XML 77 R57.htm IDEA: XBRL DOCUMENT v3.23.2
Fair value measurements - Notional Amounts and Fair Values of Derivatives by Product (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Derivatives, Fair Value [Line Items]    
Derivatives asset, Notional $ 5,525 $ 17,050
Derivatives asset, Fair Value 4,734 1,762
Derivative liability, Notional 8,226,525 1,914,275
Derivative liability, Fair Value 7,753 1,805
TBAs | Other contracts    
Derivatives, Fair Value [Line Items]    
Derivatives asset, Notional 5,525 1,775
Derivatives asset, Fair Value 4,734 1,762
Derivative liability, Notional 5,525 1,775
Derivative liability, Fair Value 4,696 1,761
Futures | Commodity contracts    
Derivatives, Fair Value [Line Items]    
Derivative liability, Notional 8,117,000 1,912,500
Derivative liability, Fair Value 3,057 44
Forward repurchase agreements | Other contracts    
Derivatives, Fair Value [Line Items]    
Derivatives asset, Notional   15,000
Derivatives asset, Fair Value   0
Derivative liability, Notional 104,000  
Derivative liability, Fair Value $ 0  
Other Security | Other contracts    
Derivatives, Fair Value [Line Items]    
Derivatives asset, Notional   275
Derivatives asset, Fair Value   $ 0