XML 68 R57.htm IDEA: XBRL DOCUMENT v3.22.2
Derivative Financial Instruments Location of Gains and Losses Designated as Hedging Instruments, Consolidated Statements of Income (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Derivative Instruments, Gain (Loss)        
Net Investment Income $ 559.0 $ 563.5 $ 1,086.2 $ 1,112.2
Net Investment Gain (Loss) (4.1) 0.9 (17.9) 85.5
Interest and Debt Expense 47.4 45.3 94.3 89.7
Derivative, Gain (Loss) on Derivative, Net (3.7) 0.1 (5.5) (1.6)
Designated as Hedging Instrument | Interest Rate Swaps | Net Investment Income | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 50.3 54.8 100.7 106.8
Derivative, Gain (Loss) on Derivative, Net 13.0 16.5 26.4 32.0
Designated as Hedging Instrument | Interest Rate Swaps | Net Investment Gain (Loss) | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Gain (Loss) 0.0 0.0 0.0 2.4
Derivative, Gain (Loss) on Derivative, Net 0.0 0.0 0.0 1.8
Designated as Hedging Instrument | Interest Rate Swaps | Interest and Debt Expense | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Interest and Debt Expense 0.7 7.3 1.4 14.6
Derivative, Gain (Loss) on Derivative, Net 0.0 0.1 0.0 0.2
Designated as Hedging Instrument | Foreign Exchange Contracts | Net Investment Income | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 2.8 4.1 5.6 7.2
Derivative, Gain (Loss) on Derivative, Net 0.4 0.6 0.6 0.9
Designated as Hedging Instrument | Foreign Exchange Contracts | Net Investment Income | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Income 3.1 2.4 5.8 4.7
Derivative, Gain (Loss) on Derivative, Net 2.7 1.2 4.1 2.2
Designated as Hedging Instrument | Foreign Exchange Contracts | Net Investment Gain (Loss) | Cash Flow Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Gain (Loss) 0.0 0.0 0.0 0.0
Derivative, Gain (Loss) on Derivative, Net 0.0 0.0 0.0 0.0
Designated as Hedging Instrument | Foreign Exchange Contracts | Net Investment Gain (Loss) | Fair Value Hedging        
Derivative Instruments, Gain (Loss)        
Net Investment Gain (Loss) (27.6) 1.1 (32.9) (8.4)
Derivative, Gain (Loss) on Derivative, Net 27.6 (1.1) 32.9 8.4
Designated as Hedging Instrument | Foreign Exchange Contracts | Interest and Debt Expense | 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
Designated as Hedging Instrument | Foreign Exchange Contracts | Interest and Debt Expense | 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