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Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2019
Agency Business  
Schedule of non-qualifying derivative financial instruments

A summary of our non-qualifying derivative financial instruments is as follows ($in thousands):

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

December 31, 2019

 

 

Notional Value

 

 

 

Fair Value

 

 

 

 

Notional

 

 

 

Derivative

 

Derivative

Derivative

    

Count

    

Value

    

Balance Sheet Location

    

Assets

    

Liabilities

Agency Business

 

 

 

 

 

 

 

 

 

 

 

 

 

Rate Lock Commitments

 

 5

 

$

37,657

  

Other Assets/Other Liabilities

  

$

1,066

 

$

(202)

Forward Sale Commitments

 

79

 

 

483,576

  

Other Assets/Other Liabilities

  

 

369

 

 

(2,895)

Swap Futures

 

3,274

 

 

327,400

 

 

 

 

 —

 

 

 —

  

 

  

 

$

848,633

  

  

  

$

1,435

 

$

(3,097)

Structures Business

 

 

 

 

 

 

 

 

 

 

 

 

 

Swap Futures

 

271

 

$

27,100

 

Other Assets/Other Liabilities

 

$

 —

 

$

 —

 

 

 

 

 

 

 

 

 

 

 

 

 

 

December 31, 2018

Agency Business

 

 

 

 

 

 

 

 

 

 

 

 

 

Rate Lock Commitments

 

 4

 

$

18,161

  

Other Assets/Other Liabilities

  

$

324

 

$

(95)

Forward Sale Commitments

 

90

 

 

491,125

  

Other Assets/Other Liabilities

  

 

5,789

 

 

(637)

 

 

  

 

$

509,286

  

  

  

$

6,113

 

$

(732)