XML 88 R63.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Instruments (Credit Exposure of Derivative Contracts) (Details) (USD $)
In Thousands, unless otherwise specified
Sep. 30, 2014
Dec. 31, 2013
Credit Exposure of Derivative Contracts    
Estimated fair value of derivatives in net asset (liability) position $ 145,398 $ 59,016
Derivative, Collateral, Right to Reclaim Cash 941 [1] 8,033 [1]
Derivative Liability, Fair Value of Collateral 31,334 [2] 18,081 [2]
Derivative, Collateral, Obligation to Return Cash (117,525) [3] (51,006) [3]
Derivative Asset, Fair Value of Collateral (31,421) [4] (11,095) [4]
Deposits with Clearing Organizations and Others, Securities (14,289) (13,350)
Net credit exposure 14,438 9,679
Margin account related to exchange-traded futures $ 6,555 [5] $ 2,566 [5]
[1] Consists of receivable from counterparty, included in other assets.
[2] Included in other invested assets, primarily consists of U.S. Treasury securities.
[3] Included in cash and cash equivalents, with obligation to return cash collateral recorded in other liabilities.
[4] Consists of U.S. Treasury securities.
[5] Included in cash and cash equivalents.