XML 78 R36.htm IDEA: XBRL DOCUMENT
v3.10.0.1

Derivatives and Hedging (Tables) | 9 Months Ended
--- | ---
Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Notional Amounts of Outstanding Derivative Positions | The tables below include volumes of outstanding commodity derivatives. Amounts disclosed represent the absolute value of notional volumes of commodity contracts excluding NPNS. The Duke Energy Registrants have netted contractual amounts where offsetting purchase and sale contracts exist with identical delivery locations and times of delivery. Where all commodity positions are perfectly offset, no quantities are shown.
| September 30, 2018
|  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
| Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
| Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Indiana |  |  | Piedmont |
Electricity (gigawatt-hours) | 170 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | 170 |  |  | — |
Natural gas (millions of dekatherms) | 744 |  |  | 119 |  |  | 167 |  |  | 158 |  |  | 9 |  |  | 1 |  |  | 457 |
| December 31, 2017
|  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
| Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
| Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Indiana |  |  | Piedmont |
Electricity (gigawatt-hours) | 34 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | 34 |  |  | — |
Natural gas (millions of dekatherms) | 770 |  |  | 105 |  |  | 183 |  |  | 133 |  |  | 50 |  |  | 2 |  |  | 480 |
The following table shows notional amounts of outstanding derivatives related to interest rate risk.
| September 30, 2018
|  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |
| Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |
(in millions) | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |
Cash flow hedges | $ | 411 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Undesignated contracts | 1,127 |  |  | 400 |  |  | 500 |  |  | 250 |  |  | 250 |  |  | 27 |
Total notional amount(a) | $ | 1,538 |  |  | $ | 400 |  |  | $ | 500 |  |  | $ | 250 |  |  | $ | 250 |  |  | $ | 27 |
| December 31, 2017
|  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |
| Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |
(in millions) | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |
Cash flow hedges(a) | $ | 660 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Undesignated contracts | 927 |  |  | 400 |  |  | 500 |  |  | 250 |  |  | 250 |  |  | 27 |
Total notional amount | $ | 1,587 |  |  | $ | 400 |  |  | $ | 500 |  |  | $ | 250 |  |  | $ | 250 |  |  | $ | 27 |
(a) | Duke Energy includes amounts related to consolidated VIEs of $411 million in cash flow hedges and $200 million in undesignated contracts as of September 30, 2018, and $660 million in cash flow hedges as of December 31, 2017.
Location And Fair Value Of Derivatives Recognized in the Condensed Consolidated Balance Sheets | The following tables show the fair value and balance sheet location of derivative instruments. Although derivatives subject to master netting arrangements are netted on the Condensed Consolidated Balance Sheets, the fair values presented below are shown gross and cash collateral on the derivatives has not been netted against the fair values shown.
Derivative Assets |  | September 30, 2018
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Commodity Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 46 |  |  | $ | 2 |  |  | $ | 3 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 8 |  |  | $ | 29 |  |  | $ | 4 |
Noncurrent |  | 1 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Total Derivative Assets – Commodity Contracts |  | $ | 47 |  |  | $ | 2 |  |  | $ | 3 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 8 |  |  | $ | 29 |  |  | $ | 4 |
Interest Rate Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 6 |  |  | $ | 5 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Noncurrent |  | 6 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | 1 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Noncurrent |  | 17 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Total Derivative Assets – Interest Rate Contracts |  | $ | 30 |  |  | $ | 5 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Total Derivative Assets |  | $ | 77 |  |  | $ | 7 |  |  | $ | 3 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 8 |  |  | $ | 29 |  |  | $ | 4 |
Derivative Liabilities |  | September 30, 2018
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Commodity Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 26 |  |  | $ | 14 |  |  | $ | 5 |  |  | $ | 5 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 7 |
Noncurrent |  | 177 |  |  | 14 |  |  | 17 |  |  | 8 |  |  | — |  |  | — |  |  | — |  |  | 146 |
Total Derivative Liabilities – Commodity Contracts |  | $ | 203 |  |  | $ | 28 |  |  | $ | 22 |  |  | $ | 13 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 153 |
Interest Rate Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 2 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | 7 |  |  | — |  |  | 6 |  |  | 3 |  |  | 3 |  |  | 1 |  |  | — |  |  | — |
Noncurrent |  | 13 |  |  | — |  |  | 9 |  |  | 8 |  |  | 2 |  |  | 3 |  |  | — |  |  | — |
Total Derivative Liabilities – Interest Rate Contracts |  | $ | 22 |  |  | $ | — |  |  | $ | 15 |  |  | $ | 11 |  |  | $ | 5 |  |  | $ | 4 |  |  | $ | — |  |  | $ | — |
Total Derivative Liabilities |  | $ | 225 |  |  | $ | 28 |  |  | $ | 37 |  |  | $ | 24 |  |  | $ | 5 |  |  | $ | 4 |  |  | $ | — |  |  | $ | 153 |
Derivative Assets |  | December 31, 2017
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Commodity Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 34 |  |  | $ | 2 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 27 |  |  | $ | 2 |
Noncurrent |  | 1 |  |  | — |  |  | 1 |  |  | 1 |  |  | — |  |  | — |  |  | — |  |  | — |
