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Derivatives Realized and Unrealized Gains (Losses) (Details) - White Mountains Life Re - USD ($) $ in Millions | 3 Months Ended |  |
--- | --- | --- | ---
Mar. 31, 2016 | Mar. 31, 2015 | Dec. 31, 2015 | Dec. 31, 2014
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |
Realized and unrealized gains (losses) | $ (1.7) | $ (5.5) |  |
Derivative, fair value, net | 13.1 | 47.0 | $ 20.1 | $ 56.4
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | 5.3 | 3.9 |  |
Fixed income/interest rate |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |
Realized and unrealized gains (losses) | 1.8 | 9.3 |  |
Derivative, fair value, net | (0.4) |  | 0.5 |
Foreign exchange |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |
Realized and unrealized gains (losses) | (4.2) | (12.1) |  |
Derivative, fair value, net | 12.5 |  | 14.8 |
Equity |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |
Realized and unrealized gains (losses) | 0.7 | (2.7) |  |
Derivative, fair value, net | 1.0 |  | 4.8 |
Level 2 Inputs |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |
Realized and unrealized gains (losses) | 1.1 | (6.5) |  |
Derivative, fair value, net | 10.3 | 31.2 | 16.5 | 33.8
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | 7.3 | (3.9) |  |
Level 1 Inputs |  |  |  |
Realized and unrealized derivative gains (losses) recognized in other revenues and carrying values of instruments |  |  |  |
Realized and unrealized gains (losses) | (4.0) | 1.6 |  |
Derivative, fair value, net | 0.2 | (1.2) | 0.9 | 3.7
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | (3.3) | 6.5 |  |
Fair Value, Inputs, Level 3 [Member] | Variable Annuity |  |  |  |
Variable Annuity Reinsurance [Line Items] |  |  |  |
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value | (0.1) | 1.1 | 0.3 | 0.7
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 |  |  |
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability, Gain (Loss) Included in Earnings | (0.4) | 0.4 |  |
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers | 0.0 | 0.0 |  |
Fair Value Measurement with Unobservable Inputs, Reconciliation, Recurring Basis, Liability Sales or Settlements | 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) | 1.2 | (0.6) |  |
Derivative, fair value, net | 2.6 | 17.0 | $ 2.7 | $ 18.9
Fair Value Derivatives Measured on Recurring Basis, Asset Purchases | 0.0 |  |  |
Derivative Transfers In (Out), Net | 0.0 | 0.0 |  |
Fair Value Derivatives Measured on Recurring Basis, Asset Sales and Settlements | $ 1.3 | $ 1.3 |  |

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