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Derivative Contracts (Tables) | 9 Months Ended
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Sep. 30, 2018
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 September 30, 2018 and December 31, 2017:
|  |  |  | As at September 30, 2018 |  | As at December 31, 2017 |
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 |  | $ | 661.5 |  |  | $ | 7.0 |  |  | $ | 577.7 |  |  | $ | 5.0 |  |
Foreign Exchange Contracts |  | Liabilities under Derivative Contracts |  | $ | 544.4 |  |  | $ | (3.1 | ) | (1) | $ | 173.9 |  |  | $ | (1.0 | ) |
(1) | Net of $0.5 million cash collateral (December 31, 2017 — $0.6 million).
|  |  |  | As at September 30, 2018 |  | As at December 31, 2017 |
Derivatives Designated as Hedging Instruments Under ASC 815 |  | Balance Sheet Location |  | Notional Amount |  | Fair Value |  | Notional Amount |  | Fair Value |
|  |  |  | ($ in millions) |  | ($ in millions) |
Foreign Exchange Contracts |  | Derivatives at Fair Value |  | $ | 30.9 |  |  | $ | (0.6 | ) |  | $ | 60.6 |  |  | $ | 1.4 |  |
Gain/(Loss) Recognized in Income on Derivative | The following table provides the unrealized and realized gains recorded in the statements of operations and other comprehensive income for derivatives that are not designated or designated as hedging instruments under ASC 815 - “Derivatives and Hedging” for the three and nine months ended September 30, 2018 and 2017.
|  |  |  |  |  | Amount of Gain Recognized on Derivatives
|  |  |  |  |  | Three Months Ended |  | Nine Months Ended
|  |  | Location of Gain Recognized on Derivatives |  | September 30, 2018 |  | September 30, 2017 |  | September 30, 2018 |  | September 30, 2017
Derivatives not designated as hedges |  |  |  |  | ($ in millions) |  | ($in millions)
Foreign Exchange Contracts |  | Change in Fair Value of Derivatives |  | 7.2 |  |  | 4.5 |  |  | (15.4 | ) |  | 25.2 |
Derivatives designated as hedges |  |  |  |  |  |  |  |  |  |  |
Foreign Exchange Contracts |  | General, administrative and corporate expenses |  | (2.7 | ) |  | 1.2 |  |  | 0.3 |  |  | 2.4 |
Foreign Exchange Contracts |  | Net change from current period hedged transactions |  | (0.5 | ) |  | (0.4 | ) |  | (2.2 | ) |  | 3.3 |

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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/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624181-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5618551-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624171-113959 + 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://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
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