XML 73 R62.htm IDEA: XBRL DOCUMENT v3.10.0.1
Derivatives (Narrative) (Details)
MMBTU in Thousands, Boe in Thousands, $ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2018
USD ($)
Boe
MMBTU
warrant
Dec. 31, 2017
USD ($)
warrant
Derivative [Line Items]    
Derivative asset, reduction in fair value $ 96,352 $ 63,824
Derivative liability, reduction in fair value 133,614 74,412
Derivative assets - Fair value 99,103 66,146
Collateral pledged 10,931 28,796
Foreign exchange contracts    
Derivative [Line Items]    
Derivative liability, reduction in fair value   7,200
Notional amount   95,200
Credit-risk-related contingent features    
Derivative [Line Items]    
Aggregate fair value of derivative instruments in net liability position 8,100 14,400
Collateral pledged 7,600 14,600
Derivatives designated as hedging instruments    
Derivative [Line Items]    
Notional amount 120,647 35,811
Derivative assets - Fair value 61 0
Derivatives designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Notional amount 31,026 35,811
Derivative assets - Fair value 0 0
Derivatives designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Notional amount 89,621 0
Derivative assets - Fair value 61 0
Derivatives not designated as hedging instruments    
Derivative [Line Items]    
Notional amount 13,254,731 10,153,108
Derivative assets - Fair value 99,042 66,146
Derivatives not designated as hedging instruments | Financial Counterparties    
Derivative [Line Items]    
Derivative assets - Fair value 65  
Derivatives not designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Notional amount 11,729,334 9,333,860
Derivative assets - Fair value 72,618 58,633
Derivatives not designated as hedging instruments | Interest rate contracts | LCH    
Derivative [Line Items]    
Derivative asset, reduction in fair value 38,700  
Derivative liability, reduction in fair value 1,800  
Notional amount of derivative assets 1,670,000  
Derivatives not designated as hedging instruments | Interest rate contracts | Financial Counterparties    
Derivative [Line Items]    
Notional amount of derivative assets 5,870,000  
Derivatives not designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Notional amount 1,405,339 770,215
Derivative assets - Fair value 11,034 5,840
Derivatives not designated as hedging instruments | Foreign exchange contracts | Financial Counterparties    
Derivative [Line Items]    
Notional amount 740,771 602,508
Derivative assets - Fair value 4,252 3,651
Derivatives not designated as hedging instruments | Credit contracts    
Derivative [Line Items]    
Notional amount $ 120,058 $ 49,033
Weighted average remaining maturity of outstanding credit protection agreement (in years) 6 years 11 months 6 years
Derivative assets - Fair value $ 1 $ 1
Derivatives not designated as hedging instruments | Credit contracts | RPA protection sold    
Derivative [Line Items]    
Notional amount 109,344 35,208
Exposure in event of borrower default referenced in the interest rate contracts 1,300 419
Derivative assets - Fair value 0 0
Derivatives not designated as hedging instruments | Credit contracts | RPA protection purchased    
Derivative [Line Items]    
Notional amount 10,714 13,825
Derivative assets - Fair value 1 1
Derivatives not designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Notional amount 0 0
Derivative assets - Fair value $ 2,409 $ 1,672
Derivatives not designated as hedging instruments | Warrant, Public Companies    
Derivative [Line Items]    
Number of companies that issued the warrants (issuers portion only) | warrant 4 4
Derivatives not designated as hedging instruments | Warrant, Private Companies    
Derivative [Line Items]    
Number of companies that issued the warrants (issuers portion only) | warrant 17 11
Derivatives not designated as hedging instruments | Commodity contracts    
Derivative [Line Items]    
Notional amount $ 0 $ 0
Derivative assets - Fair value 12,980 $ 0
Derivatives not designated as hedging instruments | Commodity contracts | Chicago Mercantile Exchange (CME)    
Derivative [Line Items]    
Derivative asset, reduction in fair value 127  
Derivative liability, reduction in fair value 5,500  
Derivative liabilities, at fair value, net $ 855  
Derivatives not designated as hedging instruments | Commodity contracts | Chicago Mercantile Exchange (CME) | Oil    
Derivative [Line Items]    
Notional quantities of commodity contracts in number of barrels of oil and natural gas | Boe 965  
Derivatives not designated as hedging instruments | Commodity contracts | Chicago Mercantile Exchange (CME) | Natural gas    
Derivative [Line Items]    
Notional quantities of commodity contracts in number of barrels of oil and natural gas | MMBTU 6,825  
Maximum | Foreign exchange contracts    
Derivative [Line Items]    
Original maturity (in years) 1 year