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Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2022

Derivative Financial Instruments

Derivative Financial Instruments, Exposure (Table)

​

​	​	​	​	​	​	​
​		June 30, 2022			December 31, 2021
​	​	(in millions)
Notional amounts of derivative instruments	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​
Interest rate swaps	​	$	50,917.9	​	$	47,927.4
Interest rate forwards	​		2,891.1	​		2,181.6
Interest rate options	​	​	2,845.9	​	​	2,373.9
Interest rate futures	​		1,039.5	​		1,774.5
Foreign exchange contracts:	​	​	​	​	​	​
Currency swaps	​	​	1,420.0	​	​	1,242.7
Currency forwards	​	​	1,063.8	​	​	1,043.6
Equity contracts:	​	​	​	​	​	​
Equity options	​		2,319.1	​		2,378.2
Equity futures	​		557.1	​		150.4
Credit contracts:	​	​	​	​	​	​
Credit default swaps	​		400.0	​		295.0
Other contracts:	​	​	​	​	​	​
Embedded derivatives	​		28,307.8	​		10,060.8
Total notional amounts at end of period	​	$	91,762.2	​	$	69,428.1
​	​	​	​	​	​	​
Credit exposure of derivative instruments	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​
Interest rate swaps	​	$	83.2	​	$	205.9
Interest rate options	​		25.9	​		24.5
Interest rate forwards	​	​	5.8	​	​	15.3
Foreign exchange contracts:	​	​	​	​	​	​
Currency swaps	​		106.2	​		51.1
Currency forwards	​		20.7	​		11.3
Equity contracts:	​	​	​	​	​	​
Equity options	​		20.7	​		37.3
Credit contracts:	​	​	​	​	​	​
Credit default swaps	​		3.0	​		2.7
Total gross credit exposure	​		265.5	​		348.1
Less: collateral received	​		160.2	​		244.6
Net credit exposure	​	$	105.3	​	$	103.5

Derivative Financial Instruments, Fair Value Disclosures (Table)

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

Derivative assets (1)

​

Derivative liabilities (2)

​

June 30, 2022

December 31, 2021

June 30, 2022

December 31, 2021

​

​

(in millions)

Derivatives designated as hedging instruments

​

​

​

​

​

​

​

​

​

​

​

​

Interest rate contracts

​

$

16.1

​

$

4.1

​

$

108.0

​

$

19.0

Foreign exchange contracts

​

102.0

​

48.4

​

3.0

​

17.6

Total derivatives designated as hedging instruments

​

$

118.1

​

$

52.5

​

$

111.0

​

$

36.6

​

​

​

​

​

​

​

​

​

​

​

​

​

Derivatives not designated as hedging instruments

​

​

​

​

​

​

​

​

​

​

​

​

Interest rate contracts

​

$

94.7

​

$

233.4

​

$

347.6

​

$

13.0

Foreign exchange contracts

​

20.9

​

11.3

​

62.8

​

83.3

Equity contracts

​

20.8

​

37.3

​

41.4

​

90.9

Credit contracts

​

2.9

​

2.6

​

3.9

​

2.2

Other contracts

​

—

​

—

​

(2,991.8)

​

356.3

Total derivatives not designated as hedging instruments

​

139.3

​

284.6

​

(2,536.1)

​

545.7

​

​

​

​

​

​

​

​

​

​

​

​

​

Total derivative instruments

​

$

257.4

​

$

337.1

​

$

(2,425.1)

​

$

582.3

(1) The fair value of derivative assets is reported with other investments on the consolidated statements of financial position.

(2) The fair value of derivative liabilities is reported with other liabilities on the consolidated statements of financial position, with the exception of certain embedded derivative liabilities. Embedded derivatives with a net liability fair value of $75.5 million and $356.3 million as of June 30, 2022 and December 31, 2021, respectively, are reported with contractholder funds on the consolidated statements of financial position. Embedded derivatives with a net (asset) liability fair value of $(3,067.3) million as of June 30, 2022, are reported with funds withheld payable on the consolidated statements of financial position.

