XML 36 R23.htm IDEA: XBRL DOCUMENT
v3.20.2

Financial Derivatives (Tables) | 9 Months Ended
--- | ---
Sep. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivative Instruments in Statement of Financial Position | The following tables summarize information related to Farmer Mac's financial derivatives on a gross basis without giving consideration to master netting arrangements as of September 30, 2020 and December 31, 2019: Table 4.1
| As of September 30, 2020
|  |  | Fair Value |  | Weighted- Average Pay Rate |  | Weighted- Average Receive Rate |  | Weighted- Average Forward Price |  | Weighted- Average Remaining Term (in years)
| Notional Amount |  | Asset |  | (Liability) |  |  |  |
| (dollars in thousands)
Fair value hedges: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps: |  |  |  |  |  |  |  |  |  |  |  |  |
Pay fixed non-callable | $ | 5,410,407 |  |  | $ | 5,530 |  |  | $ | (4,106) |  |  | 2.26% |  | 0.24% |  |  |  | 12.02
Receive fixed non-callable | 2,435,729 |  |  | — |  |  | (11,532) |  |  | 0.35% |  | 1.75% |  |  |  | 2.26
Receive fixed callable | 343,500 |  |  | 4,460 |  |  | — |  |  | 0.18% |  | 1.78% |  |  |  | 3.41
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps: |  |  |  |  |  |  |  |  |  |  |  |  |
Pay fixed non-callable | 482,000 |  |  | 1,597 |  |  | (10,739) |  |  | 2.02% |  | 0.56% |  |  |  | 6.17
No hedge designation: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps: |  |  |  |  |  |  |  |  |  |  |  |  |
Pay fixed non-callable | 356,864 |  |  | — |  |  | (10,879) |  |  | 2.38% |  | 0.24% |  |  |  | 4.26
Receive fixed non-callable | 2,622,182 |  |  | — |  |  | — |  |  | 0.16% |  | 0.98% |  |  |  | 0.73
Receive fixed callable | 200,000 |  |  | 1 |  |  | (5) |  |  | 0.07% |  | 0.08% |  |  |  | 0.97
Basis swaps | 3,268,500 |  |  | 1,242 |  |  | (188) |  |  | 0.22% |  | 0.25% |  |  |  | 1.29
Treasury futures | 4,400 |  |  | 9 |  | — |  |  |  |  |  |  | 139.73 |  |  |
Credit valuation adjustment |  |  | (2) |  |  | 92 |  |  |  |  |  |  |  |  |
Total financial derivatives | $ | 15,123,582 |  |  | $ | 12,837 |  |  | $ | (37,357) |  |  |  |  |  |  |  |  |
Collateral (held)/pledged |  |  | (600) |  |  | 225,646 |  |  |  |  |  |  |  |  |
Net amount |  |  | $ | 12,237 |  |  | $ | 188,289 |  |  |  |  |  |  |  |  |
| As of December 31, 2019
|  |  | Fair Value |  | Weighted- Average Pay Rate |  | Weighted- Average Receive Rate |  | Weighted- Average Forward Price |  | Weighted- Average Remaining Term (in years)
| Notional Amount |  | Asset |  | (Liability) |  |  |  |
| (dollars in thousands)
Fair value hedges: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps: |  |  |  |  |  |  |  |  |  |  |  |  |
Pay fixed non-callable | $ | 4,955,686 |  |  | $ | 7,163 |  |  | $ | (3,281) |  |  | 2.47% |  | 1.93% |  |  |  | 11.26
Receive fixed non-callable | 1,413,200 |  |  | 76 |  |  | (5,329) |  |  | 1.88% |  | 2.13% |  |  |  | 1.25
Receive fixed callable | 524,000 |  |  | 476 |  |  | (772) |  |  | 1.52% |  | 1.91% |  |  |  | 2.83
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps: |  |  |  |  |  |  |  |  |  |  |  |  |
Pay fixed non-callable | 428,000 |  |  | 1,882 |  |  | (1,514) |  |  | 2.36% |  | 2.12% |  |  |  | 5.43
No hedge designation: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps: |  |  |  |  |  |  |  |  |  |  |  |  |
Pay fixed non-callable | 342,745 |  |  | 7 |  |  | (14,046) |  |  | 3.55% |  | 2.00% |  |  |  | 5.51
Receive fixed non-callable | 3,124,148 |  |  | 49 |  |  | (1,637) |  |  | 1.88% |  | 2.06% |  |  |  | 1.66
Receive fixed callable | 525,000 |  |  | 79 |  |  | (80) |  |  | 1.64% |  | 1.68% |  |  |  | 0.83
Basis swaps | 2,670,000 |  |  | 787 |  |  | (395) |  |  | 1.86% |  | 1.76% |  |  |  | 0.90
