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Derivative Financial Instruments - Clearinghouse Margin and Collateral (Details) - USD ($) $ in Millions | Mar. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Derivative contracts |  |
Initial margin collateral posted | $ 29.2 | $ 2.1
Interest rate swaps |  |
Derivative contracts |  |
Financial instruments pledged as collateral | 0.0 | 26.2
Cash pledged as collateral | 30.7 | 2.6
Chicago Mercantile Exchange (CME) |  |
Derivative contracts |  |
Variation margin | 0.8 | 0.5
London Clearing House (LCH) |  |
Derivative contracts |  |
Variation margin | $ 26.3 | $ 0.6

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- Definition Amount of variation margin cash paid under certain derivative contracts cleared through clearinghouses that is treated as a settlement and applied as a direct reduction of the fair value of the net derivative liability with such clearinghouses. + References No definition available. + Details
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- Definition Amount of right to receive securities collateral under master netting arrangements that have not been offset against derivative liabilities. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226016-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 + Details
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