XML 136 R62.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Instruments (Details 8) (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2013
Dec. 31, 2012
Credit Exposure of Derivative Contracts    
Estimated fair value of derivatives in net asset (liability) position $ 105,672 $ 136,558
Cash provided as collateral 6,950 [1] 27,867 [1]
Securities provided as collateral 2,722 [2] 1,565 [2]
Cash received as collateral (89,829) [3] (136,414) [3]
Securities received as collateral (17,010) [4] (22,458) [4]
Net credit exposure 8,505 7,118
Margin account related to exchange-traded futures $ 5,251 [5] $ 5,605 [5]
[1] Consists of receivable from counterparty, included in other assets.
[2] Included in other invested assets, primarily consists of U.S. Treasury securities.
[3] Included in cash and cash equivalents, with obligation to return cash collateral recorded in other liabilities.
[4] Consists of U.S. Treasury securities.
[5] Included in cash and cash equivalents.