XML 182 R60.htm IDEA: XBRL DOCUMENT
v2.4.0.8

Derivative Instruments (Details 6) (USD $) In Thousands, unless otherwise specified | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2013 | Dec. 31, 2012
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | $ (2,520) | [1] | $ (3,707) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 691,700 | [1],[2] | 696,000 | [1],[2]
Derivative Average Remaining Maturity | 4 years 9 months 18 days | [1],[3] | 5 years 2 months 12 days | [1],[3]
Standard Poors AAA To A Minus Ratings [Member] | Single Name Credit Default Swaps [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | (1,149) | [1] | (2,077) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 122,500 | [1],[2] | 124,500 | [1],[2]
Derivative Average Remaining Maturity | 5 years 4 months 24 days | [1],[3] | 5 years 10 months 24 days | [1],[3]
Standard Poors AAA To A Minus Ratings [Member] | Credit Default Swaps Referencing Indices [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | 0 | [1] | 0 | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 0 | [1],[2] | 0 | [1],[2]
Standard Poors AAA To A Minus Ratings [Member] | Credit Default Subtotal [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | (1,149) | [1] | (2,077) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 122,500 | [1],[2] | 124,500 | [1],[2]
Derivative Average Remaining Maturity | 5 years 4 months 24 days | [1],[3] | 5 years 10 months 24 days | [1],[3]
Standard Poors BBB Rating [Member] | Single Name Credit Default Swaps [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | (3,821) | [1] | (2,345) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 133,200 | [1],[2] | 135,500 | [1],[2]
Derivative Average Remaining Maturity | 5 years 7 months 6 days | [1],[3] | 5 years 6 months | [1],[3]
Standard Poors BBB Rating [Member] | Credit Default Swaps Referencing Indices [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | 2,551 | [1] | 937 | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 430,000 | [1],[2] | 430,000 | [1],[2]
Derivative Average Remaining Maturity | 4 years 6 months | [1],[3] | 5 years | [1],[3]
Standard Poors BBB Rating [Member] | Credit Default Subtotal [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | (1,270) | [1] | (1,408) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 563,200 | [1],[2] | 565,500 | [1],[2]
Derivative Average Remaining Maturity | 4 years 8 months 12 days | [1],[3] | 5 years 1 month 6 days | [1],[3]
Standard Poors BB Rating [Member] | Single Name Credit Default Swaps [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | (101) | [1] | (222) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 6,000 | [1],[2] | 6,000 | [1],[2]
Derivative Average Remaining Maturity | 4 years | [1],[3] | 4 years 6 months | [1],[3]
Standard Poors BB Rating [Member] | Credit Default Swaps Referencing Indices [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | 0 | [1] | 0 | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | 0 | [1],[2] | 0 | [1],[2]
Standard Poors BB Rating [Member] | Credit Default Subtotal [Member] |  |  |  |
Credit Derivatives [Line Items] |  |  |  |
Credit Derivative Current Fair Value | (101) | [1] | (222) | [1]
Maximum Potential Future Exposure on Credit Risk Derivatives | $ 6,000 | [1],[2] | $ 6,000 | [1],[2]
Derivative Average Remaining Maturity | 4 years | [1],[3] | 4 years 6 months | [1],[3]
[1] | The rating agency designations are based on ratings from Standard and Poor’s (“S&P”).
[2] | Assumes the value of the referenced credit obligations is zero.
[3] | The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.

X
- Definition Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Credit Derivative -URI http://asc.fasb.org/extlink&oid=6854095 + Details
Name: | us-gaap_CreditDerivativeMaximumExposureUndiscounted
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Details
Name: | us-gaap_CreditDerivativesLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value of credit risk derivative liability. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13433-108611 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 + Details
Name: | us-gaap_CreditRiskDerivativeLiabilitiesAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
Name: | us-gaap_DerivativeAverageRemainingMaturity1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration