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Financial Derivatives Narrative (Details) (USD $)
3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended
Jun. 30, 2013
Dec. 31, 2012
Dec. 31, 2012
Excluding netting [Member]
Jun. 30, 2013
Uncollateralized [Member]
Dec. 31, 2012
Uncollateralized [Member]
Jun. 30, 2013
Cash [Member]
Dec. 31, 2012
Cash [Member]
Jun. 30, 2013
Zions First National Bank [Member]
Basis Swap [Member]
Jun. 30, 2012
Zions First National Bank [Member]
Basis Swap [Member]
Jun. 30, 2013
Zions First National Bank [Member]
Basis Swap [Member]
Jun. 30, 2012
Zions First National Bank [Member]
Basis Swap [Member]
Dec. 31, 2012
Zions First National Bank [Member]
Basis Swap [Member]
Jun. 30, 2013
Designated as Hedging Instrument [Member]
Interest Rate Swap, Pay Fixed Non-Callable [Member]
Dec. 31, 2012
Designated as Hedging Instrument [Member]
Interest Rate Swap, Pay Fixed Non-Callable [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Interest Rate Swap, Receive Fixed Non-Callable [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Interest Rate Swap, Receive Fixed Non-Callable [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Interest Rate Swap, Pay Fixed Non-Callable [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Interest Rate Swap, Pay Fixed Non-Callable [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Basis Swap [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Basis Swap [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Interest Rate Swap, Receive Fixed Callable [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Interest Rate Swap, Receive Fixed Callable [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Agency Forward [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Agency Forward [Member]
Jun. 30, 2013
Not Designated as Hedging Instrument [Member]
Treasury Futures [Member]
Dec. 31, 2012
Not Designated as Hedging Instrument [Member]
Treasury Futures [Member]
Jun. 30, 2013
Dedesignated hedge [Member]
Jun. 30, 2013
Dedesignated hedge [Member]
Interest Rate Swap, Pay Fixed Non-Callable [Member]
Jun. 30, 2013
Including accrued interest [Member]
Excluding netting [Member]
Dec. 31, 2012
Including accrued interest [Member]
Excluding netting [Member]
Jun. 30, 2013
Including accrued interest [Member]
Netting [Member]
Dec. 31, 2012
Including accrued interest [Member]
Netting [Member]
Jun. 30, 2013
Including accrued interest [Member]
Counterparty level [Member]
Netting [Member]
Dec. 31, 2012
Including accrued interest [Member]
Counterparty level [Member]
Netting [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Agency Forward [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Agency Forward [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Agency Forward [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Agency Forward [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Treasury Futures [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Treasury Futures [Member]
Jun. 30, 2013
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Treasury Futures [Member]
Jun. 30, 2012
Non-Interest Income [Member]
Not Designated as Hedging Instrument [Member]
Treasury Futures [Member]
Derivative [Line Items]                                                                                                        
Derivative, Number of Instruments Held                                                         1                                              
Notional Amount of Interest Rate Fair Value Hedge Derivatives                         $ 900,000,000 $ 950,000,000                               $ 50,000,000                                            
Fair Value Hedge Assets                         0 0                                                                            
Fair Value Hedge Liabilities                         35,202,000 58,758,000                                                                            
Derivative Liability, Fair Value, Gross Liability (99,063,000) (150,682,000)                             (834,000) (211,000) (61,043,000) (91,205,000) (453,000) (784,000) (1,933,000) (238,000) 0 (58,000) (30,000) (12,000)     (116,000,000) (168,000,000)     (92,700,000) (135,800,000)                                
Obligation to Return Securities Received as Collateral           1,358,000 1,650,000                                                                                          
Derivative Assets 21,806,000 29,523,000                                                                                                    
Derivative, Weighted-Average Forward Price                                                 $ 97.38 $ 101.22 $ 126.23 $ 129.77                                                
Derivative, Weighted-Average Pay Rate                         2.25%       0.32% 0.33% 4.62% 4.83% 0.42% 0.43% 0.13% 0.15%                                                        
Credit exposure to interest rate swap counterparties     37,100,000 2,300,000 800,000                                                   28,300,000   3,600,000 2,400,000                                    
Collateral Already Posted, Aggregate Fair Value           20,279,000 60,311,000                                                                                          
Additional Collateral, Aggregate Fair Value 72,400,000 75,500,000                                                                                                    
Derivative, Notional Amount 6,731,092,000 6,815,268,000           40,200,000   40,200,000   49,300,000         4,283,440,000 4,135,149,000 799,926,000 805,622,000 450,223,000 609,262,000 245,000,000 245,000,000 43,603,000 59,035,000 8,900,000 11,200,000                                                
Derivative, Fair Value, Net               (400,000)   (400,000)   (700,000)                                                                                
Gain (Loss) on Derivative Instruments, Net, Pretax               100,000 300,000 300,000 400,000                                                   12,177,000 (31,292,000) 14,018,000 (24,892,000) 10,913,000 (30,187,000) 13,759,000 (23,882,000) 1,076,000 (809,000) 92,000 (605,000) 188,000 (295,000) 167,000 (329,000)
Derivative, Weighted-Average Receive Rate                         0.27%       0.80% 0.85% 0.27% 0.32% 0.30% 0.36% 0.52% 0.55%                                                        
Financial derivatives, at fair value 23,164,000 31,173,000                             19,910,000 30,338,000 2,951,000 357,000 328,000 499,000 0 6,000 132,000 0 0 0                                                
Derivative Credit Risk Valuation Adjustment, Derivative Assets                             (157,000) (27,000)                                                                        
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities                             (432,000) (584,000)                                                                        
Derivative Liabilities $ (78,784,000) $ (90,371,000)