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Derivative Financial Instruments (Tables) | 3 Months Ended
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Mar. 31, 2013
Notes to Financial Statements [Abstract] |
Schedule of Derivative Instruments [Table Text Block] | 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 |  | Credit Default |  | Forwards |  | Total
| (in millions of dollars)
Balance at December 31, 2011 | $ | 174.0 |  |  | $ | 554.0 |  |  | $ | 685.0 |  |  | $ | — |  |  | $ | — |  |  | $ | 1,413.0 |
Additions | — |  |  | — |  |  | — |  |  | — |  |  | 35.0 |  |  | 35.0 |
Terminations | — |  |  | 3.9 |  |  | 45.0 |  |  | — |  |  | 35.0 |  |  | 83.9 |
Balance at March 31, 2012 | $ | 174.0 |  |  | $ | 550.1 |  |  | $ | 640.0 |  |  | $ | — |  |  | $ | — |  |  | $ | 1,364.1 |
Balance at December 31, 2012 | $ | 174.0 |  |  | $ | 508.8 |  |  | $ | 750.0 |  |  | $ | — |  |  | $ | — |  |  | $ | 1,432.8 |
Additions | — |  |  | — |  |  | — |  |  | 70.0 |  |  | 24.0 |  |  | 94.0 |
Terminations | — |  |  | 18.0 |  |  | 40.0 |  |  | — |  |  | 24.0 |  |  | 82.0 |
Balance at March 31, 2013 | $ | 174.0 |  |  | $ | 490.8 |  |  | $ | 710.0 |  |  | $ | 70.0 |  |  | $ | — |  |  | $ | 1,444.8 |
Schedule of Interest Rate Derivatives [Table Text Block] | The following table summarizes the timing of anticipated settlements of interest rate swaps outstanding under our cash flow hedging programs at March 31, 2013, whereby we receive a fixed rate and pay a variable rate. The weighted average variable interest rates assume current market conditions.
| 2013
| (in millions of dollars)
Notional Value | $ | 110.0 |
Weighted Average Receive Rate | 6.71 | %
Weighted Average Pay Rate | 0.28 | %
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block] | The following tables summarize the location and fair values of derivative financial instruments, as reported in our consolidated balance sheets.
| March 31, 2013
| Asset Derivatives |  | Liability Derivatives
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value
| (in millions of dollars)
Designated as Hedging Instruments |  |  |  |  |  |  |
Interest Rate Swaps | Other L-T Investments |  | $ | 59.6 |  |  | Other Liabilities |  | $ | 31.2 |
Foreign Exchange Contracts | Other L-T Investments |  | 2.5 |  |  | Other Liabilities |  | 125.5 |
Total |  |  | $ | 62.1 |  |  |  |  | $ | 156.7 |
Not Designated as Hedging Instruments |  |  |  |  |  |  |
Credit Default Swaps |  |  |  |  | Other Liabilities |  | $ | 0.7 |
Embedded Derivative in Modified Coinsurance Arrangement |  |  |  |  | Other Liabilities |  | 77.5 |
Total |  |  |  |  |  |  | $ | 78.2 |
| December 31, 2012
| Asset Derivatives |  | Liability Derivatives
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value
| (in millions of dollars)
Designated as Hedging Instruments |  |  |  |  |  |  |
Interest Rate Swaps | Other L-T Investments |  | $ | 76.5 |  |  | Other Liabilities |  | $ | 31.7 |
Foreign Exchange Contracts | Other L-T Investments |  | 5.1 |  |  | Other Liabilities |  | 138.8 |
Total |  |  | $ | 81.6 |  |  |  |  | $ | 170.5 |
Not Designated as Hedging Instruments |  |  |  |  |  |  |
Embedded Derivative in Modified Coinsurance Arrangement |  |  |  |  | Other Liabilities |  | $ | 83.9 |
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block] | 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.
| Three Months Ended March 31, 2013
| 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 | $ | (2.2 | ) |  | $ | 10.0 |  |  | (1)
Interest Rate Swaps | — |  |  | (0.4 | ) |  | (3)
Foreign Exchange Contracts | — |  |  | (1.7 | ) |  | (1)
Foreign Exchange Contracts | 4.1 |  |  | (6.7 | ) |  | (2)
Total | $ | 1.9 |  |  | $ | 1.2 |  |  |
(1) | Gain (loss) recognized in net investment income
(2) | Loss recognized in net realized investment gain
(3) | Loss recognized in interest and debt expense
| Three Months Ended March 31, 2012
| 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 | $ | 18.3 |  |  | $ | 9.1 |  |  | (1)
Interest Rate Swaps | — |  |  | 0.1 |  |  | (2)
Interest Rate Swaps | — |  |  | (0.4 | ) |  | (3)
Foreign Exchange Contracts | — |  |  | (0.2 | ) |  | (1)
Foreign Exchange Contracts | (2.9 | ) |  | (12.4 | ) |  | (2)
Total | $ | 15.4 |  |  | $ | (3.8 | ) |  |
(1) | Gain (loss) recognized in net investment income
(2) | Gain (loss) recognized in net realized investment gain
(3) | Loss recognized in interest and debt expense
Derivative Instruments and Hedging Activities Disclosure [Text Block] | 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, foreign currency risk, and credit 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, forward contracts on specific fixed income securities, and credit default swaps. Transactions hedging interest rate risk 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. Derivatives designated as cash flow hedges and used to reduce our exposure to interest rate and duration risk 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. We use interest rate swaps 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.