Total Derivative Assets – Commodity Contracts |  | $ | 35 |  |  | $ | 2 |  |  | $ | 3 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 27 |  |  | $ | 2 |
Interest Rate Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 1 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Noncurrent |  | 15 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Total Derivative Assets – Interest Rate Contracts |  | $ | 16 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Total Derivative Assets |  | $ | 51 |  |  | $ | 2 |  |  | $ | 3 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 27 |  |  | $ | 2 |
Derivative Liabilities |  | December 31, 2017
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Commodity Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 36 |  |  | $ | 6 |  |  | $ | 18 |  |  | $ | 8 |  |  | $ | 10 |  |  | $ | — |  |  | $ | — |  |  | $ | 11 |
Noncurrent |  | 146 |  |  | 4 |  |  | 10 |  |  | 4 |  |  | — |  |  | — |  |  | — |  |  | 131 |
Total Derivative Liabilities – Commodity Contracts |  | $ | 182 |  |  | $ | 10 |  |  | $ | 28 |  |  | $ | 12 |  |  | $ | 10 |  |  | $ | — |  |  | $ | — |  |  | $ | 142 |
Interest Rate Contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | $ | 29 |  |  | $ | 25 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Noncurrent |  | 6 |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Not Designated as Hedging Instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current |  | 1 |  |  | — |  |  | 1 |  |  | — |  |  | — |  |  | 1 |  |  | — |  |  | — |
Noncurrent |  | 12 |  |  | — |  |  | 7 |  |  | 6 |  |  | 2 |  |  | 4 |  |  | — |  |  | — |
Total Derivative Liabilities – Interest Rate Contracts |  | $ | 48 |  |  | $ | 25 |  |  | $ | 8 |  |  | $ | 6 |  |  | $ | 2 |  |  | $ | 5 |  |  | $ | — |  |  | $ | — |
Total Derivative Liabilities |  | $ | 230 |  |  | $ | 35 |  |  | $ | 36 |  |  | $ | 18 |  |  | $ | 12 |  |  | $ | 5 |  |  | $ | — |  |  | $ | 142 |
Offsetting Assets |
Derivative Assets |  | December 31, 2017
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Current |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 35 |  |  | $ | 2 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 27 |  |  | $ | 2 |
Gross amounts offset |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Current Assets: Other |  | $ | 35 |  |  | $ | 2 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | 27 |  |  | $ | 2 |
Noncurrent |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 16 |  |  | $ | — |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Gross amounts offset |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Other Noncurrent Assets: Other |  | $ | 16 |  |  | $ | — |  |  | $ | 1 |  |  | $ | 1 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
The following tables present the line items on the Condensed Consolidated Balance Sheets where derivatives are reported. Substantially all of Duke Energy's outstanding derivative contracts are subject to enforceable master netting arrangements. The gross amounts offset in the tables below show the effect of these netting arrangements on financial position, and include collateral posted to offset the net position. The amounts shown are calculated by counterparty. Accounts receivable or accounts payable may also be available to offset exposures in the event of bankruptcy. These amounts are not included in the tables below.
Derivative Assets |  | September 30, 2018
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Current |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 53 |  |  | $ | 7 |  |  | $ | 3 |  |  | $ | 2 |  |  | $ | 1 |  |  | $ | 8 |  |  | $ | 29 |  |  | $ | 4 |
Gross amounts offset |  | (4 | ) |  | (2 | ) |  | (2 | ) |  | (2 | ) |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Current Assets: Other |  | $ | 49 |  |  | $ | 5 |  |  | $ | 1 |  |  | $ | — |  |  | $ | 1 |  |  | $ | 8 |  |  | $ | 29 |  |  | $ | 4 |
Noncurrent |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 24 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Gross amounts offset |  | (1 | ) |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Other Noncurrent Assets: Other |  | $ | 23 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Offsetting Liabilities |
Derivative Liabilities |  | September 30, 2018
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Current |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 35 |  |  | $ | 14 |  |  | $ | 11 |  |  | $ | 8 |  |  | $ | 3 |  |  | $ | 1 |  |  | $ | — |  |  | $ | 7 |
Gross amounts offset |  | (4 | ) |  | (2 | ) |  | (2 | ) |  | (2 | ) |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Current Liabilities: Other |  | $ | 31 |  |  | $ | 12 |  |  | $ | 9 |  |  | $ | 6 |  |  | $ | 3 |  |  | $ | 1 |  |  | $ | — |  |  | $ | 7 |
Noncurrent |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 190 |  |  | $ | 14 |  |  | $ | 26 |  |  | $ | 16 |  |  | $ | 2 |  |  | $ | 3 |  |  | $ | — |  |  | $ | 146 |
Gross amounts offset |  | (1 | ) |  | — |  |  | (1 | ) |  | (1 | ) |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Other Noncurrent Liabilities: Other |  | $ | 189 |  |  | $ | 14 |  |  | $ | 25 |  |  | $ | 15 |  |  | $ | 2 |  |  | $ | 3 |  |  | $ | — |  |  | $ | 146 |
The following tables present the line items on the Condensed Consolidated Balance Sheets where derivatives are reported. Substantially all of Duke Energy's outstanding derivative contracts are subject to enforceable master netting arrangements. The gross amounts offset in the tables below show the effect of these netting arrangements on financial position, and include collateral posted to offset the net position. The amounts shown are calculated by counterparty. Accounts receivable or accounts payable may also be available to offset exposures in the event of bankruptcy. These amounts are not included in the tables below.
