Open Contract Positions Subject to Legally Enforceable Netting Arrangements - Amount of derivative asset and derivative liability balances subject to legally enforceable netting arrangements (Details) - Legally enforceable netting arrangements - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Fair Value, Concentration of Risk, Financial Statement Captions [Line Items]
Open Contract Gain Positions Subject to Legally Enforceable Netting Arrangements
Open Contract Loss Positions Subject to Legally Enforceable Netting Arrangements	(15,220)	(16,070)
Net Balance Subject to Legally Enforceable Netting Arrangements	$ (15,220)	$ (16,070)