• | 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.
Derivatives designated as fair value hedges and used to reduce our exposure to interest rate and duration risk 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.
Derivatives designated as cash flow hedges and used to reduce our exposure to foreign currency risk are as follows:
• | 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.
• | 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 have used 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.
Derivatives not designated as hedging instruments and used to reduce our exposure to credit losses on securities owned are as follows:
• | Credit default swaps are used as economic hedges against credit risk but do not qualify for hedge accounting. A credit default swap is an agreement in which we agree with another party to pay, at specified intervals, a fixed-rate fee in exchange for insurance against a credit event on a specific investment. If a defined credit event occurs, our counterparty may either pay us a net cash settlement or we may surrender the specific investment to them in exchange for cash equal to the full notional amount of the swap. Credit events typically include events such as bankruptcy, failure to pay, or certain types of debt restructuring.
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 $8.5 million at March 31, 2013. We held no cash collateral from our counterparties as of March 31, 2013 and December 31, 2012. 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 $92.4 million and $108.6 million at March 31, 2013 and December 31, 2012, respectively. We had $1.8 million cash posted as collateral to our counterparties at March 31, 2013 and December 31, 2012. 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 $157.4 million and $170.5 million at March 31, 2013 and December 31, 2012, respectively. Derivative Transactions 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 |  | Credit Default |  | Forwards |  | Total
| (in millions of dollars)
Balance at December 31, 2011 | $ | 174.0 |  |  | $ | 554.0 |  |  | $ | 685.0 |  |  | $ | — |  |  | $ | — |  |  | $ | 1,413.0 |
Additions | — |  |  | — |  |  | — |  |  | — |  |  | 35.0 |  |  | 35.0 |
Terminations | — |  |  | 3.9 |  |  | 45.0 |  |  | — |  |  | 35.0 |  |  | 83.9 |
Balance at March 31, 2012 | $ | 174.0 |  |  | $ | 550.1 |  |  | $ | 640.0 |  |  | $ | — |  |  | $ | — |  |  | $ | 1,364.1 |
Balance at December 31, 2012 | $ | 174.0 |  |  | $ | 508.8 |  |  | $ | 750.0 |  |  | $ | — |  |  | $ | — |  |  | $ | 1,432.8 |
Additions | — |  |  | — |  |  | — |  |  | 70.0 |  |  | 24.0 |  |  | 94.0 |
Terminations | — |  |  | 18.0 |  |  | 40.0 |  |  | — |  |  | 24.0 |  |  | 82.0 |
Balance at March 31, 2013 | $ | 174.0 |  |  | $ | 490.8 |  |  | $ | 710.0 |  |  | $ | 70.0 |  |  | $ | — |  |  | $ | 1,444.8 |
The following table summarizes the timing of anticipated settlements of interest rate swaps outstanding under our cash flow hedging programs at March 31, 2013, whereby we receive a fixed rate and pay a variable rate. The weighted average variable interest rates assume current market conditions.
| 2013
| (in millions of dollars)
Notional Value | $ | 110.0 |
Weighted Average Receive Rate | 6.71 | %
Weighted Average Pay Rate | 0.28 | %
Cash Flow Hedges As of March 31, 2013 and December 31, 2012, we had $110.0 million and $150.0 million, respectively, notional amount of forward starting interest rate swaps to hedge the anticipated purchase of fixed maturity securities and $490.8 million and $508.8 million, respectively, notional amount of open current and forward foreign currency swaps to hedge fixed income foreign currency-denominated securities. For the three months ended March 31, 2013 and 2012, there was no material ineffectiveness related to our cash flow hedges, and no component of the derivative instruments' gain or loss was excluded from the assessment of hedge effectiveness. As of March 31, 2013, we expect to amortize approximately $43.2 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 March 31, 2013. Fluctuations in fair values of these derivatives between March 31, 2013 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 March 31, 2013, we are hedging the variability of future cash flows associated with forecasted transactions through the year 2038. Fair Value Hedges As of March 31, 2013 and December 31, 2012, 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 earnings as a component of net realized investment gain or loss during the period of change in fair value. For the three months ended March 31, 2013 and 2012, the change in fair value of the hedged fixed maturity securities attributable to the hedged benchmark interest rate resulted in a loss of $2.4 million and $1.7 million, respectively, with an offsetting gain on the related interest rate swaps. As of March 31, 2013 and December 31, 2012, we had $600.0 million notional amount of receive fixed, pay variable interest rate swaps to hedge the changes in the fair value of certain fixed rate long-term debt. These swaps effectively convert the associated fixed rate long-term debt into floating rate debt and provide 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 three months ended March 31, 2013, the change in fair value of the hedged debt attributable to the hedged benchmark interest rate resulted in a gain of $4.1 million with an offsetting loss on the related interest rate swaps. For the three months ended March 31, 2012, the change in fair value of the hedged fixed debt attributable to the hedged benchmark interest rate resulted in a de minimis loss, with an offsetting gain on the related interest rate swaps. For the three months ended March 31, 2013 and 2012, 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 During the three months ended March 31, 2013, we purchased $70.0 million notional amount of single-name credit default swaps. We entered into these swaps in order to mitigate the credit risk associated with specific securities owned. Changes in the fair value of the derivative, together with the payment of periodic fees, are recognized in earnings as a component of net realized investment gain or loss during the period of change in fair value. 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. Changes in the fair value of the embedded derivative are recognized in earnings as a component of net realized investment gain or loss during the period of change in fair value. 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.
