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Derivative Financial Instruments | 12 Months Ended
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Dec. 31, 2011
Notes to Financial Statements [Abstract] |
Derivative Financial Instruments | Derivative Financial Instruments Purpose of Derivatives We are exposed to certain risks relating to our ongoing business operations. The primary risks managed by using derivative instruments are interest rate risk, risk related to matching duration for our assets and liabilities, and foreign currency risk. Historically, we have utilized current and forward interest rate swaps and options on forward interest rate swaps, current and forward currency swaps, forward treasury locks, currency forward contracts, and forward contracts on specific fixed income securities. Hedging transactions are primarily associated with our individual and group long-term care and individual and group disability products. All other product portfolios are periodically reviewed to determine if hedging strategies would be appropriate for risk management purposes. Our cash flow hedging programs are as follows:
• | Interest rate swaps are used to hedge interest rate risks and to improve the matching of assets and liabilities. An interest rate swap is an agreement in which we agree with other parties to exchange, at specified intervals, the difference between fixed rate and variable rate interest amounts. The purpose of these swaps is to hedge the anticipated purchase of fixed maturity securities thereby protecting us from the potential adverse impact of declining interest rates on the associated policy reserves. We also use interest rate swaps to hedge the potential adverse impact of rising interest rates in anticipation of issuing fixed rate long-term debt.
• | Foreign currency interest rate swaps have historically been used to hedge the currency risk of certain foreign currency-denominated fixed maturity securities owned for portfolio diversification and to hedge the currency risk associated with certain of the interest payments and debt repayments of the U.S. dollar-denominated debt issued by one of our U.K. subsidiaries. For hedges of fixed maturity securities, we agree to pay, at specified intervals, fixed rate foreign currency-denominated principal and interest payments in exchange for fixed rate payments in the functional currency of the operating segment. For hedges of debt issued, we agree to pay, at specified intervals, fixed rate foreign currency-denominated principal and interest payments to the counterparty in exchange for fixed rate U.S. dollar-denominated interest payments.
• | Options on forward interest rate swaps are used to hedge the interest rate risk on certain insurance liabilities with minimum interest rate guarantees. By purchasing options on interest rate swaps, we are able to lock in the minimum investment yields needed to meet the required interest rate guarantee on the insurance liabilities.
• | Forward treasury locks are used to minimize interest rate risk associated with the anticipated purchase or disposal of fixed maturity securities. A forward treasury lock is a derivative contract without an initial investment where we and the counterparty agree to purchase or sell a specific U.S. Treasury bond at a future date at a pre-determined price.
• | Foreign currency forward contracts are used to minimize foreign currency risks. A foreign currency forward is a derivative without an initial investment where we and the counterparty agree to exchange a specific amount of currencies, at a specific exchange rate, on a specific date. We use these forward contracts to hedge the foreign currency risk associated with certain of the debt repayments of the U.S. dollar-denominated debt issued by one of our U.K. subsidiaries and to hedge the currency risk of certain foreign currency-denominated fixed maturity securities owned for diversification purposes.
Our fair value hedging programs are as follows:
• | Interest rate swaps are used to effectively convert certain of our fixed rate securities into floating rate securities which are used to fund our floating rate long-term debt. Under these swap agreements, we receive a variable rate of interest and pay a fixed rate of interest. Additionally, we use interest rate swaps to effectively convert certain fixed rate long-term debt into floating rate long-term debt. Under these swap agreements, we receive a fixed rate of interest and pay a variable rate of interest.
Derivative Risks The basic types of risks associated with derivatives are market risk (that the value of the derivative will be adversely impacted by changes in the market, primarily the change in interest and exchange rates) and credit risk (that the counterparty will not perform according to the terms of the contract). The market risk of the derivatives should generally offset the market risk associated with the hedged financial instrument or liability. To help limit the credit exposure of the derivatives, we enter into master netting agreements with our counterparties whereby contracts in a gain position can be offset against contracts in a loss position. We also typically enter into bilateral, cross-collateralization agreements with our counterparties to help limit the credit exposure of the derivatives. These agreements require the counterparty in a loss position to submit acceptable collateral with the other counterparty in the event the net loss position meets or exceeds an agreed upon amount. Our current credit exposure on derivatives, which is limited to the value of those contracts in a net gain position less collateral held, was $19.9 million at December 31, 2011. We held cash collateral of $45.6 million and $39.1 million from our counterparties as of December 31, 2011 and 2010, respectively. This unrestricted cash collateral is included in short-term investments, and the associated obligation to return the collateral to our counterparties is included in other liabilities in our consolidated balance sheets. We post either fixed maturity securities or cash as collateral to our counterparties. The carrying value of fixed maturity securities posted as collateral to our counterparties was $114.9 million and $158.8 million at December 31, 2011 and 2010, respectively. We had no cash posted as collateral to our counterparties at December 31, 2011 and 2010. The majority of our derivative instruments contain provisions that require us to maintain specified issuer credit ratings and financial strength ratings. Should our ratings fall below these specified levels, we would be in violation of the provisions, and our derivatives counterparties could terminate our contracts and request immediate payment. The aggregate fair value of all derivative instruments with credit risk-related contingent features that were in a liability position was $173.7 million and $199.6 million at December 31, 2011 and 2010, respectively. Hedging Activity The table below summarizes by notional amounts the activity for each category of derivatives.
