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Derivative Contracts (Tables) | 3 Months Ended
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Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Fair Value of Derivative Instruments | The following tables summarize information on the location and amounts of derivative fair values on the consolidated balance sheet as at March 31, 2017 and December 31, 2016:
|  |  |  | As at March 31, 2017 |  | As at December 31, 2016 |
Derivatives Not Designated as Hedging Instruments Under ASC 815 |  | Balance Sheet Location |  | Notional Amount |  | Fair Value |  | Notional Amount |  | Fair Value |
|  |  |  | ($ in millions) |  | ($ in millions) |
Foreign Exchange Contracts |  | Derivatives at Fair Value |  | $ | 357.0 |  |  | $ | 4.5 |  |  | $ | 240.2 |  |  | $ | 5.0 |  |
Foreign Exchange Contracts |  | Liabilities under Derivative Contracts |  | $ | 400.5 |  |  | $ | (4.3 | ) |  | $ | 425.4 |  |  | $ | (17.7 | ) |
|  |  |  | As at March 31, 2017 |  | As at December 31, 2016 |
Derivatives Designated as Hedging Instruments Under ASC 815 |  | Balance Sheet Location |  | Notional Amount |  | Fair Value |  | Notional Amount |  | Fair Value |
|  |  |  | ($ in millions) |  | ($ in millions) |
Foreign Exchange Contracts |  | Liabilities under Derivative Contracts |  | $ | — |  |  | $ | — |  |  | $ | 108.6 |  |  | $ | (0.7 | ) |
Foreign Exchange Contracts |  | Derivatives at Fair Value |  | $ | 81.9 |  |  | $ | 0.7 |  | (1) | $ | — |  |  | $ | 2.2 |  |
(1) | Net of $Nil cash collateral (December 31, 2016 — $2.2 million).
Gain/(Loss) Recognized in Income on Derivative | The following tables provide the unrealized and realized gains/(losses) recorded in the statement of operations for the three months ended March 31, 2017 and 2016:
|  |  |  | Amount of Income/(Loss) Recognized in the Statement of Operations and Other Comprehensive Income for the
|  |  |  | Three Months Ended
Derivatives Not Designated as Hedging Instruments Under ASC 815 |  | Location of Income/(Loss) Recognized in the Statement of Operations and Other Comprehensive Income |  | March 31, 2017 |  | March 31, 2016
|  |  |  | ($ in millions)
Foreign Exchange Contracts |  | Change in Fair Value of Derivatives |  | $ | 3.1 |  |  | $ | (4.4 | )
Interest Rate Swaps |  | Change in Fair Value of Derivatives |  | $ | — |  |  | $ | (2.8 | )
|  |  |  | Amount of Income/(Loss) Recognized in the Statement of Operations and Other Comprehensive Income for the
|  |  |  | Three Months Ended
Derivatives Designated as Hedging Instruments Under ASC 815 |  | Location of Income/(Loss) Recognized in the Statement of Operations and Other Comprehensive Income |  | March 31, 2017 |  | March 31, 2016
|  |  |  | ($ in millions)
Foreign Exchange Contracts |  | General, administrative and corporate expenses |  | $ | 0.3 |  |  | $ | (1.1 | )
Foreign Exchange Contracts |  | Net change from current period hedged transactions |  | $ | 1.3 |  |  | $ | (2.1 | )

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- Definition Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging 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=64837297&loc=SL5624171-113959 Reference 2: 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=64837297&loc=SL5618551-113959 + 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 Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624163-113959 + Details
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