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Derivative Contracts (Tables)

3 Months Ended

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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- References

No definition available.

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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

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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

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