fixed Interest Rate |
3.438%
|
|
|
| Derivative, Description of Variable Rate Basis |
3M Libor
|
|
|
| Derivative, Weighted Average Remaining Maturity |
10
|
|
|