XML 75 R49.htm IDEA: XBRL DOCUMENT v3.2.0.727
Notional Amounts for Each Category of Derivative Activity (Detail) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Derivative        
Balance at beginning of period $ 1,678.5 $ 1,469.5 $ 1,687.4 $ 1,477.4
Additions 29.0 0.0 29.0 10.0
Terminations 68.8 14.2 77.7 32.1
Balance at ending of period 1,638.7 1,455.3 1,638.7 1,455.3
Swaps | Receive Variable/Pay Fixed        
Derivative        
Balance at beginning of period 150.0 150.0 150.0 150.0
Additions 0.0 0.0 0.0 0.0
Terminations 0.0 0.0 0.0 0.0
Balance at ending of period 150.0 150.0 150.0 150.0
Swaps | Receive Fixed/Pay Fixed        
Derivative        
Balance at beginning of period 831.5 622.5 840.4 630.4
Additions 0.0 0.0 0.0 0.0
Terminations 14.8 14.2 23.7 22.1
Balance at ending of period 816.7 608.3 816.7 608.3
Swaps | Receive Fixed/Pay Variable        
Derivative        
Balance at beginning of period 600.0 600.0 600.0 600.0
Additions 0.0 0.0 0.0 0.0
Terminations 0.0 0.0 0.0 0.0
Balance at ending of period 600.0 600.0 600.0 600.0
Swaps | Credit Default Swaps        
Derivative        
Balance at beginning of period 97.0 97.0 97.0 97.0
Additions 2.0 0.0 2.0 0.0
Terminations 27.0 0.0 27.0 0.0
Balance at ending of period 72.0 97.0 72.0 97.0
Forwards        
Derivative        
Balance at beginning of period 0.0 0.0 0.0 0.0
Additions 27.0 0.0 27.0 10.0
Terminations 27.0 0.0 27.0 10.0
Balance at ending of period $ 0.0 $ 0.0 $ 0.0 $ 0.0