Treasury futures | 39,400 |  |  | — |  |  | (51) |  |  |  |  |  |  | 128.29 |  |  |
Credit valuation adjustment |  |  | — |  |  | 63 |  |  |  |  |  |  |  |  |
Total financial derivatives | $ | 14,022,179 |  |  | $ | 10,519 |  |  | $ | (27,042) |  |  |  |  |  |  |  |  |
Collateral (held)/pledged |  |  | (2,685) |  |  | 132,129 |  |  |  |  |  |  |  |  |
Net amount |  |  | $ | 7,834 |  |  | $ | 105,087 |  |  |  |  |  |  |  |  |
Schedule of Net Income/(Expense) Recognized | The following table summarizes the net income/(expense) recognized in the consolidated statements of operations related to derivatives for the three and nine months ended September 30, 2020 and 2019: Table 4.2
| For the Three Months Ended September 30, 2020
| Net Income/(Expense) Recognized in Consolidated Statement of Operations on Derivatives
| Net Interest Income |  | Non-Interest Income |  | Total
| Interest Income Farmer Mac Guaranteed Securities and USDA Securities |  | Interest Income Loans |  | Total Interest Expense |  | Losses on financial derivatives |
| (in thousands)
Total amounts presented in the consolidated statement of operations | $ | 45,335 |  |  | $ | 56,204 |  |  | $ | (63,974) |  |  | $ | (564) |  |  | $ | 37,001 |
Income/(expense) related to interest settlements on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | (20,373) |  |  | (6,194) |  |  | 9,605 |  |  | — |  |  | (16,962) |
Recognized on hedged items | 31,439 |  |  | 10,965 |  |  | (12,328) |  |  | — |  |  | 30,076 |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (191) |  |  | — |  |  | (191) |
Income/(expense) related to interest settlements on fair value hedging relationships | $ | 11,066 |  |  | $ | 4,771 |  |  | $ | (2,914) |  |  | $ | — |  |  | $ | 12,923 |
(Losses)/gains on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | $ | 38,363 |  |  | $ | 28,198 |  |  | $ | (9,665) |  |  | $ | — |  |  | $ | 56,896 |
Recognized on hedged items | (41,855) |  |  | (29,372) |  |  | 9,284 |  |  | — |  |  | (61,943) |
(Losses)/gains on fair value hedging relationships | $ | (3,492) |  |  | $ | (1,174) |  |  | $ | (381) |  |  | $ | — |  |  | $ | (5,047) |
Expense related to interest settlements on cash flow hedging relationships: |  |  |  |  |  |  |  |  |
Interest settlements reclassified from AOCI into net income on derivatives | $ | — |  |  | $ | — |  |  | $ | (1,814) |  |  | $ | — |  |  | $ | (1,814) |
Recognized on hedged items | — |  |  | — |  |  | (711) |  |  | — |  |  | (711) |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (4) |  |  | — |  |  | (4) |
Expense recognized on cash flow hedges | $ | — |  |  | $ | — |  |  | $ | (2,529) |  |  | $ | — |  |  | $ | (2,529) |
Losses on financial derivatives not designated in hedging relationships: |  |  |  |  |  |  |  |  |
Losses on interest rate swaps | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | (4,292) |  |  | $ | (4,292) |
Interest expense on interest rate swaps | — |  |  | — |  |  | — |  |  | 3,800 |  |  | 3,800 |
Treasury futures | — |  |  | — |  |  | — |  |  | (72) |  |  | (72) |
Losses on financial derivatives not designated in hedge relationships | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | (564) |  |  | $ | (564) |
| For The Three Months Ended September 30, 2019
| Net Income/(Expense) Recognized in Consolidated Statement of Operations on Derivatives
| Net Interest Income |  | Non-Interest Income |  | Total
| Interest Income Farmer Mac Guaranteed Securities and USDA Securities |  | Interest Income Loans |  | Total Interest Expense |  | Losses on financial derivatives |
| (in thousands)
Total amounts presented in the consolidated statement of operations: | $ | 81,649 |  |  | $ | 56,992 |  |  | $ | (121,384) |  |  | $ | (7,360) |  |  | $ | 9,897 |
