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Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS (Details) (Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS [Member], USD $)
In Thousands, unless otherwise specified |
Dec. 31, 2011
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Dec. 31, 2010
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|---|---|---|
| Derivative [Line Items] | ||
| Derivative, Notional Amount | $ 1,250,000 | $ 200,000 |
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More than One and within Two Years from Balance Sheet Date [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | $ 1,250,000 | $ 200,000 |
| Derivative, Average Fixed Interest Rate | 0.6196% | 0.55749% |
| Derivative, Average Variable Interest Rate | 0.3393% | 0.278% |
| Derivative, Average Remaining Maturity | 1.535 | 1.8028 |
| X | ||||||||||
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- Definition
Monetary amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Average fixed interest rate related to the group of interest rate derivatives. No definition available.
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- Definition
The average time remaining until maturity on the group of derivatives identified. No definition available.
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- Definition
Average variable interest rate related to the group of interest rate derivatives. No definition available.
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- Details
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