Schedule of Composition of Futures Contracts (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Derivative [Line Items]
Total fair value of Futures Contracts	$ (394,221)	$ (202,501)
Futures Contracts Designed to Replicate Swaps
Derivative [Line Items]
Total fair value of Futures Contracts	(386,267)	(202,202)
Futures Contracts Designed to Hedge Value Changes in Forward Purchases
Derivative [Line Items]
Total fair value of Futures Contracts	$ (7,954)	$ (299)