XML 24 R43.htm IDEA: XBRL DOCUMENT v2.3.0.15
Derivative Financial Instruments (Details) (USD $)
In Thousands
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Dec. 31, 2010
Sep. 30, 2011
Cash Flow Hedges:
Interest rate swaps
Dec. 31, 2010
Cash Flow Hedges:
Interest rate swaps
Sep. 30, 2011
Cash Flow Hedges:
Interest rate swaps through July 2037
Jun. 30, 2010
Cash Flow Hedges:
Interest rate swaps through October 2036
Sep. 30, 2011
Free-Standing Derivatives:
Commodity swaps
Dec. 31, 2010
Free-Standing Derivatives:
Commodity swaps
Sep. 30, 2011
Free-Standing Derivatives:
Credit default swaps-protection sold
Dec. 31, 2010
Free-Standing Derivatives:
Credit default swaps-protection sold
Sep. 30, 2011
Free-Standing Derivatives:
Total rate of return swaps
Dec. 31, 2010
Free-Standing Derivatives:
Total rate of return swaps
Sep. 30, 2011
Free-Standing Derivatives:
Foreign exchange forward contracts
Dec. 31, 2010
Free-Standing Derivatives:
Foreign exchange forward contracts
Sep. 30, 2011
Free-Standing Derivatives:
Foreign exchange options
Dec. 31, 2010
Free-Standing Derivatives:
Foreign exchange options
Sep. 30, 2011
Free-Standing Derivatives:
Common stock warrants
Dec. 31, 2010
Free-Standing Derivatives:
Common stock warrants
Summary of aggregate notional amount and estimated net fair value of the derivative instruments                     
Notional amount$ 440,458 $ 440,458 $ 472,635$ 508,333$ 483,333$ 25,000$ 100,000  $ 33,500$ 13,500  $ (231,582)$ (154,405)$ 130,207$ 130,207  
Estimated Fair Value(97,891) (97,891) (57,047)(100,849)(58,365)  3,322(226)(3,653)492159104(16,004)(17,296)15,90914,7913,2253,453
Net losses recognized in other comprehensive (loss) income related to derivatives in cash flow hedging relationships                     
Losses recognized in other comprehensive (loss) income on cash flow hedges$ (40,636)$ (17,609)$ (42,463)$ (44,432)