| March 31, 2013
| Asset Derivatives |  | Liability Derivatives
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value
| (in millions of dollars)
Designated as Hedging Instruments |  |  |  |  |  |  |
Interest Rate Swaps | Other L-T Investments |  | $ | 59.6 |  |  | Other Liabilities |  | $ | 31.2 |
Foreign Exchange Contracts | Other L-T Investments |  | 2.5 |  |  | Other Liabilities |  | 125.5 |
Total |  |  | $ | 62.1 |  |  |  |  | $ | 156.7 |
Not Designated as Hedging Instruments |  |  |  |  |  |  |
Credit Default Swaps |  |  |  |  | Other Liabilities |  | $ | 0.7 |
Embedded Derivative in Modified Coinsurance Arrangement |  |  |  |  | Other Liabilities |  | 77.5 |
Total |  |  |  |  |  |  | $ | 78.2 |
| December 31, 2012
| Asset Derivatives |  | Liability Derivatives
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value
| (in millions of dollars)
Designated as Hedging Instruments |  |  |  |  |  |  |
Interest Rate Swaps | Other L-T Investments |  | $ | 76.5 |  |  | Other Liabilities |  | $ | 31.7 |
Foreign Exchange Contracts | Other L-T Investments |  | 5.1 |  |  | Other Liabilities |  | 138.8 |
Total |  |  | $ | 81.6 |  |  |  |  | $ | 170.5 |
Not Designated as Hedging Instruments |  |  |  |  |  |  |
Embedded Derivative in Modified Coinsurance Arrangement |  |  |  |  | Other Liabilities |  | $ | 83.9 |
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.
| Three Months Ended March 31, 2013
| 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 | $ | (2.2 | ) |  | $ | 10.0 |  |  | (1)
Interest Rate Swaps | — |  |  | (0.4 | ) |  | (3)
Foreign Exchange Contracts | — |  |  | (1.7 | ) |  | (1)
Foreign Exchange Contracts | 4.1 |  |  | (6.7 | ) |  | (2)
Total | $ | 1.9 |  |  | $ | 1.2 |  |  |
(1) | Gain (loss) recognized in net investment income
(2) | Loss recognized in net realized investment gain
(3) | Loss recognized in interest and debt expense
| Three Months Ended March 31, 2012
| 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 | $ | 18.3 |  |  | $ | 9.1 |  |  | (1)
Interest Rate Swaps | — |  |  | 0.1 |  |  | (2)
Interest Rate Swaps | — |  |  | (0.4 | ) |  | (3)
Foreign Exchange Contracts | — |  |  | (0.2 | ) |  | (1)
Foreign Exchange Contracts | (2.9 | ) |  | (12.4 | ) |  | (2)
Total | $ | 15.4 |  |  | $ | (3.8 | ) |  |
(1) | Gain (loss) recognized in net investment income
(2) | Gain (loss) recognized in net realized investment gain
(3) | Loss recognized in interest and debt expense
The following table summarizes the location of and gains (losses) on our derivatives not designated as hedging instruments, as reported in our consolidated statements of income.
| Three Months Ended March 31
| 2013 |  | 2012
| (in millions of dollars)
Credit Default Swaps | $ | (0.3 | ) |  | $ | — |
Embedded Derivative in Modified Coinsurance Arrangement | 6.4 |  |  | 12.3 |
Gain Recognized in Net Realized Investment Gain | $ | 6.1 |  |  | $ | 12.3 |
Location of and Gain (Loss) on Derivatives Not Designated as Hedging Instruments [Table Text Block] | The following table summarizes the location of and gains (losses) on our derivatives not designated as hedging instruments, as reported in our consolidated statements of income.
| Three Months Ended March 31
| 2013 |  | 2012
| (in millions of dollars)
Credit Default Swaps | $ | (0.3 | ) |  | $ | — |
Embedded Derivative in Modified Coinsurance Arrangement | 6.4 |  |  | 12.3 |
Gain Recognized in Net Realized Investment Gain | $ | 6.1 |  |  | $ | 12.3 |

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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 Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80784-113994 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624181-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579245-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41641-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579240-113959 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41638-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41635-113959 Reference 12: 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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- Definition Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -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. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph b -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. Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -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. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph a -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. + Details
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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41638-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41678-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5580258-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579245-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41620-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41641-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579240-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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- Definition Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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