Derivative Liabilities |  | December 31, 2017
|  |  |  | Duke |  |  |  |  | Duke |  |  | Duke |  |  | Duke |  |  | Duke |  |  |
|  | Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |  |  | Energy |  |  | Energy |  |  |
(in millions) |  | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |  |  | Ohio |  |  | Indiana |  |  | Piedmont |
Current |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 66 |  |  | $ | 31 |  |  | $ | 19 |  |  | $ | 8 |  |  | $ | 10 |  |  | $ | 1 |  |  | $ | — |  |  | $ | 11 |
Gross amounts offset |  | (3 | ) |  | (2 | ) |  | (2 | ) |  | (2 | ) |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Current Liabilities: Other |  | $ | 63 |  |  | $ | 29 |  |  | $ | 17 |  |  | $ | 6 |  |  | $ | 10 |  |  | $ | 1 |  |  | $ | — |  |  | $ | 11 |
Noncurrent |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gross amounts recognized |  | $ | 164 |  |  | $ | 4 |  |  | $ | 17 |  |  | $ | 10 |  |  | $ | 2 |  |  | $ | 4 |  |  | $ | — |  |  | $ | 131 |
Gross amounts offset |  | (1 | ) |  | — |  |  | (1 | ) |  | (1 | ) |  | — |  |  | — |  |  | — |  |  | — |
Net amounts presented in Other Noncurrent Liabilities: Other |  | $ | 163 |  |  | $ | 4 |  |  | $ | 16 |  |  | $ | 9 |  |  | $ | 2 |  |  | $ | 4 |  |  | $ | — |  |  | $ | 131 |
Derivative Contracts with Contingent Credit Features | The following tables show information with respect to derivative contracts that are in a net liability position and contain objective credit-risk-related payment provisions.
| September 30, 2018
|  |  | Duke |  |  |  |  | Duke |  |  | Duke |
| Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |
(in millions) | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |
Aggregate fair value of derivatives in a net liability position | $ | 48 |  |  | $ | 26 |  |  | $ | 23 |  |  | $ | 22 |  |  | $ | — |
Fair value of collateral already posted | — |  |  | — |  |  | — |  |  | — |  |  | — |
Additional cash collateral or letters of credit in the event credit-risk-related contingent features were triggered | 48 |  |  | 26 |  |  | 23 |  |  | 22 |  |  | — |
| December 31, 2017
|  |  | Duke |  |  |  |  | Duke |  |  | Duke |
| Duke |  |  | Energy |  |  | Progress |  |  | Energy |  |  | Energy |
(in millions) | Energy |  |  | Carolinas |  |  | Energy |  |  | Progress |  |  | Florida |
Aggregate fair value of derivatives in a net liability position | $ | 59 |  |  | $ | 35 |  |  | $ | 25 |  |  | $ | 15 |  |  | $ | 10 |
Fair value of collateral already posted | — |  |  | — |  |  | — |  |  | — |  |  | — |
Additional cash collateral or letters of credit in the event credit-risk-related contingent features were triggered | 59 |  |  | 35 |  |  | 25 |  |  | 15 |  |  | 10 |

X
- References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5708773-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5708775-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4L -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5708777-113959 + Details
Name: | us-gaap_DisclosureOfCreditDerivativesTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of derivative and other financial assets that are subject to offsetting, including master netting arrangements. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225877-175312 + Details
Name: | us-gaap_OffsettingAssetsTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of derivative and other financial liabilities that are subject to offsetting, including master netting arrangements. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225877-175312 + Details
Name: | us-gaap_OffsettingLiabilitiesTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the notional amounts of outstanding derivative positions. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959 + Details
Name: | us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration