Derivative agreement default threshold based upon debt as a percentage of total assets.

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The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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-Publisher FASB

-Name Accounting Standards Codification

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Net Increase or Decrease in the fair value of the derivative or group of derivatives included in earnings.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

+ References

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Derivatives and Hedging Activity (Details 3) (USD $)	3 Months Ended		9 Months Ended
Derivatives and Hedging Activity (Details 3) (USD $)	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Gain loss derivative instruments
Unrealized gains (losses)			$ (11,099,000)
Credit-risk-related Contingent Features
Ratio of indebtedness to total assets above which will the Company could be declared in default (as a percent)			75.00%
Derivatives in net liability position	20,200,000		20,200,000
Collateral posted	5,600,000		5,600,000
Termination liability value	20,200,000		20,200,000
Interest rate swaps \| Cash flow hedges
Gain loss derivative instruments
Amount of loss recognized in OCI on derivative (effective portion)	544,000	1,573,000	1,759,000	3,475,000
Amount of loss reclassified from accumulated OCI into income (effective portion)	527,000	598,000	1,730,000	1,178,000
Amount of gain recognized in income on derivative (ineffective portion)			45,000
Interest rate swaps \| Derivatives not designated as hedging instruments
Gain loss derivative instruments
Realized gains (losses)	(12,302,000)		(14,883,000)
Unrealized gains (losses)	(6,869,000)		(11,099,000)
Forward contracts \| Derivatives not designated as hedging instruments
Gain loss derivative instruments
Realized gains (losses)	(86,000)	(24,000)	(292,000)	(24,000)
Unrealized gains (losses)	8,703,000	(5,326,000)	2,674,000	(9,020,000)
Credit spread derivatives \| Derivatives not designated as hedging instruments
Gain loss derivative instruments
Realized gains (losses)	4,539,000		3,569,000
Unrealized gains (losses)	$ (2,280,000)		$ 161,000