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DERIVATIVE INSTRUMENTS | 3 Months Ended
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Mar. 31, 2012
Notes to Financial Statements [Abstract] |
DERIVATIVE INSTRUMENTS | DERIVATIVE INSTRUMENTS We do not use derivative financial instruments for trading purposes, nor do we engage in leveraged derivative transactions. The majority of our freestanding derivatives are interest rate, foreign currency and credit default swaps that are associated with investments in special-purpose entities, including VIEs where we are the primary beneficiary. The remaining derivatives are the interest rate swap associated with our variable interest rate yen-denominated debt and cross-currency interest rate swaps associated with our senior notes due in February 2017 and February 2022. Derivative Types Interest rate and credit default swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Generally, no cash or principal payments are exchanged at the inception of the contract. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value. Interest rate swaps are primarily used to convert interest receipts on floating-rate fixed-maturity securities contracts to fixed rates. These derivatives are predominantly used to better match cash receipts from assets with cash disbursements required to fund liabilities. Credit default swaps are used to assume credit risk related to an individual security or an index. These contracts entitle the consolidated VIE to receive a periodic fee in exchange for an obligation to compensate the derivative counterparty should the referenced security issuers experience a credit event, as defined in the contract. The consolidated VIE is also exposed to credit risk due to embedded derivatives associated with credit-linked notes. Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be periodic exchanges of payments at specified intervals based on the agreed upon rates and notional amounts. Foreign currency swaps are used primarily in the consolidated VIEs in our Aflac Japan portfolio to convert foreign-denominated cash flows to yen, the functional currency of Aflac Japan, in order to minimize cash flow fluctuations. We also use foreign currency swaps to convert certain of our dollar-denominated principal and interest senior note obligations into yen-denominated obligations. Credit Risk Assumed through Derivatives For the interest rate, foreign currency, and credit default swaps associated with our VIE investments for which we are the primary beneficiary, we bear the risk of foreign exchange or interest rate loss due to counterparty default even though we are not a direct counterparty to those contracts. We are exposed to credit risk in the event of nonperformance by counterparties to the cross-currency swaps related to our senior notes due in February 2017 and 2022 and the interest rate swap on our variable interest rate yen-denominated Samurai notes. The risk of counterparty default for both the VIE and senior note swaps is mitigated by collateral posting requirements the counterparty must meet. The counterparties to these swap agreements are financial institutions with the following credit ratings.
| March 31, 2012 |  | December 31, 2011
| Fair Value | Notional Amount |  | Fair Value | Notional Amount
(In millions) | of Swaps | of Swaps |  | of Swaps | of Swaps
Counterparty credit rating: |  |  |  |  |  |  |  |  |  |  |  |  |
AA |  | $ | 14 |  |  |  | $ | 272 |  |  |  |  | $ | 0 |  |  |  | $ | 0 |  |
A |  | (124 | ) |  |  | 5,756 |  |  |  |  | (156 | ) |  |  | 5,491 |  |
Total |  | $ | (110 | ) |  |  | $ | 6,028 |  |  |  |  | $ | (156 | ) |  |  | $ | 5,491 |  |
Certain of our consolidated VIEs have credit default swap contracts that require them to assume credit risk from an asset pool. Those consolidated VIEs will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment by delivery of associated collateral, which consists of highly rated asset-backed securities, if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced obligations. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The diversified portfolios of corporate issuers are established within sector concentration limits. The following tables present the maximum potential risk, fair value, weighted-average years to maturity, and underlying referenced credit obligation type for credit default swaps within consolidated VIE structures.
March 31, 2012
|  | Less than one year |  | One to three years |  | Three to five years |  | Five to ten years |  | Total
(In millions) | Credit Rating | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value
Index exposure: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Corporate bonds: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| A | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | (139 | ) |  | $ | (4 | ) |  | $ | 0 |  |  | $ | 0 |  |  | $ | (139 | ) |  | $ | (4 | )
| BB or lower | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | (228 | ) |  | (93 | ) |  | (228 | ) |  | (93 | )
Total |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | (139 | ) |  | $ | (4 | ) |  | $ | (228 | ) |  | $ | (93 | ) |  | $ | (367 | ) |  | $ | (97 | )
December 31, 2011
|  | Less than one year |  | One to three years |  | Three to five years |  | Five to ten years |  | Total
(In millions) | Credit Rating | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value
Index exposure: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Corporate bonds: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| A | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | (146 | ) |  | $ | (17 | ) |  | $ | 0 |  |  | $ | 0 |  |  | $ | (146 | ) |  | $ | (17 | )
| BB or lower | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | (235 | ) |  | (113 | ) |  | (235 | ) |  | (113 | )
Total |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | (146 | ) |  | $ | (17 | ) |  | $ | (235 | ) |  | $ | (113 | ) |  | $ | (381 | ) |  | $ | (130 | )
Derivative Balance Sheet Classification The tables below summarize the balance sheet classification of our derivative fair value amounts, as well as the gross asset and liability fair value amounts. The fair value amounts presented do not include income accruals. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated. Notional amounts are not reflective of credit risk.
| March 31, 2012
(In millions) | Net Derivatives |  | Asset Derivatives |  | Liability Derivatives
Hedge Designation/ Derivative Type | Notional Amount |  | Fair Value |  | Fair Value |  | Fair Value
Cash flow hedges: |  |  |  |  |  |  |
Interest rate swaps | $ | 67 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |
Foreign currency swaps | 75 |  |  | 24 |  |  | 24 |  |  | 0 |
Total cash flow hedges | 142 |  |  | 24 |  |  | 24 |  |  | 0 |
Non-qualifying strategies: |  |  |  |  |  |  |
Interest rate swaps | 367 |  |  | 28 |  |  | 31 |  |  | (3 | )
Foreign currency swaps | 5,152 |  |  | (65 | ) |  | 263 |  |  | (328 | )
Credit default swaps | 367 |  |  | (97 | ) |  | 0 |  |  | (97 | )
Total non-qualifying strategies | 5,886 |  |  | (134 | ) |  | 294 |  |  | (428 | )
Total cash flow hedges and non-qualifying strategies | $ | 6,028 |  |  | $ | (110 | ) |  | $ | 318 |  |  | $ | (428 | )
Balance Sheet Location |  |  |  |  |  |  |
Other assets | $ | 2,436 |  |  | $ | 318 |  |  | $ | 318 |  |  | $ | 0 |
Other liabilities | 3,592 |  |  | (428 | ) |  | 0 |  |  | (428 | )
Total derivatives | $ | 6,028 |  |  | $ | (110 | ) |  | $ | 318 |  |  | $ | (428 | )
| December 31, 2011
(In millions) | Net Derivatives |  | Asset Derivatives |  | Liability Derivatives
Hedge Designation/ Derivative Type | Notional Amount |  | Fair Value |  | Fair Value |  | Fair Value
Cash flow hedges: |  |  |  |  |  |  |
Interest rate swaps | $ | 71 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |
Foreign currency swaps | 75 |  |  | 36 |  |  | 36 |  |  | 0 |
Total cash flow hedges | 146 |  |  | 36 |  |  | 36 |  |  | 0 |
Non-qualifying strategies: |  |  |  |  |  |  |
Interest rate swaps | 381 |  |  | 30 |  |  | 34 |  |  | (4 | )
Foreign currency swaps | 4,583 |  |  | (92 | ) |  | 305 |  |  | (397 | )
Credit default swaps | 381 |  |  | (130 | ) |  | 0 |  |  | (130 | )
Total non-qualifying strategies | 5,345 |  |  | (192 | ) |  | 339 |  |  | (531 | )
Total cash flow hedges and non-qualifying strategies | $ | 5,491 |  |  | $ | (156 | ) |  | $ | 375 |  |  | $ | (531 | )
Balance Sheet Location |  |  |  |  |  |  |
Other assets | $ | 1,794 |  |  | $ | 375 |  |  | $ | 375 |  |  | $ | 0 |
Other liabilities | 3,697 |  |  | (531 | ) |  | 0 |  |  | (531 | )
Total derivatives | $ | 5,491 |  |  | $ | (156 | ) |  | $ | 375 |  |  | $ | (531 | )
Hedging Derivative Hedges Certain of our consolidated VIEs have interest rate and/or foreign currency swaps that qualify for hedge accounting treatment. For those that have qualified, we have designated the derivative as a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset (“cash flow” hedge). We expect to continue this hedging activity for a weighted-average period of approximately 14 years. The remaining derivatives in our consolidated VIEs that have not qualified for hedge accounting have been designated as held for other investment purposes (“non-qualifying strategies”). We have an interest rate swap agreement related to our 5.5 billion yen variable interest rate Samurai notes that we issued in July 2011 (see Note 6). By entering into this contract, we swapped the variable interest rate to a fixed interest rate of 1.475%. We have designated this interest rate swap as a hedge of the variability in our interest cash flows associated with the variable interest rate Samurai notes. The notional amount and terms of the swap match the principal amount and terms of the variable interest rate Samurai notes, and the swap had no value at inception. Changes in the fair value of the swap contract are recorded in other comprehensive income so long as the hedge is deemed effective. Should any portion of the hedge be deemed ineffective, that value would be reported in net earnings. Hedge Documentation and Effectiveness Testing To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated changes in cash flow of the hedged item. At hedge inception, we formally document all relationships between hedging instruments and hedged items, as well as our risk-management objective and strategy for undertaking each hedge transaction. The documentation process includes linking derivatives that are designated as cash flow hedges to specific assets or liabilities on the statement of financial position or to specific forecasted transactions and defining the effectiveness and ineffectiveness testing methods to be used. At the hedge's inception and on an ongoing quarterly basis, we also formally assess whether the derivatives that are used in hedging transactions have been and are expected to continue to be highly effective in offsetting changes in cash flows of hedged items. Hedge effectiveness is assessed using qualitative and quantitative methods. Qualitative methods may include the comparison of critical terms of the derivative to the hedged item. Quantitative methods include regression or other statistical analysis of changes in cash flows associated with the hedge relationship. Hedge ineffectiveness of the hedge relationships is measured each reporting period using the “Hypothetical Derivative Method.” For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of other comprehensive income and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current earnings as a component of realized investment gains (losses). All components of each derivative's gain or loss were included in the assessment of hedge effectiveness. Discontinuance of Hedge Accounting We discontinue hedge accounting prospectively when (1) it is determined that the derivative is no longer highly effective in offsetting changes in the cash flows of a hedged item; (2) the derivative is de-designated as a hedging instrument; or (3) the derivative expires or is sold, terminated or exercised. When hedge accounting is discontinued on a cash-flow hedge, including those where the derivative is sold, terminated or exercised, amounts previously deferred in other comprehensive income are reclassified into earnings when earnings are impacted by the cash flow of the hedged item. Cash Flow Hedges The following table presents the components of the gain or loss on derivatives that qualified as cash flow hedges. Derivatives in Cash Flow Hedging Relationships
(In millions) | Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion) |  | Realized Investment Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)
Three Months Ended March 31, 2012: |  |  |  |  |  |  |
Interest rate swaps |  | $ | 0 |  |  |  |  | $ | 0 |  |
Foreign currency swaps |  | (12 | ) |  |  |  | 0 |  |
Total |  | $ | (12 | ) |  |  |  | $ | 0 |  |
Three Months Ended March 31, 2011: |  |  |  |  |  |  |
Interest rate swaps |  | $ | 1 |  |  |  |  | $ | 0 |  |
Foreign currency swaps |  | (56 | ) |  |  |  | (4 | ) |
Total |  | $ | (55 | ) |  |  |  | $ | (4 | ) |
In the third quarter of 2011, we de-designated certain of the foreign currency swaps with notional values totaling $500 million used in cash flow hedging strategies as a result of determining that these swaps would no longer be highly effective in offsetting the cash flows of the hedged item. As a result, the net gain recorded in accumulated other comprehensive income for these swaps that are no longer eligible for hedge accounting is being amortized into earnings over the expected life of the respective hedged item. The amount amortized from accumulated other comprehensive income into earnings related to these swaps was immaterial in 2011. There was no gain or loss reclassified from accumulated other comprehensive income into earnings related to our designated cash flow hedges for the three-month periods ended March 31, 2012 and 2011. As of March 31, 2012, deferred net gains on derivative instruments recorded in accumulated other comprehensive income that are expected to be reclassified to earnings during the next twelve months are immaterial. Non-qualifying Strategies For our derivative instruments in consolidated VIEs that do not qualify for hedge accounting treatment, all changes in their fair value are reported in current period earnings as realized investment gains (losses). We have cross-currency swap agreements related to our $400 million senior notes due February 2017 and our $350 million senior notes due February 2022 (see Note 6). The notional amounts and terms of the swaps match the principal amount and terms of the senior notes. We entered into these cross-currency swaps to reduce interest expense by converting the dollar-denominated principal and interest on the senior notes we issued into yen-denominated obligations. By entering into these cross-currency swaps, we economically converted our $400 million liability into a 30.9 billion yen liability and reduced the interest rate on this debt from 2.65% in dollars to 1.22% in yen, and we economically converted our $350 million liability into a 27.0 billion yen liability and reduced the interest rate on this debt from 4.00% in dollars to 2.07% in yen. The following table presents the gain or loss recognized in income on non-qualifying strategies. Non-qualifying Strategies Gain (Loss) Recognized within Realized Investment Gains (Losses)
| Three Months Ended March 31,
(In millions) | 2012 |  | 2011
Interest rate swaps |  | $ | (3 | ) |  |  |  | $ | (5 | ) |
Foreign currency swaps |  | 50 |  |  |  |  | (29 | ) |
Credit default swaps |  | 33 |  |  |  |  | 5 |  |
Other |  | 0 |  |  |  |  | 3 |  |
Total |  | $ | 80 |  |  |  |  | $ | (26 | ) |
The amount of gain or loss recognized in earnings for our VIEs is attributable to the derivatives in those investment structures. While the change in value of the swaps is recorded through current period earnings, the change in value of the available-for-sale fixed income or perpetual securities associated with these swaps is recorded through other comprehensive income. Net Investment Hedge Our primary exposure to be hedged is our net investment in Aflac Japan, which is affected by changes in the yen/dollar exchange rate. To mitigate this exposure, we have taken the following courses of action. First, Aflac Japan maintains an investment portfolio of dollar-denominated securities on behalf of Aflac U.S., which serves as an economic currency hedge of a portion of our investment in Aflac Japan. The functional currency for these investments is the U.S. dollar. The related investment income and realized/unrealized investment gains and losses are also denominated in U.S. dollars. The foreign exchange gains and losses related to this portfolio are taxable in Japan and the U.S. when the securities mature or are sold. Until maturity or sale, deferred tax expense or benefit associated with the foreign exchange gains or losses are recognized in other comprehensive income. Second, we have designated a majority of the Parent Company's yen-denominated liabilities (Samurai and Uridashi notes and yen-denominated loans - see Note 6) as nonderivative hedges of the foreign currency exposure of our investment in Aflac Japan. Our net investment hedge was effective during the three-month periods ended March 31, 2012, and 2011. Non-Derivative Hedging Instruments in Net Investment Hedging Relationships
| Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion)
| Three Months Ended March 31,
(In millions) | 2012 |  | 2011
Non-derivative hedging instruments |  | $ | 49 |  |  |  |  | $ | 22 |  |
There was no gain or loss reclassified from accumulated other comprehensive income into earnings related to our net investment hedge during the three-month periods ended March 31, 2012 and 2011. For additional information on our financial instruments, see the accompanying Notes 1, 3 and 5 and Notes 1, 3 and 5 of the Notes to the Consolidated Financial Statements in our annual report to shareholders for the year ended December 31, 2011.

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- Definition The entire disclosure for the entity's entire derivative instruments and hedging activities. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, and the amounts of and methodologies and assumptions used in determining the amounts of such items. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. 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