Credit Derivatives Sold (Table)

​

​	​	​	​	​	​	​	​	​	​	​	​
​	​	June 30, 2022
​	​	​	​	​	​	​	​	​	​	​	Weighted
​	​	​	​	​	​	​	​	Maximum		​	average
​	​	Notional		​	Fair		​	future		​	expected life
​		amount			value			payments			(in years)
​	​	(in millions)								​	​
Single name credit default swaps	​	​	​	​	​	​	​	​	​	​	​
Corporate debt	​	​	​	​	​	​	​	​	​	​	​
A	​	$	50.0	​	$	(0.1)	​	$	50.0		3.3
BBB	​	​	180.0	​	​	1.1	​	​	180.0		3.6
BB	​	​	20.0	​	​	(1.0)	​	​	20.0	​	5.0
Sovereign	​	​	​	​	​	​	​	​	​	​	​
A	​	​	20.0	​	​	0.2	​	​	20.0	​	3.0
Total credit default swap protection sold	​	$	270.0	​	$	0.2	​	$	270.0		3.6

​

​	​	​	​	​	​	​	​	​	​	​	​
​	​	December 31, 2021
​	​	​	​	​	​	​	​	​	​	​	Weighted
​	​	​	​	​	​	​	​	Maximum		​	average
​	​	Notional		​	Fair		​	future		​	expected life
​		amount			value			payments			(in years)
​	​	(in millions)								​	​
Single name credit default swaps	​	​	​	​	​	​	​	​	​	​	​
Corporate debt	​	​	​	​	​	​	​	​	​	​	​
A	​	$	20.0	​	$	0.4	​	$	20.0		3.5
BBB	​		110.0	​	​	1.7	​	​	110.0		3.0
Sovereign	​	​	​	​	​	​	​	​	​	​	​
A	​	​	20.0	​	​	0.5	​	​	20.0	​	3.5
Total credit default swap protection sold	​	$	150.0	​	$	2.6	​	$	150.0		3.1

Fair Value Hedges (Table)

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

Cumulative amount of fair

​

​

​

​

value hedging basis adjustment

Line item in the consolidated statements

​

​

​

increase/(decrease) included in the

of financial position in which the

​

Amortized cost of hedged item

​

amortized cost of the hedged item

hedged item is included

June 30, 2022

December 31, 2021

June 30, 2022

December 31, 2021

​

​

(in millions)

Fixed maturities, available-for-sale (1):

​

​

​

​

​

​

​

​

​

​

​

​

Active hedging relationships

​

$

3,761.3

​

$

1,859.9

​

$

(113.3)

​

$

(7.1)

Discontinued hedging relationships

​

​

74.0

​

​

79.7

​

​

2.0

​

​

2.8

Total fixed maturities, available-for-sale in active or discontinued hedging relationships

​

$

3,835.3

​

$

1,939.6

​

$

(111.3)

​

$

(4.3)

(1) These amounts include the amortized cost basis of closed portfolios used to designate last-of-layer hedging relationships in which the hedged last layer amount is expected to remain at the end of the hedging relationship. As of June 30, 2022 and December 31, 2021, the amortized cost basis of the closed portfolios used in these hedging relationships was $3,401.9 million and $1,390.4 million, respectively, the cumulative basis adjustments associated with these hedging relationships was $(70.6) million and $(3.9) million, respectively, and the amount of the designated hedged items were $1,110.0 million and $510.0 million, respectively.

