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Schedule of Composition of Futures Contracts (Details) - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Derivative [Line Items]    
Total fair value of Futures Contracts $ (285,365) $ (202,501)
Futures Contracts Designed to Replicate Swaps    
Derivative [Line Items]    
Total fair value of Futures Contracts (285,711) (202,202)
Futures Contracts Designed to Hedge Value Changes in Forward Purchases    
Derivative [Line Items]    
Total fair value of Futures Contracts $ 346 $ (299)