Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Derivative Financial Instruments Tables [Abstract]

Schedule of Eurodollar Positions

The table below presents information related to the Company's Eurodollar futures positions at March 31, 2013. As of December 31, 2012, the Company had no outstanding futures positions.

(in thousands)
			Average
	Weighted		Contract
	Average		Notional		Open
Expiration Year	LIBOR Rate		Amount		Equity(1)
2013	0.37%	$	250,000	$	54
2014	0.48%		250,000		14
2015	0.75%		250,000		(98)
2016	1.29%		250,000		(155)
2017	1.99%		250,000		(299)
	1.01%			$	(484)
Cash posted as collateral, included in restricted cash				$	2,031

• Open equity represents the cumulative gains / (losses) recorded on open futures positions.

Income Statement Effect of Derivatives [Table Text Block]

The table below presents the effect of the Company's derivative financial instruments on the income statement for the three months ended March 31, 2013 and 2012.

(in thousands)
	Three Months Ended March 31,
		2013		2012
Eurodollar futures contracts (short positions)	$	(484)	$	(24)