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Derivative Instruments (Details 5) (USD $)
In Thousands
Jun. 30, 2011
Dec. 31, 2010
Credit Exposure of Derivative Contracts    
Estimated fair value of derivatives in net asset (liability) position $ (10,741) $ (29,801)
Cash provided as collateral 0 0
Securities provided as collateral (60,337) (48,223)
Cash received as collateral (18,310) (10,300)
Securities received as collateral (30,253) (1,781)
Net credit exposure 1,033 6,341
Margin account related to exchange-traded futures $ 11,379 $ 16,285