Income/(expense) related to interest settlements on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | (1,051) |  |  | (584) |  |  | (961) |  |  | — |  |  | (2,596) |
Recognized on hedged items | 31,435 |  |  | 7,321 |  |  | (10,778) |  |  | — |  |  | 27,978 |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (146) |  |  | — |  |  | (146) |
Income/(expense) related to interest settlements on fair value hedging relationships | $ | 30,384 |  |  | $ | 6,737 |  |  | $ | (11,885) |  |  | $ | — |  |  | $ | 25,236 |
(Losses)/gains on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | $ | (87,495) |  |  | $ | (35,597) |  |  | $ | 1,979 |  |  | $ | — |  |  | $ | (121,113) |
Recognized on hedged items | 84,164 |  |  | 33,493 |  |  | (1,034) |  |  | — |  |  | 116,623 |
(Losses)/gains on fair value hedging relationships | $ | (3,331) |  |  | $ | (2,104) |  |  | $ | 945 |  |  | $ | — |  |  | $ | (4,490) |
Expense related to interest settlements on cash flow hedging relationships: |  |  |  |  |  |  |  |  |
Interest settlements reclassified from AOCI into net income on derivatives | $ | — |  |  | $ | — |  |  | $ | 317 |  |  | $ | — |  |  | $ | 317 |
Recognized on hedged items | — |  |  | — |  |  | (2,726) |  |  | — |  |  | (2,726) |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (1) |  |  | — |  |  | (1) |
Expense recognized on cash flow hedges | $ | — |  |  | $ | — |  |  | $ | (2,410) |  |  | $ | — |  |  | $ | (2,410) |
Losses on financial derivatives not designated in hedge relationships: |  |  |  |  |  |  |  |  |
Losses on interest rate swaps | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | (7,402) |  |  | $ | (7,402) |
Interest expense on interest rate swaps | — |  |  | — |  |  | — |  |  | 127 |  |  | 127 |
Treasury futures | — |  |  | — |  |  | — |  |  | (85) |  |  | (85) |
Losses on financial derivatives not designated in hedge relationships | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | (7,360) |  |  | $ | (7,360) |
| For the Nine Months Ended September 30, 2020
| Net Income/(Expense) Recognized in Consolidated Statement of Operations on Derivatives
| Net Interest Income |  | Non-Interest Income |  | Total
| Interest Income Farmer Mac Guaranteed Securities and USDA Securities |  | Interest Income Loans |  | Total Interest Expense |  | Losses on financial derivatives |
| (in thousands)
Total amounts presented in the consolidated statement of operations | $ | 178,644 |  |  | $ | 172,230 |  |  | $ | (251,789) |  |  | $ | (3,339) |  |  | $ | 95,746 |
Income/(expense) related to interest settlements on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | (38,781) |  |  | (12,607) |  |  | 16,671 |  |  | — |  |  | (34,717) |
Recognized on hedged items | 95,366 |  |  | 29,454 |  |  | (39,325) |  |  | — |  |  | 85,495 |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (552) |  |  | — |  |  | (552) |
Income/(expense) related to interest settlements on fair value hedging relationships | $ | 56,585 |  |  | $ | 16,847 |  |  | $ | (23,206) |  |  | $ | — |  |  | $ | 50,226 |
(Losses)/gains on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | $ | (264,797) |  |  | $ | (124,322) |  |  | $ | 52,991 |  |  | $ | — |  |  | $ | (336,128) |
Recognized on hedged items | 257,575 |  |  | 119,072 |  |  | (53,628) |  |  | — |  |  | 323,019 |
(Losses)/gains on fair value hedging relationships | $ | (7,222) |  |  | $ | (5,250) |  |  | $ | (637) |  |  | $ | — |  |  | $ | (13,109) |
Expense related to interest settlements on cash flow hedging relationships: |  |  |  |  |  |  |  |  |
Interest settlements reclassified from AOCI into net income on derivatives | $ | — |  |  | $ | — |  |  | $ | (3,817) |  |  | $ | — |  |  | $ | (3,817) |
