XML 82 R71.htm IDEA: XBRL DOCUMENT v3.21.1
Derivatives and Hedging Activity - Designated and Non-Designated Hedges (Details)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands
Mar. 31, 2021
EUR (€)
item
Mar. 31, 2021
USD ($)
item
Mar. 31, 2021
GBP (£)
item
Mar. 31, 2021
AUD ($)
item
Derivatives        
Number of contracts 471 471 471 471
Foreign exchange contracts | EUR | Long        
Derivatives        
Number of contracts 2 2 2 2
Aggregate notional amount | € € 3,973      
Foreign exchange contracts | EUR | Short        
Derivatives        
Number of contracts 208 208 208 208
Aggregate notional amount | € € 252,796      
Foreign exchange contracts | AUD | Short        
Derivatives        
Number of contracts 19 19 19 19
Aggregate notional amount | $       $ 188,554
Foreign exchange contracts | GBP | Long        
Derivatives        
Number of contracts 8 8 8 8
Aggregate notional amount | $   $ 16,675    
Foreign exchange contracts | GBP | Short        
Derivatives        
Number of contracts 156 156 156 156
Aggregate notional amount | £     £ 556,798  
Interest rate swaps - Paying fixed rates | USD        
Derivatives        
Number of contracts 46 46 46 46
Aggregate notional amount | $   $ 1,791,332    
Interest rate swaps - Receiving fixed rates | USD        
Derivatives        
Number of contracts 1 1 1 1
Aggregate notional amount | $   $ 470,000    
Interest Rate Swap Guarantees | USD        
Derivatives        
Number of contracts 6 6 6 6
Aggregate notional amount | $   $ 371,890    
Interest rate caps | USD        
Derivatives        
Number of contracts 22 22 22 22
Aggregate notional amount | $   $ 985,635    
Credit spread instrument | USD        
Derivatives        
Number of contracts 3 3 3 3
Aggregate notional amount | $   $ 49,000