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Derivatives Realized and Unrealized Gains (Losses) (Details) - White Mountains Life Re - USD ($) $ in Millions | 3 Months Ended | 9 Months Ended |  |  |  |
--- | --- | --- | --- | --- | --- | ---
Sep. 30, 2015 | Sep. 30, 2014 | Sep. 30, 2015 | Sep. 30, 2014 | Jun. 30, 2015 | Dec. 31, 2014 | Jun. 30, 2014 | Dec. 31, 2013
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | $ 1.5 | $ (23.8) | $ (6.3) | $ (56.5) |  |  |  |
Derivative, fair value, net | 37.0 | 65.3 | 37.0 | 65.3 | $ 35.7 | $ 56.4 | $ 74.8 | $ 69.2
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 | 0.0 | 0.0 |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | 0.2 | (14.3) | 13.1 | (52.6) |  |  |  |
Fixed income/interest rate |  |  |  |  |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | 2.6 | (8.4) | 6.0 | (20.4) |  |  |  |
Derivative, fair value, net | 0.0 |  | 0.0 |  |  | (1.7) |  |
Foreign exchange |  |  |  |  |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | (3.1) | (0.4) | (6.0) | (13.3) |  |  |  |
Derivative, fair value, net | 27.9 |  | 27.9 |  |  | 44.1 |  |
Equity |  |  |  |  |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | 2.0 | (15.0) | (6.3) | (22.8) |  |  |  |
Derivative, fair value, net | 9.1 |  | 9.1 |  |  | 14.0 |  |
Level 2 Inputs |  |  |  |  |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | 3.2 | (19.8) | (2.7) | (42.1) |  |  |  |
Derivative, fair value, net | 27.9 | 25.0 | 27.9 | 25.0 | 32.5 | 33.8 | 22.3 | 4.7
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 | 0.0 | 0.0 |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | 7.8 | (22.5) | 3.2 | (62.4) |  |  |  |
Level 1 Inputs |  |  |  |  |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | (5.1) | 13.4 | 1.9 | 13.1 |  |  |  |
Derivative, fair value, net | (2.1) | 4.4 | (2.1) | 4.4 | (5.1) | 3.7 | (0.8) | 1.1
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 | 0.0 | 0.0 |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | (8.1) | 8.2 | 7.7 | 9.8 |  |  |  |
Fair Value, Inputs, Level 3 [Member] | Variable Annuity |  |  |  |  |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |  |  |  |  |
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value | (1.0) | (11.7) | (1.0) | (11.7) | 1.8 | 0.7 | (31.8) | (52.8)
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |  |
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings | (2.8) | 20.1 | (1.7) | 41.1 |  |  |  |
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers | 0.0 | 0.0 | 0.0 | 0.0 |  |  |  |
Fair Value Measurement with Unobservable Inputs, Reconciliation, Recurring Basis, Liability Sales or Settlements | 0.0 | 0.0 | 0.0 | 0.0 |  |  |  |
Fair Value, Inputs, Level 3 [Member] | Derivative [Member] |  |  |  |  |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |  |  |  |  |
Realized and unrealized gains (losses) | 3.4 | (17.4) | (5.5) | (27.5) |  |  |  |
Derivative, fair value, net | 11.2 | 35.9 | 11.2 | 35.9 | $ 8.3 | $ 18.9 | $ 53.3 | $ 63.4
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  | 0.0 |  |  |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 | 0.0 | 0.0 |  |  |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | $ 0.5 | $ 0.0 | $ 2.2 | $ 0.0 |  |  |  |

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