|
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) (USD $)
In Thousands, unless otherwise specified |
12 Months Ended | |
|---|---|---|
|
Dec. 31, 2013
|
Dec. 31, 2012
|
|
|
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | $ 233,935 | $ 133,908 |
| Derivative Asset, Fair Value, Net | 363,566 | 102,048 |
| Derivative, Weighted Average Remaining Maturity | 38.162 | 53.376 |
|
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | 10,431 | 3,983 |
| Derivative Asset, Fair Value, Net | 10,458 | 30 |
| Derivative, Weighted Average Remaining Maturity | 2.776 | 5.375 |
|
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | 223,504 | 129,925 |
| Derivative Asset, Fair Value, Net | 353,108 | 102,018 |
| Derivative, Weighted Average Remaining Maturity | 39.144 | 53.383 |
|
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | 3,991 | |
| Derivative Asset, Fair Value, Net | 681 | |
| Derivative, Weighted Average Remaining Maturity | 1.933 | |
|
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | 3,991 | |
| Derivative Asset, Fair Value, Net | 681 | |
| Derivative, Weighted Average Remaining Maturity | 1.933 | |
|
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | (84,703) | |
| Derivative Asset, Fair Value, Net | (94,040) | |
| Derivative, Weighted Average Remaining Maturity | 33.679 | |
|
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | (3,455) | |
| Derivative Asset, Fair Value, Net | (7,679) | |
| Derivative, Weighted Average Remaining Maturity | 1.933 | |
|
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | (81,248) | |
| Derivative Asset, Fair Value, Net | (86,361) | |
| Derivative, Weighted Average Remaining Maturity | 42.023 | |
|
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | (3,455) | |
| Derivative Asset, Fair Value, Net | (462) | |
| Derivative, Weighted Average Remaining Maturity | 1.933 | |
|
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Cost | (3,455) | |
| Derivative Asset, Fair Value, Net | (462) | |
| Derivative, Weighted Average Remaining Maturity | 1.933 | |
|
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | 6,675,000 | 4,950,000 |
| Derivative, Average Fixed Interest Rate | 4.178% | 3.753% |
| Derivative, Description of Variable Rate Basis | 3M Libor | 3M Libor |
| Derivative, Weighted Average Remaining Maturity | 9.101 | 9.758 |
|
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | 675,000 | 300,000 |
| Derivative, Average Fixed Interest Rate | 3.326% | 4.00% |
| Derivative, Description of Variable Rate Basis | 3M Libor | 3M Libor |
| Derivative, Weighted Average Remaining Maturity | 10 | 10 |
|
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | 6,000,000 | 4,650,000 |
| Derivative, Average Fixed Interest Rate | 4.274% | 3.737% |
| Derivative, Description of Variable Rate Basis | 3M Libor | 3M Libor |
| Derivative, Weighted Average Remaining Maturity | 9 | 9.742 |
|
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | 275,000 | |
| Derivative, Average Fixed Interest Rate | 2.89% | |
| Derivative, Description of Variable Rate Basis | 3M Libor | |
| Derivative, Weighted Average Remaining Maturity | 10 | |
|
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | 275,000 | |
| Derivative, Average Fixed Interest Rate | 2.89% | |
| Derivative, Description of Variable Rate Basis | 3M Libor | |
| Derivative, Weighted Average Remaining Maturity | 10 | |
|
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | (1,310,000) | |
| Derivative, Average Fixed Interest Rate | 2.722% | |
| Derivative, Description of Variable Rate Basis | 3M Libor | |
| Derivative, Weighted Average Remaining Maturity | 8.053 | |
|
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | (510,000) | |
| Derivative, Average Fixed Interest Rate | 1.60% | |
| Derivative, Description of Variable Rate Basis | 3M Libor | |
| Derivative, Weighted Average Remaining Maturity | 5 | |
|
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| 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 | |
|
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | (510,000) | |
| Derivative, Average Fixed Interest Rate | 1.60% | |
| Derivative, Description of Variable Rate Basis | 3M Libor | |
| Derivative, Weighted Average Remaining Maturity | 5 | |
|
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | $ (510,000) | |
| Derivative, Average Fixed Interest Rate | 1.60% | |
| Derivative, Description of Variable Rate Basis | 3M Libor | |
| Derivative, Weighted Average Remaining Maturity | 5 | |