XML 77 R60.htm IDEA: XBRL DOCUMENT v3.19.3
Derivative Financial Instruments Location of Gains and Losses Designated as Hedging Instruments, Consolidated Statements of Income (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Derivative Instruments, Gain (Loss)        
Net Investment Income $ 599.4 $ 619.2 $ 1,819.0 $ 1,845.1
Net Realized Investment Gain (Loss) (26.2) 6.7 (32.4) 1.9
Interest and Debt Expense 46.1 42.7 130.8 125.3
Derivative, Gain (Loss) on Derivative, Net 0.1 (0.2) 0.7 (0.9)
Interest Rate Swaps | Net Investment Income | Designated as Hedging Instrument | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 74.5 75.8 222.0 230.3
Derivative, Gain (Loss) on Derivative, Net 18.8 16.7 54.4 49.1
Interest Rate Swaps | Net Investment Income | Designated as Hedging Instrument | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 0.0 0.0 0.0 1.0
Derivative, Gain (Loss) on Derivative, Net 0.0 0.0 0.0 (0.5)
Interest Rate Swaps | Net Realized Investment Gain (Loss) | Designated as Hedging Instrument | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Realized Investment Gain (Loss) 1.7 0.0 (1.2) 0.1
Derivative, Gain (Loss) on Derivative, Net 5.3 0.0 9.3 (0.3)
Interest Rate Swaps | Net Realized Investment Gain (Loss) | Designated as Hedging Instrument | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Net Realized Investment Gain (Loss) (0.6) 0.0 (4.2) 2.2
Derivative, Gain (Loss) on Derivative, Net 0.6 0.0 4.2 (2.2)
Interest Rate Swaps | Interest Expense | Designated as Hedging Instrument | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Interest and Debt Expense 7.7 8.5 23.1 31.3
Derivative, Gain (Loss) on Derivative, Net 0.6 0.6 1.8 1.7
Interest Rate Swaps | Interest Expense | Designated as Hedging Instrument | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Interest and Debt Expense 3.5 3.6 10.7 10.8
Derivative, Gain (Loss) on Derivative, Net 0.6 0.6 2.1 1.2
Foreign Exchange Contracts | Net Investment Income | Designated as Hedging Instrument | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 3.3 4.6 11.6 14.3
Derivative, Gain (Loss) on Derivative, Net (0.3) (0.3) (0.9) (0.8)
Foreign Exchange Contracts | Net Investment Income | Designated as Hedging Instrument | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 0.6 0.1 1.5 0.5
Derivative, Gain (Loss) on Derivative, Net 0.5 0.1 1.2 0.2
Foreign Exchange Contracts | Net Realized Investment Gain (Loss) | Designated as Hedging Instrument | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Realized Investment Gain (Loss) (0.8) 0.4 1.1 1.3
Derivative, Gain (Loss) on Derivative, Net 0.7 (0.4) (1.0) (1.3)
Foreign Exchange Contracts | Net Realized Investment Gain (Loss) | Designated as Hedging Instrument | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Net Realized Investment Gain (Loss) (4.8) (0.3) (4.0) (1.7)
Derivative, Gain (Loss) on Derivative, Net 4.8 0.3 4.0 1.7
Foreign Exchange Contracts | Interest Expense | Designated as Hedging Instrument | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Interest and Debt Expense 0.0 0.0 0.0 0.0
Derivative, Gain (Loss) on Derivative, Net 0.0 0.0 0.0 0.0
Foreign Exchange Contracts | Interest Expense | Designated as Hedging Instrument | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Interest and Debt Expense 0.0 0.0 0.0 0.0
Derivative, Gain (Loss) on Derivative, Net $ 0.0 $ 0.0 $ 0.0 $ 0.0