Cash Flow Hedges (Table)

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

Amount of gain (loss) recognized in AOCI on derivatives

​

​

​

​

For the three months ended

​

For the six months ended

Derivatives in cash

​

​

​

June 30,

​

June 30,

flow hedging relationships

Related hedged item

2022

2021

2022

2021

​

​

​

​

(in millions)

Interest rate contracts

Fixed maturities, available-for-sale

​

$

(55.5)

​

$

—

​

$

(99.7)

​

$

—

Interest rate contracts

Investment contracts

​

2.5

​

​

—

​

12.0

​

—

Foreign exchange contracts

Fixed maturities, available-for-sale

​

53.5

​

​

21.2

​

66.5

​

21.8

Total

​

​

​

$

0.5

​

$

21.2

​

$

(21.2)

​

$

21.8

Effect of Fair Value and Cash Flow Hedges on Consolidated Statements of Operations (Table)

​

​	​	​	​	​	​	​	​	​	​
​	​	For the three months ended June 30, 2022
​	​	​		​	​	​	​	Benefits,
​	​	Net investment		​	Net realized		​	claims and
​	​	income related		​	capital gains		​	settlement
​	​	to hedges		​	(losses) related to		​	expenses
​	​	of fixed		​	hedges of fixed		​	related to
​	​	maturities,		​	maturities,		​	hedges of
​	​	available-		​	available-		​	investment
​		for-sale			for-sale			contracts
​	​	(in millions)
Total amounts of consolidated statement of operations line items in which the effects of fair value and cash flow hedges are reported	​	$	816.5	​	$	(227.9)	​	$	1,278.6
​	​	​	​	​	​	​	​	​	​
Losses on fair value hedging relationships:	​	​	​	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​	​	​	​
Loss recognized on hedged item	​	$	(35.3)	​	$	—	​	$	—
Gain recognized on derivatives	​	​	35.0	​	​	—	​	​	—
Amortization of hedged item basis adjustments	​	​	(0.3)	​	​	—	​	​	—
Amounts related to periodic settlements on derivatives	​	​	(2.7)	​	​	—	​	​	—
Total loss recognized for fair value hedging relationships	​	$	(3.3)	​	$	—	​	$	—
​	​	​	​	​	​	​	​	​	​
Gains on cash flow hedging relationships:	​	​	​	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​	​	​	​
Gain (loss) reclassified from AOCI on derivatives	​	$	2.7	​	$	—	​	$	(0.1)
Gain reclassified from AOCI as a result that a forecasted transaction is no longer probable of occurring	​	​	—	​	​	7.9	​	​	—
Amounts related to periodic settlements on derivatives	​	​	—	​	​	—	​	​	0.2
​	​	​	​	​	​	​	​	​	​
Foreign exchange contracts:	​	​	​	​	​	​	​	​	​
Gain reclassified from AOCI on derivatives	​	​	—	​	​	0.1	​	​	—
Amounts related to periodic settlements on derivatives	​	​	3.0	​	​	—	​	​	—
Total gain recognized for cash flow hedging relationships	​	$	5.7	​	$	8.0	​	$	0.1

​

​	​	​	​	​	​	​	​	​	​
​	​	For the three months ended June 30, 2021
​	​	​		​	​	​	​	Benefits,
​	​	Net investment		​	Net realized		​	claims and
​	​	income related		​	capital gains		​	settlement
​	​	to hedges		​	(losses) related to		​	expenses
​	​	of fixed		​	hedges of fixed		​	related to
​	​	maturities,		​	maturities,		​	hedges of
​	​	available-		​	available-		​	investment
​		for-sale			for-sale			contracts
​	​	(in millions)
Total amounts of consolidated statement of operations line items in which the effects of fair value and cash flow hedges are reported	​	$	1,045.5	​	$	(41.1)	​	$	1,812.8
​	​	​	​	​	​	​	​	​	​
Losses on fair value hedging relationships:	​	​	​	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​	​	​	​
Gain recognized on hedged item	​	$	6.9	​	$	—	​	$	—
Loss recognized on derivatives	​	​	(6.9)	​	​	—	​	​	—
Amortization of hedged item basis adjustments	​	​	(0.4)	​	​	—	​	​	—
Amounts related to periodic settlements on derivatives	​	​	(2.2)	​	​	—	​	​	—
Total loss recognized for fair value hedging relationships	​	$	(2.6)	​	$	—	​	$	—
​	​	​	​	​	​	​	​	​	​
Gains (losses) on cash flow hedging relationships:	​	​	​	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​	​	​	​
Gain (loss) reclassified from AOCI on derivatives	​	$	4.0	​	$	—	​	$	(0.1)
Gain reclassified from AOCI as a result that a forecasted transaction is no longer probable of occurring	​	​	—	​	​	0.1	​	​	—
​	​	​	​	​	​	​	​	​	​
Foreign exchange contracts:	​	​	​	​	​	​	​	​	​
Gain reclassified from AOCI on derivatives	​	​	—	​	​	0.7	​	​	—
Amounts related to periodic settlements on derivatives	​	​	2.3	​	​	—	​	​	—
Total gain (loss) recognized for cash flow hedging relationships	​	$	6.3	​	$	0.8	​	$	(0.1)

