XML 75 R41.htm IDEA: XBRL DOCUMENT v2.4.0.6
Financial Derivatives (Details) (USD $)
In Thousands, except Per Share data, unless otherwise specified
3 Months Ended 12 Months Ended
Mar. 31, 2013
Dec. 31, 2012
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount $ 6,912,555 $ 6,815,268
Financial derivatives, at fair value 26,254 31,173
Financial derivatives, at fair value 133,838 150,682
Derivative Assets 24,759 29,523
Derivative Liabilities (97,127) (90,371)
Designated as Hedging Instrument [Member] | Interest Rate Swap, Pay Fixed Non-Callable [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount of Interest Rate Fair Value Hedge Derivatives 950,000 950,000
Fair Value Hedge Assets 0 0
Fair Value Hedge Liabilities 52,967 58,758
Derivative, Weighted-Average Pay Rate 2.20%  
Derivative, Weighted-Average Receive Rate 0.30%  
Derivative, Average Remaining Maturity 3 years 9 months 29 days  
Fair Value Hedging [Member] | Interest Rate Swap, Pay Fixed Non-Callable [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Weighted-Average Pay Rate   2.20%
Derivative, Weighted-Average Receive Rate   0.31%
Derivative, Average Remaining Maturity   4 years 0 months 25 days
Not Designated as Hedging Instrument [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative Credit Risk Valuation Adjustment, Derivative Assets 66 27
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities (744) (584)
Not Designated as Hedging Instrument [Member] | Interest Rate Swap, Pay Fixed Non-Callable [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Weighted-Average Pay Rate 4.85% 4.83%
Derivative, Weighted-Average Receive Rate 0.29% 0.32%
Derivative, Average Remaining Maturity 4 years 2 months 5 days 4 years 1 month 20 days
Derivative, Notional Amount 749,874 805,622
Financial derivatives, at fair value 857 357
Financial derivatives, at fair value 80,097 91,205
Not Designated as Hedging Instrument [Member] | Interest Rate Swap, Receive Fixed Non-Callable [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Weighted-Average Pay Rate 0.32% 0.33%
Derivative, Weighted-Average Receive Rate 0.81% 0.85%
Derivative, Average Remaining Maturity 8 months 26 days 8 months 26 days
Derivative, Notional Amount 4,355,623 4,135,149
Financial derivatives, at fair value 25,075 30,338
Financial derivatives, at fair value 446 211
Not Designated as Hedging Instrument [Member] | Interest Rate Swap, Receive Fixed Callable [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Weighted-Average Pay Rate 0.14% 0.15%
Derivative, Weighted-Average Receive Rate 0.58% 0.55%
Derivative, Average Remaining Maturity 3 years 9 months 0 days 3 years 10 months 20 days
Derivative, Notional Amount 290,000 245,000
Financial derivatives, at fair value 0 6
Financial derivatives, at fair value 429 238
Not Designated as Hedging Instrument [Member] | Basis Swap [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Weighted-Average Pay Rate 0.37% 0.43%
Derivative, Weighted-Average Receive Rate 0.31% 0.36%
Derivative, Average Remaining Maturity 1 year 2 months 26 days 1 year 3 months 14 days
Derivative, Notional Amount 550,223 609,262
Financial derivatives, at fair value 375 499
Financial derivatives, at fair value 642 784
Not Designated as Hedging Instrument [Member] | Agency Forward [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 2,435 59,035
Financial derivatives, at fair value 0 0
Financial derivatives, at fair value 1 58
Derivative, Weighted-Average Forward Price $ 99.83 $ 101.22
Not Designated as Hedging Instrument [Member] | Treasury Futures [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 14,400 11,200
Financial derivatives, at fair value 13 0
Financial derivatives, at fair value 0 12
Derivative, Weighted-Average Forward Price $ 132.08 $ 129.77
Cash [Member]
   
Derivatives, Fair Value [Line Items]    
Obligation to Return Securities Received as Collateral 1,495 1,650
Collateral Already Posted, Aggregate Fair Value $ (36,711) $ (60,311)