Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details) - USD ($) |
Dec. 31, 2019 |
Dec. 31, 2018 |
Dec. 31, 2017 |
---|---|---|---|
Derivative [Line Items] | |||
Notional | $ 49,205,497,000 | $ 36,528,169,000 | $ 31,226,878,000 |
Derivative Financial Instruments, Assets [Member] | |||
Derivative [Line Items] | |||
Notional | 14,343,137,000 | 36,258,904,000 | |
Fair Value | 188,051,000 | $ 319,981,000 | |
U.S. Treasury Futures [Member] | |||
Derivative [Line Items] | |||
Notional | 380,000,000.0 | ||
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Assets [Member] | |||
Derivative [Line Items] | |||
Notional | 380,000,000 | ||
Fair Value | $ 502,000 |
X | ||||||||||
- Definition Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
|
X | ||||||||||
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
|
X | ||||||||||
- Definition Nominal or face amount used to calculate payment on derivative. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|