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Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) (USD $)
In Thousands, unless otherwise specified |
Sep. 30, 2012
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Dec. 31, 2011
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|---|---|---|
| Derivatives, Fair Value [Line Items] | ||
| Inverse Interest-only Securities, Accrued Interest | $ 3,934 | |
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Not Designated as Hedging Instrument [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Notional Amount | 2,031,621 | 1,131,084 |
| Derivative, Unamortized Premium | 0 | 0 |
| Derivative, Designated Credit Reserve | 0 | 0 |
| Derivative, Net, Unamortized | (1,721,349) | (973,066) |
| Derivative, Amortized Cost Basis | 310,272 | 158,018 |
| Derivative, Gross Unrealized Gains | 25,009 | 4,606 |
| Derivative, Gross Unrealized Losses | (6,646) | (7,385) |
| Derivative, Carrying Value | $ 328,635 | $ 155,239 |
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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
This item represents the cost of inverse interest-only residential mortgage securities (Agency derivatives), net of adjustments including accretion, amortization, and fair value hedge accounting adjustments, if any. No definition available.
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- Definition
Carrying value (excluding accrued interest receivable) as of the balance sheet date of the assets less the liabilities of a derivative or group of derivatives. No definition available.
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| X | ||||||||||
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- Definition
This item represents the amount of unamortized discount on inverse interest-only residential mortgage securities (Agency derivatives) designated as credit reserve on the securities. No definition available.
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| X | ||||||||||
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- Definition
This item represents the gross unrealized gains for inverse interest-only residential mortgage securities (Agency derivatives), at a point in time. No definition available.
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| X | ||||||||||
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- Definition
This item represents the gross unrealized losses for inverse interest-only residential mortgage securities (Agency derivatives), at a point in time. No definition available.
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- Definition
This item represents the amount of unamortized discount on inverse interest-only residential mortgage securities (Agency derivatives) not designated as a credit reserve on the securities. No definition available.
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| X | ||||||||||
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- Definition
This item represents the amount of unamortized premium on inverse interest-only residential mortgage securities (Agency derivatives). No definition available.
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- Definition
Carrying amount as of the balance sheet date of interest earned but not received on Inverse interest-only residential mortgage securities (Agency derivatives), which are considered derivative contracts under ASC 815 that are not for purposes of hedging. No definition available.
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- Details
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