XML 47 R37.htm IDEA: XBRL DOCUMENT v3.4.0.3
Derivatives, Fair Value of Derivatives Contracts (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Mar. 31, 2015
Derivative Assets, Fair Value, Net [Abstract]      
Derviative contracts, net of cash collateral, Assets, Fair value $ 790,146 $ 586,270 $ 462,386
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Fair Value, Net of Cash Collateral 705,578 581,701 419,351
Increase in cash margin obligation for derivative holdings with a decrease in credit rating from A1 to below investment grade 18,000    
Not Designated as Hedging Instrument [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 19,792,138 17,153,221 20,594,556
Derivative Liabilities, Notional 19,101,068 [2] 16,785,014 [1] 20,355,523 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 873,951 663,343 610,682
Derivative Assets, Netting Adjustments (67,119) (52,433) (86,078)
Derivative Assets, Net Fair Value Before Cash Collateral 806,832 610,910 524,604
Derivative Assets, Cash Collateral (16,686) (24,640) (62,218)
Derviative contracts, net of cash collateral, Assets, Fair value 790,146 586,270 462,386
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 863,433 659,171 603,360
Derivative Liabilities, Netting Adjustments (67,119) (52,433) (86,078)
Derivative Liabilities, Net Fair Value Before Cash Collateral 796,314 606,738 517,282
Derivative Liabilities, Cash Collateral (90,736) (25,037) (97,931)
Derivative Liabilities, Fair Value, Net of Cash Collateral 705,578 581,701 419,351
Not Designated as Hedging Instrument [Member] | To-be-announced residential mortgage-backed securities [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 16,235,517 14,583,052 18,144,202
Derivative Liabilities, Notional 16,323,807 [2] 14,168,927 [3] 17,920,104 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 111,188 43,270 115,693
Derivative Assets, Netting Adjustments (44,570) (28,305) (38,135)
Derivative Assets, Net Fair Value Before Cash Collateral 66,618 14,965 77,558
Derivative Assets, Cash Collateral 0 0 0
Derviative contracts, net of cash collateral, Assets, Fair value 66,618 14,965 77,558
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 107,541 40,141 111,977
Derivative Liabilities, Netting Adjustments (44,570) (28,305) (38,135)
Derivative Liabilities, Net Fair Value Before Cash Collateral 62,971 11,836 73,842
Derivative Liabilities, Cash Collateral (61,380) (1,308) (61,094)
Derivative Liabilities, Fair Value, Net of Cash Collateral 1,591 10,528 12,748
Not Designated as Hedging Instrument [Member] | Interest rate swaps [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [3] 1,335,259 1,332,044 1,174,975
Derivative Liabilities, Notional 1,335,259 [2] 1,332,044 [3] 1,174,975 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 48,270 31,744 39,880
Derivative Assets, Netting Adjustments 0 0 0
Derivative Assets, Net Fair Value Before Cash Collateral 48,270 31,744 39,880
Derivative Assets, Cash Collateral 0 (1,424) 0
Derviative contracts, net of cash collateral, Assets, Fair value 48,270 30,320 39,880
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 48,619 31,928 40,134
Derivative Liabilities, Netting Adjustments 0 0 0
Derivative Liabilities, Net Fair Value Before Cash Collateral 48,619 31,928 40,134
Derivative Liabilities, Cash Collateral (28,572) (20,530) (23,121)
Derivative Liabilities, Fair Value, Net of Cash Collateral 20,047 11,398 17,013
Not Designated as Hedging Instrument [Member] | Energy contracts [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 533,355 470,613 651,548
Derivative Liabilities, Notional 526,103 [2] 463,703 [3] 634,459 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 62,365 83,045 133,391
Derivative Assets, Netting Adjustments (21,374) (22,970) (47,576)
Derivative Assets, Net Fair Value Before Cash Collateral 40,991 60,075 85,815
Derivative Assets, Cash Collateral (11,340) (18,606) (62,118)
Derviative contracts, net of cash collateral, Assets, Fair value 29,651 41,469 23,697
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 62,528 81,869 130,396
Derivative Liabilities, Netting Adjustments (21,374) (22,970) (47,576)
Derivative Liabilities, Net Fair Value Before Cash Collateral 41,154 58,899 82,820
Derivative Liabilities, Cash Collateral 0 0 0
Derivative Liabilities, Fair Value, Net of Cash Collateral 41,154 58,899 82,820
Not Designated as Hedging Instrument [Member] | Agricultural contracts [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 104,927 61,662 37,545
Derivative Liabilities, Notional 104,922 [2] 61,657 [3] 37,536 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 1,859 2,591 837
Derivative Assets, Netting Adjustments (1,175) (1,158) (367)
