XML 72 R49.htm IDEA: XBRL DOCUMENT  v2.3.0.11
Derivative Financial Instruments - Additional Information (Detail) (USD $)
In Millions
3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended
Jun. 30, 2011
Jun. 30, 2011
Dec. 31, 2010
Jun. 30, 2011
Forward Contracts [Member]
Jun. 30, 2011
Forward Contracts [Member]
Jun. 30, 2011
Receive Variable/Pay Fixed
Jun. 30, 2010
Receive Variable/Pay Fixed
Jun. 30, 2011
Receive Fixed/Pay Variable
Derivative [Line Items]                
Cash collateral from counterparties     $ 39.1          
Carrying value of fixed maturity securities posted as collateral to our counterparties 153.1 153.1 158.8          
Current credit exposure on derivatives 2.3 2.3            
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position 203.6 203.6 199.6          
Notional amount of receive variable, pay fixed interest rate swaps to hedge changes in fair value of certain fixed rate securities held           174.0    
Notional amount of forward starting interest rate swaps to hedge anticipated purchase of long-term bonds 435.0 435.0 540.0          
Notional amount of foreign currency cash flow hedges 579.7 579.7 617.9          
Notional amount of terminated swaps 89.2 175.1   12.0 31.9      
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months   32.0            
Notional amount of hedging instrument               350.0
Loss on the hedged fixed maturity securities attributable to the hedged benchmark interest rate               7.2
Hedged benchmark interest rate, on the related interest rate swaps           1.1 10.6  
Derivative Instruments Gain Loss Included in Accumulated Other Comprehensive Loss Income   $ 0.1