XML 85 R73.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Financial Instruments (Details 2) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income $ 77,060 $ 72,677 $ 124,086
Interest rate swaps | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] (4,541) (1,094) 6,508
Cross-currency swaps | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] 85,746 69,819 24,588
Cross-currency swaps | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] (1,601)    
Interest rate futures | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] (57) (65) (51)
Interest rate futures | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [2] (164) 1 305
Futures on equity indices | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] 817 (284) (41)
Futures on equity indices | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [2] (7,930) (527) (534)
Interest rate swaptions | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] 302 2,868 2,424
Interest rate swaptions | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [2] (313) (3,115) (3,578)
Currency forwards | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [2] 111    
Other forward contracts | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [2] 4,690 5,074 94,465
Cash flow hedges      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) recognized in OCI on derivatives (Effective portion) 44,776 31,061 20,137
Gain (loss) reclassified from OCI into net income (Effective portion) 11,249 12,380 8,408
Cash flow hedges | Interest rate swaps | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) recognized in OCI on derivatives (Effective portion) 810 2,228 9,096
Gain (loss) reclassified from OCI into net income (Effective portion) [1] 5,437 6,779 7,462
Cash flow hedges | Interest rate swaps | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) reclassified from OCI into net income (Effective portion) [2] 0 3,634 0
Cash flow hedges | Interest rate swaps | Interest expense      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) recognized in OCI on derivatives (Effective portion) 21,228    
Gain (loss) reclassified from OCI into net income (Effective portion) [2] (2,657)    
Cash flow hedges | Cross-currency swaps | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) recognized in OCI on derivatives (Effective portion) 22,738 28,833 11,041
Gain (loss) reclassified from OCI into net income (Effective portion) [1] 8,469 2,101 1,030
Cash flow hedges | Cross-currency swaps | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) reclassified from OCI into net income (Effective portion) [2] 0 0 (154)
Cash flow hedges | Interest rate futures | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) reclassified from OCI into net income (Effective portion) [1] 0 (134) 70
Fair value hedges      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income 0 (734) (3,444)
Gain (loss) on hedged assets recognized in net income 0 738 3,439
Fair value hedges | Interest rate swaps | Net investment income      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [1] 0 (1,507) (3,444)
Gain (loss) on hedged assets recognized in net income [1] 0 1,511 3,439
Fair value hedges | Interest rate swaps | Realized investment gains (losses)      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain (loss) on derivatives recognized in net income [2] 0 773 0
Gain (loss) on hedged assets recognized in net income [2] $ 0 $ (773) $ 0
[1] Net investment income.
[2] Represents realized gains (losses) on closed positions recorded in realized investment gains (losses), net.