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6. Derivative Instruments Realized Gains (Losses) (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Derivative Instruments Realized Gains Losses Details        
Interest rate swaps $ 1,783 $ 4,822 $ 492 $ 4,276
Variance swaps 876 (278) (4,512) (1,653)
Swaptions (40) (217) (194) (406)
Put options 7,851 2,275 (3,883) (5,000)
Call options (9,843) (5,006) 22 (3,283)
Equity futures 5,221 (126) (9,605) (5,805)
Total derivative instrument realized gains (losses) recognized in earnings $ 5,848 $ 1,470 $ (17,680) $ (11,871)