DERIVATIVE INSTRUMENTS - Impact (Details) - USD ($) $ in Thousands |
Sep. 30, 2022 |
Mar. 31, 2022 |
|---|---|---|
| Derivative instrument assets | ||
| Gross basis amount | $ 1,069,207 | $ 910,174 |
| Netting impact | (433,982) | (238,460) |
| Net basis amount | 635,225 | 671,714 |
| Derivative instrument liabilities | ||
| Gross basis amount | (506,776) | (265,011) |
| Netting impact | 438,041 | 238,925 |
| Net basis amount | (68,735) | (26,085) |
| Gross basis amount | 562,431 | 645,163 |
| Netting impact | 4,059 | 465 |
| Net basis amount | $ 566,490 | $ 645,629 |
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- Definition Fair value, before effects of master netting arrangements, of a financial assets or liability or contract with one or more underlying, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities and assets elected not to be offset. No definition available.
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- Definition Fair value of asset and liabilities associated with financial assets or liability or contract with one or more underlying notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. No definition available.
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- Definition Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- References No definition available.
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- Definition Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Reference 1: http://www.xbrl.org/2003/role/exampleRef
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- References No definition available.
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