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Derivative Instruments (Details 7) (USD $)
Sep. 30, 2012
Dec. 31, 2011
Credit Exposure of Derivative Contracts    
Estimated fair value of derivatives in net asset (liability) position $ 179,206,000 $ 227,399,000
Cash provided as collateral 0 0
Securities provided as collateral (35,093,000) (27,052,000)
Cash received as collateral (178,584,000) (241,480,000)
Securities received as collateral (25,049,000) (997,000)
Net credit exposure 10,666,000 11,974,000
Margin account related to exchange-traded futures $ 5,376,000 $ 18,153,000