XML 96 R85.htm IDEA: XBRL DOCUMENT v3.19.2
Financial Derivatives (Futures) (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2019
USD ($)
Derivative [Line Items]  
Fair Value $ (16,655)
Short | U.S. Treasury futures  
Derivative [Line Items]  
Notional Amount (111,200)
Fair Value $ (2,218)
Remaining Years to Maturity 2 years 303 days
Short | Eurodollar futures  
Derivative [Line Items]  
Notional Amount $ (28,000)
Fair Value $ (82)
Remaining Years to Maturity 7 years 55 days
Short | Currency futures  
Derivative [Line Items]  
Notional Amount $ (12,653)
Fair Value $ (80)
Remaining Years to Maturity 2 years 219 days
Short | Futures  
Derivative [Line Items]  
Notional Amount $ (151,853)
Fair Value $ (2,380)
Remaining Years to Maturity 3 years 223 days