XML 23 R42.htm IDEA: XBRL DOCUMENT v3.2.0.727
Financial Derivatives - Schedule of Derivative Instruments in Statement of Financial Position (Details) - USD ($)
$ / shares in Units, $ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2015
Dec. 31, 2014
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 7,542,090 $ 6,837,571
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 7,455 4,177
Financial derivatives, at fair value 69,373 84,844
Derivative, Collateral [Abstract]    
Collateral Pledged 35,335 46,627
Derivative Asset 7,455 4,177
Derivative Liability 34,038 38,217
Cash [Member]    
Derivative, Collateral [Abstract]    
Obligation to Return Securities Received as Collateral 0 0
Collateral Pledged 35,300 46,600
Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] | Interest Rate Swap, Pay Fixed Non-Callable [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount 1,026,075 1,000,000
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 963 0
Financial derivatives, at fair value $ 24,366 $ 31,718
Derivative, Weighted-Average Pay Rate 2.46% 2.47%
Derivative, Weighted-Average Receive Rate 0.28% 0.23%
Derivative, Average Remaining Maturity 3 years 7 months 24 days 3 years 11 months 23 days
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Interest Rate Swap, Pay Fixed Non-Callable [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 92,000 $ 15,000
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 866 0
Financial derivatives, at fair value $ 335 $ 289
Derivative, Weighted-Average Pay Rate 2.16% 2.43%
Derivative, Weighted-Average Receive Rate 0.48% 0.51%
Derivative, Average Remaining Maturity 6 years 11 months 5 days 6 years 2 months 23 days
Not Designated as Hedging Instrument [Member]    
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Derivative Credit Risk Valuation Adjustment, Derivative Assets $ 20 $ 22
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities 247 187
Not Designated as Hedging Instrument [Member] | Interest Rate Swap, Pay Fixed Non-Callable [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount 519,408 490,183
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 1,425 537
Financial derivatives, at fair value $ 43,645 $ 51,224
Derivative, Weighted-Average Pay Rate 4.06% 4.23%
Derivative, Weighted-Average Receive Rate 0.28% 0.23%
Derivative, Average Remaining Maturity 8 years 9 months 18 days 7 years 18 days
Not Designated as Hedging Instrument [Member] | Interest Rate Swap, Receive Fixed Non-Callable [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 4,062,734 $ 3,829,355
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 4,093 3,414
Financial derivatives, at fair value $ 313 $ 461
Derivative, Weighted-Average Pay Rate 0.16% 0.14%
Derivative, Weighted-Average Receive Rate 0.35% 0.27%
Derivative, Average Remaining Maturity 6 months 29 days 6 months 18 days
Not Designated as Hedging Instrument [Member] | Interest Rate Swap, Receive Fixed Callable [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 487,565 $ 383,565
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 54 1
Financial derivatives, at fair value $ 437 $ 877
Derivative, Weighted-Average Pay Rate 0.13% 0.12%
Derivative, Weighted-Average Receive Rate 0.82% 1.34%
Derivative, Average Remaining Maturity 2 years 6 months 4 days 3 years 5 months 19 days
Not Designated as Hedging Instrument [Member] | Basis Swap [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 1,295,000 $ 1,105,000
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 74 247
Financial derivatives, at fair value $ 258 $ 406
Derivative, Weighted-Average Pay Rate 0.12% 0.11%
Derivative, Weighted-Average Receive Rate 0.29% 0.31%
Derivative, Average Remaining Maturity 2 years 8 months 5 days 2 years 5 months 1 day
Not Designated as Hedging Instrument [Member] | Forward Contracts [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 45,608 $ 12,768
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 0 0
Financial derivatives, at fair value $ 208 $ 53
Derivative, Weighted-Average Forward Price $ 99.05 $ 101.00
Not Designated as Hedging Instrument [Member] | Future [Member]    
Notional Disclosures [Abstract]    
Derivative, Notional Amount $ 13,700 $ 1,700
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]    
Financial derivatives, at fair value 0 0
Financial derivatives, at fair value $ 58 $ 3
Derivative, Weighted-Average Forward Price $ 125.75 $ 126.60