| Swaps |  |  |  |
| Receive Variable/Pay Fixed |  | Receive Fixed/Pay Fixed |  | Receive Fixed/Pay Variable |  | Forwards |  | Total
|  |  | (in millions of dollars) |  |
Balance at December 31, 2008 | $ | 174.0 |  |  | $ | 931.8 |  |  | $ | 1,160.0 |  |  | $ | 266.3 |  |  | $ | 2,532.1 |
Additions | — |  |  | 70.9 |  |  | — |  |  | 5.9 |  |  | 76.8 |
Terminations | — |  |  | 340.8 |  |  | 380.0 |  |  | 267.4 |  |  | 988.2 |
Balance at December 31, 2009 | 174.0 |  |  | 661.9 |  |  | 780.0 |  |  | 4.8 |  |  | 1,620.7 |
Additions | 250.0 |  |  | — |  |  | 350.0 |  |  | 115.6 |  |  | 715.6 |
Terminations | 250.0 |  |  | 44.0 |  |  | 240.0 |  |  | 120.4 |  |  | 654.4 |
Balance at December 31, 2010 | 174.0 |  |  | 617.9 |  |  | 890.0 |  |  | — |  |  | 1,681.9 |
Additions | — |  |  | — |  |  | — |  |  | 46.9 |  |  | 46.9 |
Terminations | — |  |  | 63.9 |  |  | 205.0 |  |  | 46.9 |  |  | 315.8 |
Balance at December 31, 2011 | $ | 174.0 |  |  | $ | 554.0 |  |  | $ | 685.0 |  |  | $ | — |  |  | $ | 1,413.0 |
The following table summarizes the timing of anticipated settlements of interest rate swaps outstanding under our cash flow hedging programs at December 31, 2011, whereby we receive a fixed rate and pay a variable rate. The weighted average variable interest rates assume current market conditions.
| 2012 |  | 2013 |  | Total
| (in millions of dollars)
Notional Value | $ | 185.0 |  |  | $ | 150.0 |  |  | $ | 335.0 |
Weighted Average Receive Rate | 6.49 | % |  | 6.34 | % |  | 6.42 | %
Weighted Average Pay Rate | 0.58 | % |  | 0.58 | % |  | 0.58 | %
Cash Flow Hedges As of December 31, 2011 and 2010, we had $335.0 million and $540.0 million, respectively, notional amount of forward starting interest rate swaps to hedge the anticipated purchase of fixed maturity securities. As of December 31, 2011 and 2010, we had $554.0 million and $617.9 million, respectively, notional amount of open current and forward foreign currency swaps to hedge fixed income foreign dollar-denominated securities. During 2011, we entered into and subsequently terminated $46.9 million notional amount of forward treasury locks used to minimize interest rate risk associated with the anticipated disposal of certain fixed maturity securities. These treasury locks were terminated at the time the securities were called and/or sold, and we recognized a gain of $0.4 million on the termination of these hedges. The gain was recognized in other comprehensive income and subsequently amortized into net investment income. We had no open forward treasury locks at December 31, 2010. During 2010, we entered into and subsequently terminated $250.0 million notional amount of forward starting interest rate swaps used to hedge the interest rate risk associated with the anticipated issuance of long-term debt. The swaps were terminated at the time the debt was issued. We recognized a loss of $18.5 million on the termination of these hedges. This loss was recognized in other comprehensive income and is being amortized into earnings as a component of interest and debt expense, which has the effect of increasing the periodic interest expense on our debt issued in 2010. During 2010, we entered into and subsequently terminated $115.6 million notional amount of forward treasury locks used to minimize interest rate risk associated with the anticipated disposal of certain fixed maturity securities. The treasury locks were terminated in 2010 at the time the securities were called and/or sold. We recognized a loss of $1.0 million on the termination of these hedges. This loss was recognized as a component of net realized investment gain or loss or of net investment income. During 2009, we terminated certain currency swaps and forward currency contracts used to hedge the foreign currency risk associated with the U.S. dollar-denominated debt issued by one of our U.K. subsidiaries due in part to the improbability of the original forecasted transactions occurring during the time period originally anticipated and also to reduce our counterparty exposure for those transactions still anticipated to occur as originally forecasted. We recognized a gain of $56.3 million on the termination of these hedges, $42.0 million of which was recognized in other comprehensive income and $14.3 million as a component of net realized investment gain or loss. The debt associated with this hedge continues to be outstanding as of December 31, 2010. We previously owned certain principal protected equity linked trust certificates that contained an embedded derivative with a notional amount of $50.0 million as of December 31, 2008. This embedded derivative represented forward contracts that were accounted for as cash flow hedges. The purpose of these forward contracts was to hedge the risk of changes in cash flows related to the anticipated purchase of certain equity securities. The equity