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Derivative Instruments (Tables)
6 Months Ended
Jun. 30, 2015
Summarized Information of Location and Gross Amount of Derivatives' Fair Value in Consolidated Balance Sheets

The following table summarizes information on the location and the gross amount of the derivatives’ fair value on the consolidated balance sheets as of June 30, 2015 and December 31, 2014:

 

(Dollars in thousands)           June 30, 2015     December 31, 2014  

Derivatives Not Designated as Hedging

Instruments under ASC 815

   Balance Sheet
Location
     Notional
Amount
     Fair
Value
    Notional
Amount
     Fair
Value
 

Interest rate swap agreements

     Other liabilities       $ 200,000       $ (11,801   $ 200,000       $ (13,675
Summary of Net Losses Included in Consolidated Statement of Operations for Changes in Fair Value of Derivatives and Periodic net Interest Settlements Under Derivatives

The following table summarizes the net gain and losses included in the consolidated statement of operations for changes in the fair value of the derivatives and the periodic net interest settlements under the derivatives for the quarters and six months ended June 30, 2015 and 2014:

 

       Quarters Ended June 30,     Six Months Ended June 30,  
(Dollars in thousands)    Statement of Operations Line      2015      2014     2015     2014  

Interest rate swap agreements

     Net realized investment gains       $ 5,057       $ (6,018   $ (825   $ (12,360