Derivative Assets, Net Fair Value Before Cash Collateral 684 1,433 470
Derivative Assets, Cash Collateral 0 0 0
Derviative contracts, net of cash collateral, Assets, Fair value 684 1,433 470
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 1,847 2,579 830
Derivative Liabilities, Netting Adjustments (1,175) (1,158) (367)
Derivative Liabilities, Net Fair Value Before Cash Collateral 672 1,421 463
Derivative Liabilities, Cash Collateral (420) (1,248) 0
Derivative Liabilities, Fair Value, Net of Cash Collateral 252 173 463
Not Designated as Hedging Instrument [Member] | Foreign exchange contracts [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 682,457 546,572 379,243
Derivative Liabilities, Notional 682,354 [2] 546,405 [3] 378,406 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 639,322 498,830 311,739
Derivative Assets, Netting Adjustments 0 0 0
Derivative Assets, Net Fair Value Before Cash Collateral 639,322 498,830 311,739
Derivative Assets, Cash Collateral (4,970) (4,140) 0
Derviative contracts, net of cash collateral, Assets, Fair value 634,352 494,690 311,739
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 638,892 498,574 310,940
Derivative Liabilities, Netting Adjustments 0 0 0
Derivative Liabilities, Net Fair Value Before Cash Collateral 638,892 498,574 310,940
Derivative Liabilities, Cash Collateral (364) (1,951) (13,716)
Derivative Liabilities, Fair Value, Net of Cash Collateral 638,528 496,623 297,224
Not Designated as Hedging Instrument [Member] | Equity option contracts [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 128,623 137,278 185,043
Derivative Liabilities, Notional 128,623 [2] 137,278 [3] 185,043 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 4,006 3,780 8,939
Derivative Assets, Netting Adjustments 0 0 0
Derivative Assets, Net Fair Value Before Cash Collateral 4,006 3,780 8,939
Derivative Assets, Cash Collateral (376) (470) (100)
Derviative contracts, net of cash collateral, Assets, Fair value 3,630 3,310 8,839
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 4,006 3,780 8,939
Derivative Liabilities, Netting Adjustments 0 0 0
Derivative Liabilities, Net Fair Value Before Cash Collateral 4,006 3,780 8,939
Derivative Liabilities, Cash Collateral 0 0 0
Derivative Liabilities, Fair Value, Net of Cash Collateral 4,006 3,780 8,939
Not Designated as Hedging Instrument [Member] | Total customer risk management programs [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 19,020,138 17,131,221 20,572,556
Derivative Liabilities, Notional 19,101,068 [2] 16,710,014 [3] 20,330,523 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 867,010 663,260 610,479
Derivative Assets, Netting Adjustments (67,119) (52,433) (86,078)
Derivative Assets, Net Fair Value Before Cash Collateral 799,891 610,827 524,401
Derivative Assets, Cash Collateral (16,686) (24,640) (62,218)
Derviative contracts, net of cash collateral, Assets, Fair value 783,205 586,187 462,183
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 863,433 658,871 603,216
Derivative Liabilities, Netting Adjustments (67,119) (52,433) (86,078)
Derivative Liabilities, Net Fair Value Before Cash Collateral 796,314 606,438 517,138
Derivative Liabilities, Cash Collateral (90,736) (25,037) (97,931)
Derivative Liabilities, Fair Value, Net of Cash Collateral 705,578 581,401 419,207
Not Designated as Hedging Instrument [Member] | Interest rate risk management programs [Member]      
Notional Amount of Derivatives [Abstract]      
Derivative Assets, Notional [1] 772,000 22,000 22,000
Derivative Liabilities, Notional 0 [2] 75,000 [3] 25,000 [1]
Derivative Assets, Fair Value, Net [Abstract]      
Derivative Assets, Gross Fair Value 6,941 83 203
Derivative Assets, Netting Adjustments 0 0 0
Derivative Assets, Net Fair Value Before Cash Collateral 6,941 83 203
Derivative Assets, Cash Collateral 0 0 0
Derviative contracts, net of cash collateral, Assets, Fair value 6,941 83 203
Derivative Liabilities, Fair Value, Net [Abstract]      
Derivative Liabilities, Gross Fair Value 0 300 144
Derivative Liabilities, Netting Adjustments 0 0 0
Derivative Liabilities, Net Fair Value Before Cash Collateral 0 300 144
Derivative Liabilities, Cash Collateral 0 0 0
Derivative Liabilities, Fair Value, Net of Cash Collateral $ 0 $ 300 $ 144
[1] Notional amounts for commodity contracts are converted into dollar-equivalent amounts based on dollar prices at the inception of the contract.
[2] Notional amounts for commodity contracts are converted into dollar-equivalent amounts based on dollar prices at the inception of the contract.
[3] Notional amounts for commodity contracts are converted into dollar-equivalent amounts based on dollar prices at the inception of the contract.