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6. Derivative Instruments Fair Value (Details) (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
Interest rate swaps
   
Fair Value Notional Amount $ 116,000 $ 101,000
Fair Value Assets 12,466 10,792
Fair Value Liabilities 4,654 3,472
Variance Swaps
   
Fair Value Notional Amount 935 935
Fair Value Assets 0 3,202
Fair Value Liabilities 1,310 0
Swaptions
   
Fair Value Notional Amount 25,000 25,000
Fair Value Assets 60 254
Fair Value Liabilities 0 0
Put options
   
Fair Value Notional Amount 200,000 200,000
Fair Value Assets 50,950 54,833
Fair Value Liabilities 0 0
Call options
   
Fair Value Notional Amount 635,481 354,933
Fair Value Assets 50,754 27,956
Fair Value Liabilities 33,515 18,985
Equity futures
   
Fair Value Notional Amount 200,529 66,347
Fair Value Assets 15,418 16,185
Fair Value Liabilities 0 0
Total non-hedging derivative instruments
   
Fair Value Notional Amount 1,177,945 748,215
Fair Value Assets 129,648 113,222
Fair Value Liabilities $ 39,479 $ 22,457