Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2011

Derivative Financial Instruments

Schedule of aggregate notional amount and estimated net fair value of the derivative instruments

	As of September 30, 2011						As of December 31, 2010
	Notional			Estimated Fair Value			Notional			Estimated Fair Value
Cash Flow Hedges:
Interest rate swaps	$	508,333		$	(100,849	)	$	483,333		$	(58,365	)
Free-Standing Derivatives:
Commodity swaps	—			3,322			—			(226		)
Credit default swaps—protection sold	33,500			(3,653		)	13,500			492
Total rate of return swaps	—			159			—			104
Foreign exchange forward contracts	(231,582		)	(16,004		)	(154,405		)	(17,296		)
Foreign exchange options	130,207			15,909			130,207			14,791
Common stock warrants	—			3,225			—			3,453
Total	$	440,458		$	(97,891	)	$	472,635		$	(57,047	)

Schedule of net losses recognized in other comprehensive income related to derivatives in cash flow hedging relationships

	For the three months ended September 30, 2011			For the three months endedSeptember 30, 2010			For the nine months ended September 30, 2011			For thenine months endedSeptember 30, 2010
Losses recognized in other comprehensive (loss) income on cash flow hedges	$	(40,636	)	$	(17,609	)	$	(42,463	)	$	(44,432	)