Derivative Financial Instruments - Fair Value (Details)
$ in Thousands |
Dec. 31, 2016
USD ($)
item
|
Dec. 31, 2015
USD ($)
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
$ 81,400
|
$ 161,476
|
| Liability Derivatives |
$ (159,291)
|
(35,254)
|
| Credit Risk |
|
|
| Number of clearing brokers, primarily utilized | item |
3
|
|
| Exchange-Traded Derivatives | Broker margin deposits |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
$ 60,018
|
95,367
|
| Liability Derivatives |
(130,708)
|
|
| Forward derivative contracts | Derivative assets |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
21,382
|
66,099
|
| Forward derivative contracts | Derivative liabilities |
|
|
| Fair values of derivative financial instruments |
|
|
| Liability Derivatives |
(27,413)
|
(31,911)
|
| Open Forward Exchange Contracts | Other assets |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
|
10
|
| Interest Rate Swaps | Other long-term liabilities |
|
|
| Fair values of derivative financial instruments |
|
|
| Liability Derivatives |
(1,170)
|
(3,343)
|
| Derivatives designated as hedging instruments |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
|
83,645
|
| Liability Derivatives |
(33,877)
|
|
| Derivatives designated as hedging instruments | Exchange-Traded Derivatives | Broker margin deposits |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
|
83,645
|
| Liability Derivatives |
(33,877)
|
|
| Derivatives not designated as hedging instruments |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
81,400
|
77,831
|
| Liability Derivatives |
(125,414)
|
(35,254)
|
| Derivatives not designated as hedging instruments | Exchange-Traded Derivatives | Broker margin deposits |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
60,018
|
11,722
|
| Liability Derivatives |
(96,831)
|
|
| Derivatives not designated as hedging instruments | Forward derivative contracts | Derivative assets |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
21,382
|
66,099
|
| Derivatives not designated as hedging instruments | Forward derivative contracts | Derivative liabilities |
|
|
| Fair values of derivative financial instruments |
|
|
| Liability Derivatives |
(27,413)
|
(31,911)
|
| Derivatives not designated as hedging instruments | Open Forward Exchange Contracts | Other assets |
|
|
| Fair values of derivative financial instruments |
|
|
| Asset Derivatives |
|
10
|
| Derivatives not designated as hedging instruments | Interest Rate Swaps | Other long-term liabilities |
|
|
| Fair values of derivative financial instruments |
|
|
| Liability Derivatives |
$ (1,170)
|
$ (3,343)
|