Recognized on hedged items | — |  |  | — |  |  | (3,863) |  |  | — |  |  | (3,863) |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (6) |  |  | — |  |  | (6) |
Expense recognized on cash flow hedges | $ | — |  |  | $ | — |  |  | $ | (7,686) |  |  | $ | — |  |  | $ | (7,686) |
(Losses)/gains on financial derivatives not designated in hedging relationships: |  |  |  |  |  |  |  |  |
Losses on interest rate swaps | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | (2,415) |  |  | $ | (2,415) |
Interest expense on interest rate swaps | — |  |  | — |  |  | — |  |  | 1,143 |  |  | 1,143 |
Treasury futures | — |  |  | — |  |  | — |  |  | (2,067) |  |  | (2,067) |
(Losses)/gains on financial derivatives not designated in hedge relationships | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | (3,339) |  |  | $ | (3,339) |
| For The Nine Months Ended September 30, 2019
| Net Income/(Expense) Recognized in Consolidated Statement of Operations on Derivatives
| Net Interest Income |  | Non-Interest Income |  | Total
| Interest Income Farmer Mac Guaranteed Securities and USDA Securities |  | Interest Income Loans |  | Total Interest Expense |  | Gains on financial derivatives |
| (in thousands)
Total amounts presented in the consolidated statement of operations: | $ | 252,629 |  |  | $ | 167,792 |  |  | $ | (358,374) |  |  | $ | 1,193 |  |  | $ | 63,240 |
Income/(expense) related to interest settlements on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | 1,665 |  |  | (808) |  |  | (6,751) |  |  | — |  |  | (5,894) |
Recognized on hedged items | 86,628 |  |  | 18,199 |  |  | (32,594) |  |  | — |  |  | 72,233 |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (460) |  |  | — |  |  | (460) |
Income/(expense) related to interest settlements on fair value hedging relationships | $ | 88,293 |  |  | $ | 17,391 |  |  | $ | (39,805) |  |  | $ | — |  |  | $ | 65,879 |
Gains/(losses) on fair value hedging relationships: |  |  |  |  |  |  |  |  |
Recognized on derivatives | $ | (262,886) |  |  | $ | (89,631) |  |  | $ | 27,101 |  |  | $ | — |  |  | $ | (325,416) |
Recognized on hedged items | 258,155 |  |  | 83,524 |  |  | (24,880) |  |  | — |  |  | 316,799 |
Gains/(losses) on fair value hedging relationships | $ | (4,731) |  |  | $ | (6,107) |  |  | $ | 2,221 |  |  | $ | — |  |  | $ | (8,617) |
Expense related to interest settlements on cash flow hedging relationships: |  |  |  |  |  |  |  |  |
Interest settlements reclassified from AOCI into net income on derivatives | $ | — |  |  | $ | — |  |  | $ | 1,260 |  |  | $ | — |  |  | $ | 1,260 |
Recognized on hedged items | — |  |  | — |  |  | (8,142) |  |  | — |  |  | (8,142) |
Discount amortization recognized on hedged items | — |  |  | — |  |  | (3) |  |  | — |  |  | (3) |
Expense recognized on cash flow hedges | $ | — |  |  | $ | — |  |  | $ | (6,885) |  |  | $ | — |  |  | $ | (6,885) |
Gains on financial derivatives not designated in hedge relationships: |  |  |  |  |  |  |  |  |
Gains on interest rate swaps | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 5,920 |  |  | $ | 5,920 |
Interest expense on interest rate swaps | — |  |  | — |  |  | — |  |  | (3,321) |  |  | (3,321) |
Treasury futures | — |  |  | — |  |  | — |  |  | (1,406) |  |  | (1,406) |
Gains on financial derivatives not designated in hedge relationships | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 1,193 |  |  | $ | 1,193 |
Schedule of Hedged Items in Fair Value Hedging Relationships | The following table shows the carrying amount and associated cumulative basis adjustment related to the application of hedge accounting that is included in the carrying amount of hedged assets and liabilities in fair value hedging relationships as of September 30, 2020 and December 31, 2019: Table 4.3
