XML 58 R44.htm IDEA: XBRL DOCUMENT
v3.7.0.1

Financial Derivatives - Schedule of Derivative Instruments, Impact on Results of Operations (Details) - USD ($) $ in Thousands | 3 Months Ended
--- | ---
Mar. 31, 2017 | Mar. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gain (Loss) on Fair Value Hedges Recognized in Earnings |  | $ (3,200) | $ (4,500)
Gains/(losses) on financial derivatives and hedging activities |  | 2,486 | (6,782)
Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge |  | (5,404) | 29,787
Gain (Loss) on Fair Value Hedges Recognized in Earnings |  | (3,878) | 2,889
Not Designated as Hedging Instrument [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gains/(losses) on financial derivatives and hedging activities |  | 6,393 | (9,522)
Interest Rate Swap [Member] | Fair Value Hedging [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gain (Loss) on Components Included from Assessment of Interest Rate Fair Value Hedge Effectiveness |  | (3,600) | 1,500
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net |  | 300 | (1,400)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments | [1] | 1,526 | (26,898)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gain (Loss) on Interest Rate Cash Flow Hedge Ineffectiveness |  | (29) | (149)
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net |  | (29) | (149)
Interest Rate Swap [Member] | Not Designated as Hedging Instrument [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gains/(losses) on financial derivatives and hedging activities |  | 6,684 | (8,142)
Forward Contracts [Member] | Not Designated as Hedging Instrument [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gains/(losses) on financial derivatives and hedging activities |  | (399) | (877)
Future [Member] | Not Designated as Hedging Instrument [Member] |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |
Gains/(losses) on financial derivatives and hedging activities |  | $ 108 | $ (503)
[1] | Included in the assessment of hedge effectiveness as of March 31, 2017, but excluded from the amounts in the table, were gains of $3.6 million for the three months ended March 31, 2017, attributable to the fair value of the swaps at the inception of the hedging relationship. Accordingly, the amounts recognized as hedge ineffectiveness for three months ended March 31, 2017 were losses of $0.3 million. The comparable amounts as of March 31, 2016 were losses of $1.5 million for the three months ended March 31, 2016, attributable to the fair value of the swaps at the inception of the hedging relationship and, accordingly, gains of $1.4 million for the three months ended March 31, 2016, attributable to hedge ineffectiveness.

X
- Definition Gain (Loss) on Components Other Than Fair Value Changes Included in Assessment of Interest Rate Fair Value Hedge Effectiveness + References No definition available. + Details
Name: | agm_GainLossonComponentsIncludedfromAssessmentofInterestRateFairValueHedgeEffectiveness
Namespace Prefix: | agm_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
Name: | us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of the increase (decrease) in fair value of the hedged item in a fair value hedge recognized in the income statement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
Name: | us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsGainLossLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition The net gain (loss) recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d)(1) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
Name: | us-gaap_GainLossOnCashFlowHedgeIneffectivenessNet
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5618551-113959 + Details
Name: | us-gaap_GainLossOnDerivativeInstrumentsNetPretax
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of gain (loss)recognized in the income statement from the hedging ineffectiveness of a fair value hedge. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
Name: | us-gaap_GainLossOnFairValueHedgeIneffectivenessNet
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Total amount of gain (loss) derived from fair value hedges recognized in earnings in the period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
Name: | us-gaap_GainLossOnFairValueHedgesRecognizedInEarnings
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d)(1) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
Name: | us-gaap_GainLossOnInterestRateCashFlowHedgeIneffectiveness
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_FairValueHedgingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForwardContractsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_FutureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |