XML 93 R82.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swap Payers Associated with the Investment Portfolio (Details)
$ in Thousands
Sep. 30, 2016
USD ($)
Jun. 30, 2016
USD ($)
Dec. 31, 2015
USD ($)
Sep. 30, 2015
USD ($)
Jun. 30, 2015
USD ($)
Dec. 31, 2014
USD ($)
Derivative [Line Items]            
Derivative, Notional Amount $ 22,062,904 $ 26,141,370 $ 21,998,381 $ 28,317,580 $ 27,401,335 $ 48,115,523
Interest Rate Swap [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 16,945,430 $ 13,697,000 14,268,806 $ 14,025,523 $ 16,225,523 $ 18,584,000
Interest Rate Risk Associated with the Investment Portfolio [Member] | Interest Rate Swap [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 6,010,561   $ 3,250,000      
Derivative, Average Fixed Interest Rate 1.456%   1.787%      
Derivative, Average Variable Interest Rate 0.843%   0.503%      
Derivative, Average Remaining Period Until Maturity 2.53   3.74      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member] | Interest Rate Swap [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 4,669,049   $ 2,040,000      
Derivative, Average Fixed Interest Rate 1.273%   1.563%      
Derivative, Average Variable Interest Rate 0.853%   0.487%      
Derivative, Average Remaining Period Until Maturity 1.85   2.94      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Derivative Maturity Over Four Years From Balance Sheet Date [Member] | Interest Rate Swap [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 1,341,512   $ 1,210,000      
Derivative, Average Fixed Interest Rate 2.094%   2.164%      
Derivative, Average Variable Interest Rate 0.812%   0.531%      
Derivative, Average Remaining Period Until Maturity 4.88   5.08