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Derivative Instruments - Fair value and notional amount of derivatives (Details) - USD ($)
$ in Thousands

Jun. 30, 2021

Dec. 31, 2020

Derivative offsetting

Derivative assets subject to master netting agreements

$ 89,900

$ 138,800

Derivative liabilities subject to master netting agreements

66,700

93,000

Not designated as hedging instrument

Derivative [Line Items]

Asset derivatives - fair value

98,488

177,383

Liability derivatives - fair value

(67,304)

(108,705)

Not designated as hedging instrument | Futures contracts

Derivative [Line Items]

Net derivatives - notional value

^[1],[2]

2,907,342

3,099,796

Not designated as hedging instrument | Futures contracts | Other assets

Derivative [Line Items]

Asset derivatives - fair value

^[2]

36,277

11,046

Not designated as hedging instrument | Futures contracts | Other liabilities

Derivative [Line Items]

Liability derivatives - fair value

^[2]

(21,515)

(4,496)

Not designated as hedging instrument | Foreign currency forward contracts

Derivative [Line Items]

Net derivatives - notional value

^[1],[2]

1,573,973

1,656,729

Not designated as hedging instrument | Foreign currency forward contracts | Other assets

Derivative [Line Items]

Asset derivatives - fair value

^[2]

8,242

52,716

Not designated as hedging instrument | Foreign currency forward contracts | Other liabilities

Derivative [Line Items]

Liability derivatives - fair value

^[2]

(20,729)

(6,202)

Not designated as hedging instrument | Other

Derivative [Line Items]

Net derivatives - notional value

^[1],[2]

4,838,552

5,763,919

Not designated as hedging instrument | Other | Other assets

Derivative [Line Items]

Asset derivatives - fair value

^[2]

53,969

113,621

Not designated as hedging instrument | Other | Other liabilities

Derivative [Line Items]

Liability derivatives - fair value

^[2]

$ (25,060)

$ (98,007)

[1]	Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.
[2]	The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’

X

- Definition

Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

+ References

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- Definition

Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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- Definition

Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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No definition available.

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