linked trust certificates were subsequently sold in 2009. For the years ended December 31, 2011 and 2010, there was no material ineffectiveness related to our cash flow hedges. For the year ended December 31, 2009, we reclassified $12.3 million of net gains into earnings as a result of the discontinuance of cash flow hedges due to the improbability of the original forecasted transactions occurring during the time period originally anticipated. For the years ended December 31, 2011, 2010, and 2009, no component of the derivative instruments' gain or loss was excluded from the assessment of hedge effectiveness. As of December 31, 2011, we expect to amortize approximately $35.1 million of net deferred gains on derivative instruments during the next twelve months. This amount will be reclassified from accumulated other comprehensive income into earnings and reported on the same income statement line item as the hedged item. The income statement line items that will be affected by this amortization are net investment income and interest and debt expense. The estimated amortization includes the impact of certain derivative contracts that have not yet been terminated as of December 31, 2011. Fluctuations in fair values of these derivatives between December 31, 2011 and the date of termination will vary our projected amortization. Amounts that will be reclassified from accumulated other comprehensive income into earnings to offset the earnings impact of foreign currency translation of hedged items are not estimable. As of December 31, 2011, we are hedging the variability of future cash flows associated with forecasted transactions through the year 2038. Fair Value Hedges As of December 31, 2011 and 2010, we had $174.0 million notional amount of receive variable, pay fixed interest rate swaps to hedge the changes in fair value of certain fixed rate securities held. These swaps effectively convert the associated fixed rate securities into floating rate securities, which are used to fund our floating rate long-term debt. Changes in the fair value of the derivative and changes in the fair value of the hedged item attributable to the risk being hedged are recognized in current earnings as a component of net realized investment gain or loss during the period of change in fair value. For the years ended December 31, 2011, 2010, and 2009, the change in fair value of the hedged fixed maturity securities attributable to the hedged benchmark interest rate resulted in gains (losses) of $8.1 million, $7.7 million, and $(15.3) million, respectively, with offsetting gains or losses, as applicable, on the related interest rate swaps. As of December 31, 2011 and 2010, we had a $350.0 million notional amount receive fixed, pay variable interest rate swap to hedge the changes in the fair value of certain fixed rate long-term debt. This swap effectively converts the associated fixed rate long-term debt into floating rate debt and provides for a better matching of interest rates with our short-term investments, which have frequent interest rate resets similar to a floating rate security. For the years ended December 31, 2011 and 2010, the change in fair value of the hedged fixed debt attributable to the hedged benchmark interest rate resulted in a gain (loss) of $(23.2) million and $14.4 million, respectively, with an offsetting gain or loss on the related interest rate swaps. For the years ended December 31, 2011, 2010, and 2009, there was no material ineffectiveness related to our fair value hedges, and no component of the derivative instruments' gain or loss was excluded from the assessment of hedge effectiveness. There were no instances wherein we discontinued fair value hedge accounting due to a hedged firm commitment no longer qualifying as a fair value hedge. Derivatives Not Designated as Hedging Instruments We have an embedded derivative in a modified coinsurance arrangement for which we include in our realized investment gains and losses a calculation intended to estimate the value of the option of our reinsurance counterparty to cancel the reinsurance contract with us. However, neither party can unilaterally terminate the reinsurance agreement except in extreme circumstances resulting from regulatory supervision, delinquency proceedings, or other direct regulatory action. Cash settlements or collateral related to this embedded derivative are not required at any time during the reinsurance contract or at termination of the reinsurance contract. There are no credit-related counterparty triggers, and any accumulated embedded derivative gain or loss reduces to zero over time as the reinsured business winds down. Locations and Amounts of Derivative Financial Instruments The following tables summarize the location and fair values of derivative financial instruments, as reported in our consolidated balance sheets.
