XML 16 R55.htm IDEA: XBRL DOCUMENT v3.2.0.727
Derivative Instruments - Gains (Losses) Recognized in Realized Investment Gains (Losses) (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) $ (6.9) $ (2.3) $ (20.4) $ (38.8)
Interest rate swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) (4.3) 1.8 (1.6) 6.8
Variance swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) (0.4) (0.4) (0.8) (1.0)
Swaptions        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) 0.0 (7.6) (0.1) (25.9)
Put options        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) (3.5) (4.1) (7.8) (8.2)
Call options        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) (2.9) 17.2 (4.3) 14.2
Equity futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) 0.0 (6.9) 0.2 (9.5)
Embedded derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, gain (loss) $ 4.2 $ (2.3) $ (6.0) $ (15.2)