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Fair Value Measurements - Fair Value Amounts by Hierarchy Level (Details) - USD ($) $ in Thousands | Jun. 30, 2018 | Dec. 31, 2017
--- | --- | ---
Liabilities |  |
Gross Fair Value and Nat Carrying Value on Balance Sheet | $ (6,137) | $ (6,808)
Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 13,153 | 26,274
Effect of Counter-Party Netting | (9,936) | (19,650)
Net Carrying Value on Balance Sheet | 3,217 | 6,624
Liabilities |  |
Gross Fair Value | (22,004) | (46,061)
Effect of Counter-Party Netting | 9,936 | 19,650
Net Carrying Value on Balance Sheet | (12,068) | (26,411)
Cash collateral | 9,600 | 7,200
Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 923 | 3,810
Effect of Counter-Party Netting | 0 | 0
Net Carrying Value on Balance Sheet | 923 | 3,810
Level 1 | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 1,120 | 557
Liabilities |  |
Gross Fair Value | (2,629) | (596)
Level 1 | Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 0 | 0
Level 2 | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 12,033 | 25,717
Liabilities |  |
Gross Fair Value | (8,816) | (19,093)
Level 2 | Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 923 | 3,810
Level 3 | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 0 | 0
Liabilities |  |
Gross Fair Value | (10,559) | (26,372)
Level 3 | Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 0 | 0
Over the Counter | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value and Nat Carrying Value on Balance Sheet | (6,137) | (6,808)
Effect of Counter-Party Netting | 0 | 0
Over the Counter | Level 1 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value and Nat Carrying Value on Balance Sheet | 0 | 0
Over the Counter | Level 2 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value and Nat Carrying Value on Balance Sheet | 0 | 0
Over the Counter | Level 3 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value and Nat Carrying Value on Balance Sheet | (6,137) | (6,808)
Exchange Traded | Future | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 12,230 | 22,464
Effect of Counter-Party Netting | (9,936) | (19,650)
Net Carrying Value on Balance Sheet | 2,294 | 2,814
Liabilities |  |
Gross Fair Value | (11,445) | (19,689)
Effect of Counter-Party Netting | 9,936 | 19,650
Net Carrying Value on Balance Sheet | (1,509) | (39)
Exchange Traded | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | (4,422) | (19,564)
Effect of Counter-Party Netting | 0 | 0
Net Carrying Value on Balance Sheet | (4,422) | (19,564)
Exchange Traded | Level 1 | Future | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 1,120 | 557
Liabilities |  |
Gross Fair Value | (2,629) | (596)
Exchange Traded | Level 1 | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 2 | Future | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 11,110 | 21,907
Liabilities |  |
Gross Fair Value | (8,816) | (19,093)
Exchange Traded | Level 2 | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 3 | Future | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 0 | 0
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 3 | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | $ (4,422) | $ (19,564)

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