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Derivatives (Variable Annuity Reinsurance Liabilities and Derivative Instruments (Details) (White Mountains Life Re, USD $) In Millions, unless otherwise specified | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2014 | Sep. 30, 2013 | Sep. 30, 2014 | Sep. 30, 2013
Changes in derivative instruments |  |  |  |
Beginning balance |  |  | $ 69.2 |
Realized and unrealized gains (losses) | (23.8) | (63.1) | (56.5) | (308.4)
Ending balance | 65.3 |  | 65.3 |
Change in fair value of variable annuity death benefit liabilities, included in other general and administrative expenses | 0.2 | 1.3 | 0.6 | 8.5
Fair Value |  |  |  |
Changes in derivative instruments |  |  |  |
Beginning balance | 74.8 | 141.3 | 69.2 | 98.3
Purchases | 0 | 0 | 0 | 59.3
Realized and unrealized gains (losses) | (23.8) | (63.1) | (56.5) | (308.4)
Transfers in | 0 | 0 | 0 | 0
Sales/settlements | 14.3 | 13.3 | 52.6 | 242.3
Ending balance | 65.3 | 91.5 | 65.3 | 91.5
Level 2 Inputs |  |  |  |
Changes in derivative instruments |  |  |  |
Beginning balance | 22.3 | 18.2 | 4.7 | (20.5)
Purchases | 0 | 0 | 0 | 0
Realized and unrealized gains (losses) | (19.8) | (28.5) | (42.1) | (144.5)
Transfers in | 0 | 0 | 0 | 0
Sales/settlements | 22.5 | 3.2 | 62.4 | 157.9
Ending balance | 25.0 | (7.1) | 25.0 | (7.1)
Level 1 Inputs |  |  |  |
Changes in derivative instruments |  |  |  |
Beginning balance | (0.8) | (3.4) | 1.1 | (21.7)
Purchases | 0 | 0 | 0 | 0
Realized and unrealized gains (losses) | 13.4 | (10.5) | 13.1 | (66.5)
Transfers in | 0 | 0 | 0 | 0
Sales/settlements | (8.2) | 10.1 | (9.8) | 84.4
Ending balance | 4.4 | (3.8) | 4.4 | (3.8)
Variable Annuity | Level 3 Inputs |  |  |  |
Changes in derivative instruments |  |  |  |
Beginning balance | (31.8) | (194.1) | (52.8) | (441.5)
Realized and unrealized gains (losses) | 20.1 | 50.4 | 41.1 | 297.8
Transfers in | 0 | 0 | 0 | 0
Sales/settlements | 0 | 0 | 0 | 0
Ending balance | (11.7) | (143.7) | (11.7) | (143.7)
Purchases | 0 |  | 0 |
Derivative [Member] | Level 3 Inputs |  |  |  |
Changes in derivative instruments |  |  |  |
Beginning balance | 53.3 | 126.5 | 63.4 | 140.5
Purchases | 0 | 0 | 0 | 59.3
Realized and unrealized gains (losses) | (17.4) | (24.1) | (27.5) | (97.4)
Transfers in | 0 | 0 | 0 | 0
Sales/settlements | 0 | 0 | 0 | 0
Ending balance | $ 35.9 | $ 102.4 | $ 35.9 | $ 102.4

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