| December 31, 2011
| (in millions of dollars)
| Asset Derivatives |  | Liability Derivatives
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value
Designated as Hedging Instruments |  |  |  |  |  |  |
Interest Rate Swaps | Other L-T Investments |  | $ | 134.2 |  |  | Other Liabilities |  | $ | 32.9 |
Foreign Exchange Contracts | Other L-T Investments |  | 3.5 |  |  | Other Liabilities |  | 140.8 |
Total |  |  | $ | 137.7 |  |  |  |  | $ | 173.7 |
Not Designated as Hedging Instruments |  |  |  |  |  |  |
Embedded Derivative in Modified Coinsurance Arrangement |  |  |  |  | Other Liabilities |  | $ | 135.7 |
| December 31, 2010
| (in millions of dollars)
| Asset Derivatives |  | Liability Derivatives
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value
Designated as Hedging Instruments |  |  |  |  |  |  |
Interest Rate Swaps | Other L-T Investments |  | $ | 98.4 |  |  | Other Liabilities |  | $ | 39.1 |
Foreign Exchange Contracts | Other L-T Investments |  | 0.7 |  |  | Other Liabilities |  | 160.5 |
Total |  |  | $ | 99.1 |  |  |  |  | $ | 199.6 |
Not Designated as Hedging Instruments |  |  |  |  |  |  |
Embedded Derivative in Modified Coinsurance Arrangement |  |  |  |  | Other Liabilities |  | $ | 96.3 |
The following tables summarize the location of and gains and losses on derivative financial instruments designated as cash flow hedging instruments, as reported in our consolidated statements of income and consolidated statements of comprehensive income.
| Year Ended December 31, 2011
| Gain Recognized in OCI on Derivatives (Effective Portion) |  | Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)
| (in millions of dollars)
Interest Rate Swaps and Forwards | $ | 50.3 |  |  | $ | 34.8 |  |  | (1)
Interest Rate Swaps | — |  |  | 3.5 |  |  | (2)
Interest Rate Swaps | — |  |  | (1.6 | ) |  | (3)
Foreign Exchange Contracts | — |  |  | (1.1 | ) |  | (1)
Foreign Exchange Contracts | 22.4 |  |  | 10.1 |  |  | (2)
Total | $ | 72.7 |  |  | $ | 45.7 |  |  |
(1) | Gain (loss) recognized in net investment income
(2) | Gain recognized in net realized investment gain (loss)
(3) | Loss recognized in interest and debt expense
| Year Ended December 31, 2010
| Gain (Loss) Recognized in OCI on Derivatives (Effective Portion) |  | Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)
| (in millions of dollars) |  |
Interest Rate Swaps and Forwards | $ | 28.1 |  |  | $ | 29.5 |  |  | (1)
Interest Rate Swaps | — |  |  | 7.3 |  |  | (2)
Interest Rate Swaps | — |  |  | (0.5 | ) |  | (3)
Interest Rate Swaps | — |  |  | (0.4 | ) |  | (4)
Foreign Exchange Contracts | — |  |  | (1.9 | ) |  | (1)
Foreign Exchange Contracts | (32.2 | ) |  | (25.6 | ) |  | (2)
Foreign Exchange Contracts | — |  |  | 2.3 |  |  | (3)
Total | $ | (4.1 | ) |  | $ | 10.7 |  |  |
(1) | Gain (loss) recognized in net investment income
(2) | Gain (loss) recognized in net realized investment gain (loss)
(3) | Gain (loss) recognized in interest and debt expense
(4) | Loss recognized in other income
| Year Ended December 31, 2009
| Gain (Loss) Recognized in OCI on Derivatives (Effective Portion) |  | Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion) |  |  |  | Gain (Loss) Recognized in Income on Derivatives (Ineffective Portion) |
| (in millions of dollars)
Interest Rate Swaps | $ | 87.7 |  |  | $ | 24.9 |  |  | (1) |  | $ | — |  |
Interest Rate Swaps | — |  |  | 8.1 |  |  | (2) |  | — |  |
Interest Rate Swaps | — |  |  | (0.1 | ) |  | (4) |  | — |  |
Foreign Exchange Contracts | (2.1 | ) |  | (2.8 | ) |  | (1) |  | — |  |
Foreign Exchange Contracts | (83.1 | ) |  | (73.4 | ) |  | (2) |  | (2.0 | ) | (2)
Foreign Exchange Contracts | 42.0 |  |  | 1.7 |  |  | (3) |  | 14.3 |  | (2)
Total | $ | 44.5 |  |  | $ | (41.6 | ) |  |  |  | $ | 12.3 |  |
(1) | Gain (loss) recognized in net investment income
(2) | Gain (loss) recognized in net realized investment gain (loss)
(3) | Gain recognized in interest and debt expense
(4) | Loss recognized in other income
The following table summarizes the location of and gains and losses on our embedded derivative in a modified coinsurance arrangement, as reported in our consolidated statements of income.
| Year Ended December 31
| 2011 |  | 2010 |  | 2009
| (in millions of dollars)
Gain (Loss) Recognized in Net Realized Investment Gain (Loss) | $ | (39.4 | ) |  | $ | 21.1 |  |  | $ | 243.1 |

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- Definition The entire disclosure for the entity's entire derivative instruments and hedging activities. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, and the amounts of and methodologies and assumptions used in determining the amounts of such items. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. 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