XML 72 R56.htm IDEA: XBRL DOCUMENT v3.7.0.1
DERIVATIVE FINANCIAL INSTRUMENTS - Realized Investment Gains (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ (108,188) $ (83,366) $ (178,066) $ (156,865)
Derivatives not designated as hedging instruments        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (108,188) (83,366) (178,066) (156,865)
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (52,703) (22,820) (70,568) (81,175)
Derivatives not designated as hedging instruments | Other derivatives        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (5) (55) (2) (100)
Derivatives not designated as hedging instruments | VA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (46,376) (62,779) (96,980) (70,552)
Derivatives not designated as hedging instruments | VA | Interest rate futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 12,749 31,266 16,197 69,067
Derivatives not designated as hedging instruments | VA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (18,613) (21,328) (49,430) (24,556)
Derivatives not designated as hedging instruments | VA | Currency futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (10,018) 11,112 (16,274) 4,954
Derivatives not designated as hedging instruments | VA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (12,884) (3,232) (53,069) 13,072
Derivatives not designated as hedging instruments | VA | Interest rate swaptions        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (662) (749) (2,131) (2,983)
Derivatives not designated as hedging instruments | VA | Interest rate swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 34,946 81,554 25,989 207,147
Derivatives not designated as hedging instruments | VA | Total return swaps        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (1,618) 0 (1,618) 0
Derivatives not designated as hedging instruments | VA | Embedded derivative - GLWB        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (50,276) (161,402) (16,644) (337,253)
Derivatives not designated as hedging instruments | FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (1,967) 2,096 (3,381) (4,246)
Derivatives not designated as hedging instruments | FIA | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (202) 651 95 2,033
Derivatives not designated as hedging instruments | FIA | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 7,569 735 18,269 (4,827)
Derivatives not designated as hedging instruments | FIA | Embedded derivative - FIA        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (9,334) 710 (21,745) (1,452)
Derivatives not designated as hedging instruments | FIA | Volatility futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 0 0 0 0
Derivatives not designated as hedging instruments | IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (7,137) 192 (7,135) (792)
Derivatives not designated as hedging instruments | IUL | Equity futures        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives (137) 47 (936) (172)
Derivatives not designated as hedging instruments | IUL | Equity options        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives 1,571 241 4,462 214
Derivatives not designated as hedging instruments | IUL | Embedded derivative - IUL        
Notional amount and fair value of the entity's derivative financial instruments        
Total realized gains (losses) - derivatives $ (8,571) $ (96) $ (10,661) $ (834)