Schedule of Composition of Futures Contracts (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Total fair value of Futures Contracts	$ (407,842)	$ (285,365)
Futures Contracts Designed to Replicate Swaps
Derivative [Line Items]
Total fair value of Futures Contracts	(407,408)	(285,711)
Futures Contracts Designed to Hedge Value Changes in Forward Purchases
Derivative [Line Items]
Total fair value of Futures Contracts	$ (434)	$ 346