XML 156 R74.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments (Details 1) (USD $)
In Millions, unless otherwise specified
Dec. 31, 2011
Dec. 31, 2010
Derivative Financial Instruments, exposure    
Cash and securities posted under collateral arrangements associated with derivative credit support agreements $ 502.4 $ 376.8
Aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position 1,484.0 1,262.0
Collateral posted supporting derivatives with credit-risk-related contingent features that were in a liability position 502.4 376.8
Additional collateral required to be posted if derivative credit-risk-related contingent features were triggered 48.1  
Cash collateral received associated with derivative credit support annex agreements 237.0 249.2
Notional amount 33,001.6 31,531.3
Gross credit exposure 1,245.1 1,177.0
Less: collateral received 237.0 249.2
Net credit exposure 1,008.1 927.8
Interest rate swaps
   
Derivative Financial Instruments, exposure    
Notional amount 19,498.3 19,803.0
Gross credit exposure 752.2 607.1
Interest rate collars
   
Derivative Financial Instruments, exposure    
Notional amount 500.0 500.0
Gross credit exposure 38.5 1.7
Interest rate futures
   
Derivative Financial Instruments, exposure    
Notional amount 522.0 0.8
Swaptions
   
Derivative Financial Instruments, exposure    
Notional amount 68.5 68.5
Gross credit exposure   0.1
Foreign currency swaps
   
Derivative Financial Instruments, exposure    
Notional amount 3,919.8 4,615.2
Gross credit exposure 318.6 493.2
Currency forwards
   
Derivative Financial Instruments, exposure    
Notional amount 147.3 72.3
Gross credit exposure 1.5 3.3
Equity options
   
Derivative Financial Instruments, exposure    
Notional amount 1,608.4 997.5
Gross credit exposure 120.3 64.9
Equity futures
   
Derivative Financial Instruments, exposure    
Notional amount 270.3  
Total return swaps
   
Derivative Financial Instruments, exposure    
Notional amount 15.0  
Credit default swaps
   
Derivative Financial Instruments, exposure    
Notional amount 1,530.3 1,482.4
Gross credit exposure 14.0 6.7
Embedded derivative financial instruments
   
Derivative Financial Instruments, exposure    
Notional amount $ 4,921.7 $ 3,991.6