XML 60 R50.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurements - Fair Value Amounts of Derivative Instruments and their Effect on Statement of Operations (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Dec. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]          
Derivatives asset, Notional $ 505,613   $ 505,613   $ 297,727
Derivatives asset, Fair Value 2,901   2,901   1,663
Derivative Liability, Notional Amount 4,663,277   4,663,277   4,756,631
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 4,130   4,130   2,024
Recognized in Income on Derivatives (pre-tax) Gain (Loss) (378) $ (2,327) 376 $ (3,839)  
Commodity Contracts [Member] | Future [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Liability, Notional Amount 3,702,000   3,702,000   4,059,000
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 853   853   166
Commodity Contracts [Member] | Principal Transaction Revenue [Member] | Future [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss) (8) (1,306) 234 (3,061)  
Other Contracts [Member] | To Be Announced Security [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivatives asset, Notional 314,255   314,255   169,500
Derivatives asset, Fair Value 1,257   1,257   332
Derivative Liability, Notional Amount 309,555   309,555   169,500
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 1,180   1,180   289
Other Contracts [Member] | ARS Purchase Commitments [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivatives asset, Notional         6,654
Derivatives asset, Fair Value         849
Other Contracts [Member] | Tba Sale Agreements [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivatives asset, Notional 62,358   62,358   121,573
Derivatives asset, Fair Value 1,644   1,644   482
Other Contracts [Member] | TBA Purchase Contracts [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Liability, Notional Amount 62,358   62,358   121,573
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 1,835   1,835   923
Other Contracts [Member] | Forward Start Repurchase Agreement [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Liability, Notional Amount         382,000
Derivative Liability, Fair Value, Amount Not Offset Against Collateral         0
Other Contracts [Member] | Auction Rate Securities Purchase Commitment [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Liability, Notional Amount 14,964   14,964   24,358
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 254   254   645
Other Contracts [Member] | Foreign Exchange Forward [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Derivative Liability, Notional Amount 400   400   200
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 8   8   $ 1
Other Contracts [Member] | Principal Transaction Revenue [Member] | Tba [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss) 204 (4) 77 (13)  
Other Contracts [Member] | Principal Transaction Revenue [Member] | Auction Rate Securities Purchase Commitment [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss) (773) (212) (458) 2,138  
Other Contracts [Member] | Other [Member] | Tba Sale Agreements [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss) (1,644) (228) (1,860) (8,129)  
Other Contracts [Member] | Other [Member] | TBA Purchase Contracts [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss) 1,835   2,371    
Other Contracts [Member] | Other [Member] | Foreign Exchange Forward [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss) $ 8 (6) $ 12 11  
Other Contracts [Member] | Other [Member] | Interest Rate Lock Commitments [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Recognized in Income on Derivatives (pre-tax) Gain (Loss)   $ (571)   $ 5,215