Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaps Associated with TBA Contracts (Details) (USD $)
In Thousands, unless otherwise specified |
Jun. 30, 2012
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Dec. 31, 2011
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Interest Rate Swaps Associated with TBA Contracts [Member]
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Derivative [Line Items] | ||
Derivative, Notional Amount | $ 175,000 | |
Swap [Member]
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||
Derivative [Line Items] | ||
Derivative, Notional Amount | 8,135,000 | 4,385,000 |
Derivative, Average Fixed Interest Rate | 0.8695% | 0.9523% |
Derivative, Average Variable Interest Rate | 0.4839% | 0.3611% |
Derivative, Weighted Average Remaining Maturity | 2.553 | 2.406 |
Derivative Maturity Over Four And Within Five Years From Balance Sheet Date [Member] | Interest Rate Swaps Associated with TBA Contracts [Member]
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||
Derivative [Line Items] | ||
Derivative, Notional Amount | 175,000 | |
Derivative, Average Fixed Interest Rate | 0.4196% | |
Derivative, Average Variable Interest Rate | 1.772% | |
Derivative, Weighted Average Remaining Maturity | 4.5778 | |
Derivative Maturity Over Four And Within Five Years From Balance Sheet Date [Member] | Swap [Member]
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||
Derivative [Line Items] | ||
Derivative, Notional Amount | $ 2,090,000 | $ 240,000 |
Derivative, Average Fixed Interest Rate | 1.0527% | 2.1556% |
Derivative, Average Variable Interest Rate | 0.4761% | 0.3158% |
Derivative, Weighted Average Remaining Maturity | 4.276 | 4.322 |
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- Definition
Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The average time remaining until maturity on the group of derivatives identified. No definition available.
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- Definition
Average fixed interest rate related to the group of interest rate derivatives. No definition available.
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- Definition
Average variable interest rate related to the group of interest rate derivatives. No definition available.
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- Details
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