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v3.20.2

Fair Value Measurements - Fair Value Amounts by Hierarchy Level (Details) - USD ($) $ in Thousands | Sep. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Liabilities |  |
Gross fair value and net carrying value on balance sheet | $ 0 | $ (8,206)
Fair Value, Measurements, Recurring |  |
Liabilities |  |
Liabilities, fair value disclosure, gross | (23,981) | (34,306)
Derivative, fair value, net | 13,489 | 4,595
Financial and nonfinancial liabilities, fair value disclosure | (10,492) | (29,711)
Cash collateral | 12,500 | 19,800
Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | (3,282) | (1,427)
Effect of Counter-Party Netting | 0 | 0
Net Carrying Value on Balance Sheet | (3,282) | (1,427)
Level 1 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Liabilities, fair value disclosure, gross | (302) | (10,129)
Level 1 | Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Level 2 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Liabilities, fair value disclosure, gross | (18,384) | (1,427)
Level 2 | Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | (3,282) | (1,427)
Level 3 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Liabilities, fair value disclosure, gross | (5,295) | (22,750)
Level 3 | Interest rate derivatives | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Over the Counter | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross fair value and net carrying value on balance sheet |  | (8,206)
Effect of Counter-Party Netting |  | 0
Over the Counter | Level 1 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross fair value and net carrying value on balance sheet |  | 0
Over the Counter | Level 2 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross fair value and net carrying value on balance sheet |  | 0
Over the Counter | Level 3 | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross fair value and net carrying value on balance sheet |  | (8,206)
Exchange Traded | Futures | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 16,452 | 6,670
Effect of Counter-Party Netting | (13,489) | (4,595)
Net Carrying Value on Balance Sheet | 2,963 | 2,075
Liabilities |  |
Gross Fair Value | (15,404) | (10,129)
Effect of Counter-Party Netting | 13,489 | 4,595
Net Carrying Value on Balance Sheet | (1,915) | (5,534)
Exchange Traded | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | (12,286) | 173
Effect of Counter-Party Netting | 0 | 0
Net Carrying Value on Balance Sheet | (12,286) | 173
Exchange Traded | MLC terminal obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 6,991 | (14,717)
Effect of Counter-Party Netting | 0 | 0
Net Carrying Value on Balance Sheet | 6,991 | (14,717)
Exchange Traded | Level 1 | Futures | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 219 | 4,595
Liabilities |  |
Gross Fair Value | (302) | (10,129)
Exchange Traded | Level 1 | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 1 | MLC terminal obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 2 | Futures | Fair Value, Measurements, Recurring |  |
Assets |  |
Gross Fair Value | 16,233 | 2,075
Liabilities |  |
Gross Fair Value | (15,102) | 0
Exchange Traded | Level 2 | J. Aron repurchase obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 2 | MLC terminal obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | 0 | 0
Exchange Traded | Level 3 | Futures | 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 | (12,286) | 173
Exchange Traded | Level 3 | MLC terminal obligation derivative | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Gross Fair Value | $ 6,991 | $ (14,717)

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