XML 26 R42.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative Financial Instruments - Schedule of Derivative Assets and Liabilties (Details) (USD $)
Dec. 31, 2014
Dec. 31, 2013
Assets, at Fair Value $ 6,391,000us-gaap_DerivativeFairValueOfDerivativeAsset $ 2,446,000us-gaap_DerivativeFairValueOfDerivativeAsset
Liabilities, at Fair Value (1,364,000)us-gaap_DerivativeAssetFairValueGrossLiability 0us-gaap_DerivativeAssetFairValueGrossLiability
Eurodollar Future Margin [Member]    
Assets, at Fair Value 5,174,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= orc_EurodollarFutureMarginMember		 2,446,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= orc_EurodollarFutureMarginMember
Interest Rate Swaption [Member]    
Assets, at Fair Value 1,217,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember		 0us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
Interest Rate Swaption Margin [Member]    
Liabilities, at Fair Value $ (1,364,000)us-gaap_DerivativeAssetFairValueGrossLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= orc_InterestRateSwaptionMarginMember		 $ 0us-gaap_DerivativeAssetFairValueGrossLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= orc_InterestRateSwaptionMarginMember