​

​	​	​	​	​	​	​	​	​	​
​	​	For the six months ended June 30, 2022
​	​	​		​	​	​	​	Benefits,
​	​	Net investment		​	Net realized		​	claims and
​	​	income related		​	capital gains		​	settlement
​	​	to hedges		​	(losses) related to		​	expenses
​	​	of fixed		​	hedges of fixed		​	related to
​	​	maturities,		​	maturities,		​	hedges of
​	​	available-		​	available-		​	investment
​		for-sale			for-sale			contracts
​	​	(in millions)
Total amounts of consolidated statement of operations line items in which the effects of fair value and cash flow hedges are reported	​	$	1,934.6	​	$	(338.4)	​	$	2,738.5
​	​	​	​	​	​	​	​	​	​
Losses on fair value hedging relationships:	​	​	​	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​	​	​	​
Loss recognized on hedged item	​	$	(106.4)	​	$	—	​	$	—
Gain recognized on derivatives	​	​	103.0	​	​	—	​	​	—
Amortization of hedged item basis adjustments	​	​	(0.7)	​	​	—	​	​	—
Amounts related to periodic settlements on derivatives	​	​	(6.9)	​	​	—	​	​	—
Total loss recognized for fair value hedging relationships	​	$	(11.0)	​	$	—	​	$	—
​	​	​	​	​	​	​	​	​	​
Gains (losses) on cash flow hedging relationships:	​	​	​	​	​	​	​	​	​
Interest rate contracts:	​	​	​	​	​	​	​	​	​
Gain (loss) reclassified from AOCI on derivatives	​	$	6.0	​	$	—	​	$	(0.1)
Gain reclassified from AOCI as a result that a forecasted transaction is no longer probable of occurring	​	​	—	​	​	10.8	​	​	—
​	​	​	​	​	​	​	​	​	​
Foreign exchange contracts:	​	​	​	​	​	​	​	​	​
Gain reclassified from AOCI on derivatives	​	​	—	​	​	0.7	​	​	—
Amounts related to periodic settlements on derivatives	​	​	5.7	​	​	—	​	​	—
Total gain (loss) recognized for cash flow hedging relationships	​	$	11.7	​	$	11.5	​	$	(0.1)

​

​	​	​	​	​	​	​	​	​	​
​	​	For the six months ended June 30, 2021
​	​	​		​	​	​	​	Benefits,
​	​	Net investment		​	Net realized		​	claims and
​	​	income related		​	capital gains		​	settlement
​	​	to hedges		​	related to		​	expenses
​	​	of fixed		​	hedges of fixed		​	related to
​	​	maturities,		​	maturities,		​	hedges of
​	​	available-		​	available-		​	investment
​		for-sale			for-sale			contracts
​	​	(in millions)
Total amounts of consolidated statement of operations line items in which the effects of fair value and cash flow hedges are reported	​	$	2,073.6	​	$	110.3	​	$	3,187.5
​	​	​	​	​	​	​	​	​	​
Losses on fair value hedging relationships:	​			​			​
Interest rate contracts:	​			​			​
Loss recognized on hedged item	​	$	(16.5)	​	$	—	​	$	—
Gain recognized on derivatives	​		16.8	​		—	​		—
Amortization of hedged item basis adjustments	​		(1.0)	​		—	​		—
Amounts related to periodic settlements on derivatives	​		(4.4)	​		—	​		—
Total loss recognized for fair value hedging relationships	​	$	(5.1)	​	$	—	​	$	—
​	​	​	​	​	​	​	​	​	​
Gains (losses) on cash flow hedging relationships:	​			​			​
Interest rate contracts:	​			​			​
Gain (loss) reclassified from AOCI on derivatives	​	$	8.1	​	$	—	​	$	(0.1)
Gain reclassified from AOCI as a result that a forecasted transaction is no longer probable of occurring	​		—	​	​	0.4	​	​	—
​	​	​	​	​	​	​	​	​	​
Foreign exchange contracts:	​			​			​
Gain reclassified from AOCI on derivatives	​		—	​		0.7	​		—
Amounts related to periodic settlements on derivatives	​		4.4	​		—	​		—
Total gain (loss) recognized for cash flow hedging relationships	​	$	12.5	​	$	1.1	​	$	(0.1)

