Schedule of Volume of Activity Futures Contracts (Details) - Eurodollar Future - Contract	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Derivatives Fair Value [Line Items]
Number of contracts, Beginning of period	108,824	130,074
New positions opened	1,773	20,518
Early settlements	(5,427)	(13,268)
Settlements at maturity	(9,712)	(8,611)
Number of contracts, End of period	95,458	128,713