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Derivative Instruments (Details 7) (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
Credit Exposure of Derivative Contracts    
Estimated fair value of derivatives in net asset (liability) position $ 224,721 $ 227,399
Cash provided as collateral 0 0
Securities provided as collateral (22,654) (27,052)
Cash received as collateral (226,384) (241,480)
Securities received as collateral (31,404) (997)
Net credit exposure (10,413) 11,974
Margin account related to exchange-traded futures $ 9,564 $ 18,153