​

Net Investment Hedges (Table)

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

Amount of loss

​

​

Amount of gain (loss) recognized

​

reclassified from AOCI into

​

​

in AOCI on derivatives

​

net realized capital gains (losses)

​

​

for the three months ended

​

for the three months ended

​

​

June 30,

​

June 30,

Derivatives in net investment hedging relationships

​

2022

​

2021

​

2022

​

2021

​

​

(in millions)

Foreign exchange contracts

​

$

2.3

​

$

(1.2)

​

$

—

​

$

—

Total

​

$

2.3

​

$

(1.2)

​

$

—

​

$

—

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

Amount of loss

​

​

Amount of gain recognized

​

reclassified from AOCI into

​

​

in AOCI on derivatives

​

net realized capital gains (losses)

​

​

for the six months ended

​

for the six months ended

​

June 30,

June 30,

Derivatives in net investment hedging relationships

2022

2021

2022

2021

​

​

(in millions)

Foreign exchange contracts

​

$

1.6

​

$

1.0

​

$

—

​

$

—

Total

​

$

1.6

​

$

1.0

​

$

—

​

$

—

​

Derivatives Not Designated as Hedging Instruments (Table)

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

Amount of gain (loss) recognized in

​

Amount of gain (loss) recognized in

​

​

net income on derivatives for the

​

net income on derivatives for the

​

​

three months ended June 30,

​

six months ended June 30,

Derivatives not designated as hedging instruments

2022

​

2021

​

2022

2021

​

​

(in millions)

Interest rate contracts

​

$

(52.5)

​

$

58.7

​

$

(281.9)

​

$

(101.7)

Foreign exchange contracts

​

​

(43.5)

​

​

(27.1)

​

24.4

​

(26.0)

Equity contracts

​

​

87.5

​

​

(20.9)

​

82.2

​

(45.7)

Credit contracts

​

​

(3.7)

​

​

0.2

​

(3.6)

​

(0.1)

Other contracts (1)

​

​

3,143.9

​

​

(107.0)

​

3,344.5

​

181.7

Total

​

$

3,131.7

​

$

(96.1)

​

$

3,165.6

​

$

8.2

(1) Includes the change in fair value of the funds withheld embedded derivative.

X

- Definition

Tabular disclosure of cumulative basis adjustments for fair value hedges.

+ References

No definition available.

+ Details

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Namespace Prefix:	pfg_
Data Type:	dtr-types:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Tabular disclosure of effect of derivatives in fair value and cash flow hedging relationships and the related hedged items on the consolidated statements of operations.

+ References

No definition available.

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Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note).

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Tabular disclosure of gain (loss) on derivative and nonderivative instruments designated and qualifying as cash flow hedge recorded in accumulated other comprehensive income (AOCI) and reclassified into earnings.

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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

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Tabular disclosure of the effective portion of gains and losses on derivative instruments (and nonderivative instruments) designated and qualifying in net investment hedges recorded in accumulated other comprehensive income (loss) during the term of the hedging relationship and reclassified into earnings during the current period.

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Tabular disclosure of the notional amounts of outstanding derivative positions.

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Tabular disclosure of derivative instrument not designated or qualifying as hedging instrument.

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