XML 41 R45.htm IDEA: XBRL DOCUMENT v2.4.0.8
Schedule of Outstanding Interest Rate Swaptions (Details) (USD $)
In Thousands, unless otherwise specified
6 Months Ended
Jun. 30, 2014
Derivative [Line Items]  
Wtd. Avg. Months to Expiration 19 months
Wtd. Avg. Term (Years) 19 months
Options
 
Derivative [Line Items]  
Cost $ 10,000
Fair Value 7,321
Wtd. Avg. Months to Expiration 11 months
Underlying Swaps
 
Derivative [Line Items]  
Notional Amount $ 492,300
Wtd. Avg. Fixed Pay Rate 2.81%
Receive Rate 3 month LIBOR
Wtd. Avg. Term (Years) 7 years