Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.24.0.1
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 12 Months Ended
Dec. 31, 2022
Dec. 31, 2023
Dec. 31, 2021
Net Short Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (14,262,996,000)    
Net Long Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   $ (15,045,799,000) $ (17,159,801,000)
Futures [Member]      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 122 days 155 days  
Futures [Member] | Net Short Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (18,285,452,000) $ (6,203,050,000) $ (5,829,600,000)
Futures [Member] | U.S. Treasury Futures [Member] | 2 Years      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 95 days 88 days  
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 95 days 88 days  
Futures [Member] | U.S. Treasury Futures [Member] | 10 Year      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 90 days 79 days  
Futures [Member] | U.S. Treasury Futures [Member] | 20 Year      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 90 days 79 days  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 2 Years      
Derivative [Line Items]      
Derivative, Notional Amount $ (562,200,000) $ (549,600,000)  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year      
Derivative [Line Items]      
Derivative, Notional Amount (3,855,500,000) (1,876,700,000)  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year      
Derivative [Line Items]      
Derivative, Notional Amount (2,397,200,000) (983,300,000)  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 20 Year      
Derivative [Line Items]      
Derivative, Notional Amount   (388,200,000)  
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 20 Year      
Derivative [Line Items]      
Derivative, Notional Amount (101,000,000)    
Futures [Member] | Federal Funds Future      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 92 days 0 days  
Futures [Member] | Federal Funds Future | Net Short Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (7,948,552,000) $ 0  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member]      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 184 days 184 days  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member] | Net Short Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (2,957,000,000) $ (1,842,750,000)  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 489 days 534 days  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member] | Net Short Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (666,000,000) $ (562,500,000)