Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Transactions - Summary of Aggregate Gross and Net Derivative Receivables and Payables Balances (Details)

v3.20.2
Derivative Instruments and Hedging Transactions - Summary of Aggregate Gross and Net Derivative Receivables and Payables Balances (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Jun. 30, 2020
Nettable derivative assets:    
Gross derivative receivable $ 139,467 $ 48,997
Amounts Netted (25,867) (2,672)
Cash Collateral Pledge 0 0
Net derivative receivable 113,600 46,325
Nettable derivative liabilities:    
Gross derivative payable 18,672 35,954
Amounts Netted (1,590) (1,304)
Cash Collateral Pledge (3,585) (9,236)
Net derivative payables 13,497 25,414
Open sale and purchase commitments    
Nettable derivative assets:    
Gross derivative receivable 105,047 48,896
Amounts Netted (25,867) (2,672)
Cash Collateral Pledge 0 0
Net derivative receivable 79,180 46,224
Nettable derivative liabilities:    
Gross derivative payable 4,548 5,653
Amounts Netted (1,590) (1,304)
Cash Collateral Pledge 0 0
Net derivative payables 2,958 4,349
Liability on margin accounts    
Nettable derivative liabilities:    
Gross derivative payable 6,864 14,616
Amounts Netted 0 0
Cash Collateral Pledge (3,585) (9,236)
Net derivative payables 3,279 5,380
Future contracts    
Nettable derivative assets:    
Gross derivative receivable 22,316 0
Amounts Netted 0 0
Cash Collateral Pledge 0 0
Net derivative receivable 22,316 0
Nettable derivative liabilities:    
Gross derivative payable 7,260 12,477
Amounts Netted 0 0
Cash Collateral Pledge 0 0
Net derivative payables 7,260 12,477
Forward contracts    
Nettable derivative assets:    
Gross derivative receivable 12,104 101
Amounts Netted 0 0
Cash Collateral Pledge 0 0
Net derivative receivable 12,104 101
Nettable derivative liabilities:    
Gross derivative payable 0 3,208
Amounts Netted 0 0
Cash Collateral Pledge 0 0
Net derivative payables $ 0 $ 3,208