USE OF DERIVATIVES, OFFSETTING DISCLOSURES AND CHANGES IN OTHER COMPREHENSIVE INCOME BY COMPONENT - Schedule of Swap Agreements Expiration Period and Characteristics (Details) $ in Thousands	Jun. 30, 2021 USD ($)
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 4,249,500
Interest Rate SWAP Currently-Paying Contracts Expiring Second Quarter 2022 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 400,000
Average Fixed Rates	0.02%
Interest Rate SWAP Currently-Paying Contracts Expiring Third Quarter 2022 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 1,200,000
Average Fixed Rates	0.01%
Interest Rate SWAP Currently-Paying Contracts Expiring Fourth Quarter 2022 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 900,000
Average Fixed Rates	0.07%
Interest Rate SWAP Currently-Paying Contracts Expiring First Quarter 2023 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 50,000
Average Fixed Rates	0.13%
Currently Paying Contracts Expiring Second Quarter Two Thousand Twenty Three
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 350,000
Average Fixed Rates	0.20%
Interest Rate SWAP Currently-Paying Contracts Expiring Third Quarter 2023 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 100,000
Average Fixed Rates	0.03%
Interest Rate SWAP Currently-Paying Contracts Expiring Fourth Quarter 2023 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 374,500
Average Fixed Rates	0.09%
Currently Paying Contracts Expiring First Quarter Two Thousand Twenty Four
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 150,000
Average Fixed Rates	0.28%
Interest Rate SWAP Currently-Paying Contracts Expiring Second Quarter 2024 [Member]
Notional Disclosures [Abstract]
Swap Notional Amounts	$ 725,000
Average Fixed Rates	0.34%

CAPSTEAD MORTGAGE CORP 10-Q