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Derivatives (Tables)
 3 Months Ended
Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of classification and amount of fair value of derivatives not designated as hedging instruments within Consolidated Balance Sheets
The following tables summarize information on the classification and amount of the fair value of derivatives not designated as hedging instruments within the Company's Consolidated Balance Sheets as at March 31, 2020 and December 31, 2019:
(Millions)
March 31, 2020
December 31, 2019
Derivatives not designated as hedging instruments
Notional
Value

Asset
derivative
at fair
value(1)

Liability
derivative
at fair
value(2)

Notional
Value

Asset
derivative
at fair
value(1)

Liability
derivative
at fair
value(2)

Interest rate cap
$
250.0

$
—

$
—

$
250.0

$
—

$
—

Foreign currency swaps
$
90.0

$
2.4

$
—

$
90.0

$
—

$
3.6

Foreign currency forwards
$
215.2

$
7.3

$
5.7

$
(30.0
)
$
2.7

$
5.7

Weather derivatives
$
105.9

$
—

$
13.9

$
110.7

$
7.0

$
—

Equity futures contracts
$
20.1

$
—

$
—

$
34.5

$
—

$
—

Equity call options
$
1.9

$
0.1

$
—

$
—

$
—

$
—

Equity put options
$
11.4

$
1.0

$
0.8

$
31.0

$
1.3

$
0.2

Equity warrants
$
0.9

$
0.9

$
—

$
0.4

$
0.4

$
—

(1)Asset derivatives are classified within Other assets within the Company's Consolidated Balance Sheets at March 31, 2020 and December 31, 2019.
(2)Liability derivatives are classified within Other liabilities within the Company's Consolidated Balance Sheets at March 31, 2020 and December 31, 2019.
Schedule of classification and net impact on earnings, recognized in Consolidated Statements of Income relating to derivatives
The following table summarizes information on the classification and net impact on earnings, recognized in the Company's Consolidated Statements of Income relating to derivatives during the three months ended March 31, 2020 and 2019:
(Millions)
 
For the three months ended March 31,
Derivatives not designated as hedging instruments
Classification of gains (losses) recognized in earnings
2020

2019

Interest rate cap
Other revenues
$
—

$
(0.1
)
Foreign currency swaps
Net foreign exchange gains
$
6.0

$
0.8

Foreign currency forwards
Net foreign exchange gains
$
0.5

$
0.2

Weather derivatives
Other revenues
$
(20.4
)
$
(6.0
)
Equity futures contracts
Net realized investment gains (losses)
$
2.9

$
(0.6
)
Equity futures contracts
Net unrealized investment gains
$
(1.0
)
$
(0.2
)
Equity put options
Net realized investment gains (losses)
$
5.5

$
—

Equity put options
Net unrealized investment gains
$
0.5

$
(0.4
)
Equity warrants
Net unrealized investment gains
$
0.5

$
—