XML 47 R36.htm IDEA: XBRL DOCUMENT v3.10.0.1

Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2018

Derivative Financial Instruments [Abstract]

Balance Sheet Information



DERIVATIVE FINANCIAL INSTRUMENTS-BALANCE SHEET INFORMATION
(Dollars in Thousands)

Derivative Financial Instruments Not Designated as Hedging Instruments Under FASB ASC 815		Balance Sheet Classification			September 30, 2018			December 31, 2017
TBAs and other forward agency MBS		Investments-trading		$	5,277		$	1,063
Other extended settlement trades		Investments-trading			-			55
Foreign currency forward contracts		Other investments, at fair value			3			(26)
TBAs and other forward agency MBS		Trading securities sold, not yet purchased			(4,706)			(607)
Other extended settlement trades		Trading securities sold, not yet purchased			-			(251)
				$	574		$	234




Statement Of Operations Information





DERIVATIVE FINANCIAL INSTRUMENTS-STATEMENT OF OPERATIONS INFORMATION
(Dollars in Thousands)

Derivative Financial Instruments Not Designated as Hedging Instruments Under FASB ASC 815		Income Statement Classification			Nine Months Ended September 30, 2018			Nine Months Ended September 30, 2017
Foreign currency forward contracts		Revenue-principal transactions and other income		$	65		$	(132)
Other extended settlement trades		Revenue-net trading			(10)			(15)
TBAs and other forward agency MBS		Revenue-net trading			4,988			5,516
				$	5,043		$	5,369








DERIVATIVE FINANCIAL INSTRUMENTS-STATEMENT OF OPERATIONS INFORMATION
(Dollars in Thousands)

Derivative Financial Instruments Not Designated as Hedging Instruments Under FASB ASC 815		Income Statement Classification			Three Months Ended September 30, 2018			Three Months Ended September 30, 2017
Foreign currency forward contracts		Revenue-principal transactions and other income		$	14		$	(34)
Other extended settlement trades		Revenue-net trading			(10)			4
TBAs and other forward agency MBS		Revenue-net trading			1,535			1,584
				$	1,539		$	1,554




X

- References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsAndHedgesAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4E
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624181-113959

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4A
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5618551-113959

Reference 3: 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=109980867&loc=SL5624171-113959

+ Details

Name:	us-gaap_ScheduleOfDerivativeInstrumentsGainLossInStatementOfFinancialPerformanceTextBlock
Namespace Prefix:	us-gaap_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Tabular disclosure of derivative instrument not designated or qualifying as hedging instrument.

+ 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
-Subparagraph (e)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4CC
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL109998890-113959

+ Details

Name:	us-gaap_ScheduleOfOtherDerivativesNotDesignatedAsHedgingInstrumentsStatementsOfFinancialPerformanceAndFinancialPositionLocationTableTextBlock
Namespace Prefix:	us-gaap_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration