XML 69 R57.htm IDEA: XBRL DOCUMENT v3.21.2
Derivative Financial Instruments - Effect of Hedges on Consolidated Statements of Operations (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Gains (losses) recognized for hedging relationships        
Net investment income (loss) $ 1,045.5 $ 944.6 $ 2,073.6 $ 1,928.2
Net realized capital gains (losses) (41.1) (27.4) 110.3 104.0
Benefits, claims and settlement expenses 1,812.8 1,601.3 3,187.5 4,460.0
Fair Value Hedges | Interest rate contracts | Net investment income        
Gains (losses) recognized for hedging relationships        
Gain (loss) recognized on hedged item 6.9 0.2 (16.5) 11.2
Gain (loss) recognized on derivatives (6.9) (0.2) 16.8 (11.5)
Amortization of hedged item basis adjustments (0.4) (0.6) (1.0) (1.3)
Amounts related to periodic settlements on derivatives (2.2) (1.2) (4.4) (2.3)
Total gain (loss) recognized for hedging relationships (2.6) (1.8) (5.1) (3.9)
Cash Flow Hedges | Net investment income        
Gains (losses) recognized for hedging relationships        
Total gain (loss) recognized for hedging relationships 6.3 6.8 12.5 13.6
Cash Flow Hedges | Net realized capital gains (losses)        
Gains (losses) recognized for hedging relationships        
Total gain (loss) recognized for hedging relationships 0.8 7.9 1.1 8.8
Cash Flow Hedges | Benefits, claims and settlement expenses        
Gains (losses) recognized for hedging relationships        
Total gain (loss) recognized for hedging relationships (0.1)   (0.1)  
Cash Flow Hedges | Interest rate contracts | Gain (loss) reclassified from AOCI on derivatives        
Gains (losses) recognized for hedging relationships        
Net investment income (loss) 4.0 4.7 8.1 9.4
Net realized capital gains (losses)   3.9   2.6
Benefits, claims and settlement expenses 0.1   0.1  
Gain (loss) reclassified from AOCI as a result that a forecasted transaction is no longer probable of occurring 0.1   0.4  
Cash Flow Hedges | Foreign exchange contracts | Gain (loss) reclassified from AOCI on derivatives        
Gains (losses) recognized for hedging relationships        
Net realized capital gains (losses) 0.7 4.0 0.7 6.2
Cash Flow Hedges | Foreign exchange contracts | Net investment income        
Gains (losses) recognized for hedging relationships        
Amounts related to periodic settlements on derivatives 2.3 2.1 4.4 4.2
Net investment hedging relationships        
Gains (losses) recognized for hedging relationships        
Amount of gain (loss) recognized in accumulated OCI on derivatives (1.2) 1.8 1.0 9.3
Net investment hedging relationships | Foreign exchange contracts        
Gains (losses) recognized for hedging relationships        
Amount of gain (loss) recognized in accumulated OCI on derivatives $ (1.2) $ 1.8 $ 1.0 $ 9.3