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Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS (Details) (USD $)
In Thousands, unless otherwise specified |
Sep. 30, 2012
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Dec. 31, 2011
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|---|---|---|
| Derivative [Line Items] | ||
| Trading securities, at fair value | $ 1,002,461 | $ 1,003,301 |
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Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | 1,000,000 | 1,250,000 |
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Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | 1,250,000 | |
| Derivative, Average Fixed Interest Rate | 0.6196% | |
| Derivative, Average Variable Interest Rate | 0.3393% | |
| Derivative, Weighted Average Remaining Maturity | 1.535 | |
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Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS [Member] | Derivative Maturity Over Three And Within Four Years From Balance Sheet Date [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | $ 1,000,000 | |
| Derivative, Average Fixed Interest Rate | 0.7991% | |
| Derivative, Average Variable Interest Rate | 0.47008% | |
| Derivative, Weighted Average Remaining Maturity | 2.5278 |
| X | ||||||||||
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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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- Definition
The total of financial instruments that are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time) or for debt and equity securities formerly categorized as available-for-sale or held-to-maturity which the entity held as of the date it opted to account for such securities at fair value. An enterprise may also categorize such a security as trading without the intent to sell it in the near term assuming the decision to categorize the security as trading occurred at acquisition. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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