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Amount of obligation to return cash collateral under master netting arrangements offset against derivative assets.

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Nominal or face amount used to calculate payments on the derivative asset.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

No definition available.

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Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

No definition available.

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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.

Reference 1: http://www.xbrl.org/2003/role/exampleRef
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The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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