Derivative Financial Instruments, Fair Value Disclosures (Table)

	Derivative assets (1)				Derivative liabilities (2)
	June 30, 2012		December 31, 2011		June 30, 2012		December 31, 2011
	(in millions)
Derivatives designated as hedging instruments
Interest rate contracts	$	12.0	$	0.2	$	486.3	$	500.9
Foreign exchange contracts	205.0		267.2		154.2		158.4
Total derivatives designated as hedging instruments	$	217.0	$	267.4	$	640.5	$	659.3

Derivatives not designated as hedging instruments
Interest rate contracts	$	757.5	$	730.9	$	605.4	$	651.5
Foreign exchange contracts	41.3		38.5		38.8		42.7
Equity contracts	112.0		120.3		3.4		0.8
Credit contracts	8.5		14.0		141.4		169.7
Other contracts	—		—		317.4		336.0
Total derivatives not designated as hedging instruments	919.3		903.7		1,106.4		1,200.7

Total derivative instruments	$	1,136.3	$	1,171.1	$	1,746.9	$	1,860.0

(1) The fair value of derivative assets is reported with other investments on the consolidated statements of financial position.

(2) The fair value of derivative liabilities is reported with other liabilities on the consolidated statement of financial position, with the exception of certain embedded derivative liabilities. Embedded derivative liabilities with a fair value of $179.4 million and $195.8 million as of June 30, 2012 and December 31, 2011, respectively, are reported with contractholder funds on the consolidated statements of financial position.

Hybrid Instruments (Table)

	June 30, 2012
					Weighted
					average
	Amortized		Carrying		expected life
	cost		value		(in years)
	(in millions)
Corporate debt
BBB	$	15.5	$	15.5	4.5
B	25.0		23.3		1.0
CC	3.8		0.8		3.6
Total corporate debt	44.3		39.6		2.4

Structured finance
AA	6.3		6.3		6.8
BBB	24.8		22.5		4.3
BB	18.2		16.4		2.6
B	8.4		8.4		5.2
CCC	7.4		7.8		6.9
CC	0.4		0.4		7.5
C	—		—		2.0
Total structured finance	65.5		61.8		4.5
Total fixed maturities with credit derivatives	$	109.8	$	101.4	3.7

	December 31, 2011
					Weighted
					average
	Amortized		Carrying		expected life
	cost		value		(in years)
	(in millions)
Corporate debt
BB	$	14.7	$	14.7	5.0
CCC	25.0		20.8		1.5
CC	3.7		0.7		4.0
Total corporate debt	43.4		36.2		2.9

Structured finance
AA	9.3		9.3		6.4
BBB	27.4		24.5		4.5
BB	15.0		13.9		2.5
B	11.2		11.2		5.4
CCC	3.5		3.6		4.8
CC	0.7		0.7		5.3
C	0.2		0.1		8.2
Near default	0.2		0.2		4.7
Total structured finance	67.5		63.5		4.5
Total fixed maturities with credit derivatives	$	110.9	$	99.7	3.9

Fair Value Hedges, Periodic Settlements Disclosures (Table)

	Amount of gain (loss) for the three months ended June 30,						Amount of gain (loss) for the six months ended June 30,
	Amount of gain (loss) for the three months ended June 30,						Amount of gain (loss) for the six months ended June 30,
Hedged Item	2012			2011			2012			2011
	(in millions)
Fixed maturities, available-for-sale (1)	$	(33.6	)	$	(40.3	)	$	(69.1	)	$	(80.1	)
Investment-type insurance contracts (2)	9.1			11.1			17.9			22.6

(1)	Reported in net investment income on the consolidated statements of operations.
(2)	Reported in benefits, claims and settlement expenses on the consolidated statements of operations.

Cash Flow Hedges, Periodic Settlements Disclosures (Table)

	Amount of gain (loss) for the three months ended June 30,						Amount of gain (loss) for the six months ended June 30,
Hedged Item	2012			2011			2012			2011
	(in millions)
Fixed maturities, available-for-sale (1)	$	1.9		$	2.4		$	3.9		$	5.4
Investment-type insurance contracts (2)	(3.1		)	(3.7		)	(6.4		)	(6.3		)

(1)	Reported in net investment income on the consolidated statements of operations.
(2)	Reported in benefits, claims and settlement expenses on the consolidated statements of operations.