| Hedged Items in Fair Value Relationship
| Carrying Amount of Hedged Assets/(Liabilities) |  | Cumulative Amount of Fair Value Hedging Adjustments included in the Carrying Amount of the Hedged Assets/(Liabilities)
| September 30, 2020 |  | December 31, 2019 |  | September 30, 2020 |  | December 31, 2019
| (in thousands)
Farmer Mac Guaranteed Securities, Available-for-Sale, at fair value(1) | $ | 4,277,240 |  |  | $ | 4,092,611 |  |  | $ | 437,777 |  |  | $ | 180,215 |
Loans held for investment, at amortized cost(2)(3) | 1,628,241 |  |  | 1,050,335 |  |  | 156,979 |  |  | 37,907 |
Notes Payable(4) | (2,838,690) |  |  | (2,761,052) |  |  | (61,149) |  |  | (7,433) |
(1)Includes $1.6 million of hedging adjustments on discontinued hedging relationships as of September 30, 2020. (2)Includes $1.4 million of hedging adjustments on a discontinued hedging relationship as of September 30, 2020. (3)Includes $0.2 million as of September 30, 2020 in fair value adjustment, currently included in "Prepaid expenses and other assets" related to hedge accounting designations of purchase commitments (4)Carrying amount represents amortized cost.
Schedule of Credit Exposure to Interest Rate Swap Counterparties | The following table shows Farmer Mac's credit exposure to interest rate swap counterparties as of September 30, 2020 and December 31, 2019: Table 4.4
| September 30, 2020
| Gross Amount Recognized(1) |  | Counterparty Netting |  | Net Amount Presented in the Consolidated Balance Sheet
| (in thousands)
Assets: |  |  |  |  |
Derivatives |  |  |  |  |
Interest rate swap | $ | 114,788 |  |  | $ | 114,165 |  |  | $ | 623 |
Liabilities: |  |  |  |  |
Derivatives |  |  |  |  |
Interest rate swap | $ | 718,812 |  |  | $ | 714,470 |  |  | $ | 4,342 |
(1)Gross amount excludes netting arrangements and any adjustment for nonperformance risk, but includes accrued interest.
| December 31, 2019
| Gross Amount Recognized(1) |  | Counterparty Netting |  | Net Amount Presented in the Consolidated Balance Sheet
| (in thousands)
Assets: |  |  |  |  |
Derivatives |  |  |  |  |
Interest rate swaps | $ | 56,139 |  |  | $ | 53,771 |  |  | $ | 2,368 |
Liabilities: |  |  |  |  |
Derivatives |  |  |  |  |
Interest rate swaps | $ | 305,584 |  |  | $ | 291,326 |  |  | $ | 14,258 |
(1)Gross amount excludes netting arrangements and any adjustment for nonperformance risk, but includes accrued interest.

X
- Definition Hedged Items in Fair Value Hedging Relationships [Table Text Block] + References No definition available. + Details
Name: | agm_HedgedItemsinFairValueHedgingRelationshipsTableTextBlock
Namespace Prefix: | agm_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5624163-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=121590274&loc=d3e41620-113959 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=121590274&loc=d3e41638-113959 Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=121590274&loc=d3e41678-113959 Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=121590274&loc=d3e41641-113959 Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5624171-113959 Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579240-113959 + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of derivative instruments (including nonderivative instruments that are designated and qualify as hedging instruments) of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5618551-113959 + Details
Name: | us-gaap_ScheduleOfDerivativesInstrumentsStatementsOfFinancialPerformanceAndFinancialPositionLocationTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5624171-113959 + Details
Name: | us-gaap_ScheduleOfInterestRateDerivativesTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration