XML 13 R54.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivatives (Narrative) (Details)
3 Months Ended 3 Months Ended
Mar. 31, 2014
USD ($)
item
security
Dec. 31, 2005
security
Dec. 31, 2001
security
Mar. 31, 2014
Standard & Poor's 500 Index [Member]
USD ($)
item
security
Mar. 31, 2014
Standard & Poor's 500 Index [Member]
Minimum [Member]
USD ($)
Mar. 31, 2014
Standard & Poor's 500 Index [Member]
Maximum [Member]
USD ($)
Mar. 31, 2014
FTSE 100 Index [Member]
USD ($)
security
item
Mar. 31, 2014
FTSE 100 Index [Member]
GBP (£)
Derivative [Line Items]                
Number of equity index put option contracts sold 7 7 7 6     1 1
Number of equity indices 2              
Total consideration, net of commissions       $ 22,530,000     $ 6,706,000  
Fair value of equity index put option contracts       30,516,000     6,567,000  
Theoretical maximum payout occurs based on index value       0     0  
Collateral rating threshold 0              
Maturities range, years         12 years 30 years    
Strike prices         1,141.21 1,540.63   5,989.75
Exercise date         June 2017 March 2031    
Estimates the probability of equity index put option contract will falling below the strike price on the exercise date           25.00% 41.00% 41.00%
Discount factor       3.00%     3.00% 3.00%
Present value of theoretical maximum payouts       410,762,000     45,416,000  
Derivative, net liability position, aggregate fair value 37,083,000              
Collateral already posted, aggregate fair value 30,014,000              
Required to post an additional approximation of the counterparties' fair value 55,000,000              
Equity index if contracts had expired       1,872.34     6,598.40 6,598.40
Settlement amount if contracts had expired       $ 0     $ 0