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Derivative Financial Instruments (Details 2) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Dec. 31, 2014
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income $ 86,668 $ 18,857 $ 67,996 $ 66,344  
Net investment income          
Derivatives not designated as hedging instruments          
Change in fair value of GLWB 6,858 1,494 3,370 2,103  
Policyholders' Funds          
Derivatives not designated as hedging instruments          
Embedded derivatives - GLWB 9,777   9,777   $ 6,407
Futures on equity indices | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [1] 478 222 896 312  
Futures on equity indices | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [2] 1,111 (72) 122 (431)  
Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [1] 6,480 467 553 2,517  
Interest rate futures | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [1] (99) 10 (214) (55)  
Interest rate futures | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [2] (117) 65 55 152  
Interest rate swaptions | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [1] 928 835 2,919 1,677  
Interest rate swaptions | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [2] 0 (917) (2,076) (2,627)  
Other forward contracts | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [1] 32,538 (16,147) 14,778 (2,087)  
Other forward contracts | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [2] 8,504 16,894 6,414 56,471  
Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income [1] 36,845 17,500 44,549 10,415  
Cash flow hedges:          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) 14,804 7,408 15,326 11,302  
Gain (loss) reclassified from OCI into net income (Effective portion) 2,099 2,639 6,448 7,224  
Cash flow hedges: | Interest rate swaps          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) (937) 184 (311) 5,328  
Cash flow hedges: | Interest rate swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) reclassified from OCI into net income (Effective portion) 1,490 1,876 [1] 5,183 5,581 [1]  
Cash flow hedges: | Interest rate futures          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) 0 0 0 0  
Cash flow hedges: | Interest rate futures | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) reclassified from OCI into net income (Effective portion) (21) 17 [1] (64) 52 [1]  
Cash flow hedges: | Cross-currency swaps          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) recognized in OCI on derivatives (Effective portion) 15,741 7,224 15,637 5,974  
Cash flow hedges: | Cross-currency swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) reclassified from OCI into net income (Effective portion) 630 900 [1] 1,329 1,745 [1]  
Cash flow hedges: | Cross-currency swaps | Realized investment gains (losses)          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) reclassified from OCI into net income (Effective portion) 0 (154) [2] 0 (154) [2]  
Fair value hedges:          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) on derivatives recognized in net income (297) 395 (724) (2,005)  
Gain (loss) on hedged assets recognized in net income 300 (406) 728 1,994  
Fair value hedges: | Interest rate swaps | Net investment income          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) on derivatives recognized in net income (620) 395 [1] (1,489) (2,005) [1]  
Gain (loss) on hedged assets recognized in net income 623 (406) [1] 1,493 1,994 [1]  
Fair value hedges: | Interest rate swaps | Realized investment gains (losses)          
Effect of derivative instruments in the condensed consolidated statement of income          
Gain (loss) on derivatives recognized in net income 323 0 [2] 765 0 [2]  
Gain (loss) on hedged assets recognized in net income $ (323) $ 0 [2] $ (765) $ 0 [2]  
[1] Net investment income.
[2] Represents realized gains (losses) on closed positions recorded in realized investment gains (losses), net.