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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2013
Derivatives  
Schedule of company's derivative instruments

 

 

 

 

September 30, 2013

 

December 31, 2012

 

(In thousands of dollars)

 

Number
of
Contracts

 

Notional

 

Fair Value

 

Number
of
Contracts

 

Notional

 

Fair
Value

 

Purchase Contracts

 

 

 

 

 

 

 

 

 

 

 

 

 

TBA purchase agreements

 

—

 

$

—

 

$

—

 

19

 

$

202,646

 

$

54

 

IRLCs

 

—

 

—

 

—

 

512

 

100,079

 

964

 

Total

 

—

 

$

—

 

$

—

 

531

 

$

302,725

 

$

1,018

 

Sale Contracts

 

 

 

 

 

 

 

 

 

 

 

 

 

TBA sale agreements

 

—

 

$

—

 

$

—

 

27

 

$

708,076

 

$

(1,511

)

Eurodollar futures contracts

 

—

 

—

 

—

 

268

 

268,000

 

(15

)

Total

 

—

 

$

—

 

$

—

 

295

 

$

976,076

 

$

(1,526

)