Schedule of Volume of Activity Futures Contracts (Details) - Eurodollar Future - Contract	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Derivatives Fair Value [Line Items]
Number of contracts, Beginning of period	130,074	95,327
New positions opened	55,494	136,610
Early settlements	(41,813)	(93,053)
Settlements at maturity	(34,931)	(8,810)
Number of contracts, End of period	108,824	130,074