XML 62 R51.htm IDEA: XBRL DOCUMENT v3.22.1
Derivative Financial Instruments - Notional Amounts and Credit Exposure (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Derivative Financial Instruments, exposure    
Cash and securities posted under collateral arrangements associated with derivative credit support agreements and Futures Commission Merchant agreements $ 429.8 $ 240.8
Aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position 312.9 146.3
Collateral and initial margin posted supporting derivatives with credit-risk-related contingent features that were in a liability position 429.8 240.8
Additional collateral required to be posted if derivative credit-risk-related contingent features were triggered 70.6  
Cash collateral received associated with derivative credit support annex agreements and Futures Commission Merchant agreements 112.2 214.9
Notional amount 70,904.6 69,428.1
Gross credit exposure 283.9 348.1
Less: collateral received 134.0 244.6
Net credit exposure 149.9 103.5
Interest rate swaps    
Derivative Financial Instruments, exposure    
Cash exchanged under contract 0.0  
Principal payments made under contract 0.0  
Notional amount 48,670.4 47,927.4
Gross credit exposure 138.2 205.9
Interest rate options    
Derivative Financial Instruments, exposure    
Notional amount 2,845.9 2,373.9
Gross credit exposure 24.6 24.5
Interest rate forwards    
Derivative Financial Instruments, exposure    
Notional amount 2,641.6 2,181.6
Gross credit exposure   15.3
Interest rate futures    
Derivative Financial Instruments, exposure    
Notional amount 1,280.0 1,774.5
Currency swaps    
Derivative Financial Instruments, exposure    
Notional amount 1,355.9 1,242.7
Gross credit exposure 70.4 51.1
Currency forwards    
Derivative Financial Instruments, exposure    
Notional amount 1,102.6 1,043.6
Gross credit exposure 20.4 11.3
Equity options    
Derivative Financial Instruments, exposure    
Notional amount 2,407.1 2,378.2
Gross credit exposure 26.1 37.3
Equity futures    
Derivative Financial Instruments, exposure    
Notional amount 317.0 150.4
Credit default swaps    
Derivative Financial Instruments, exposure    
Notional amount 350.0 295.0
Gross credit exposure 4.2 2.7
Embedded derivative financial instruments    
Derivative Financial Instruments, exposure    
Notional amount $ 9,934.1 $ 10,060.8