XML 21 R55.htm IDEA: XBRL DOCUMENT v3.3.0.814
Derivative Financial Instruments (Details) - USD ($)
$ in Millions
9 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Derivative Financial Instruments, exposure    
Cash and securities posted under collateral arrangements associated with derivative credit support agreements and Futures Commission Merchant agreements $ 249.0 $ 271.6
Aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position 585.8 656.2
Collateral and initial margin posted supporting derivatives with credit-risk-related contingent features that were in a liability position 249.0 271.6
Additional collateral required to be posted if derivative credit-risk-related contingent features were triggered 90.4  
Cash collateral received associated with derivative credit support annex agreements and Futures Commission Merchant agreements 273.9 148.3
Notional amount 45,054.4 41,098.5
Gross credit exposure 875.0 693.8
Less: collateral received 308.4 183.5
Net credit exposure 566.6 510.3
Interest rate swaps    
Derivative Financial Instruments, exposure    
Cash exchanged under contract 0.0  
Principal payments made under contract 0.0  
Notional amount 21,931.0 19,182.6
Gross credit exposure 632.9 510.8
Interest rate options    
Derivative Financial Instruments, exposure    
Notional amount 4,900.0 4,900.0
Gross credit exposure 40.1 41.0
Swaptions    
Derivative Financial Instruments, exposure    
Notional amount 159.0 260.0
Interest rate futures    
Derivative Financial Instruments, exposure    
Notional amount 173.5 147.5
Currency swaps    
Derivative Financial Instruments, exposure    
Notional amount 1,831.6 1,975.5
Gross credit exposure 112.6 97.1
Currency forwards    
Derivative Financial Instruments, exposure    
Notional amount 963.0 270.7
Gross credit exposure 3.9 1.4
Equity options    
Derivative Financial Instruments, exposure    
Notional amount 3,558.2 3,293.4
Gross credit exposure 72.4 30.2
Equity futures    
Derivative Financial Instruments, exposure    
Notional amount 563.4 498.1
Credit default swaps    
Derivative Financial Instruments, exposure    
Notional amount 1,095.9 1,234.5
Gross credit exposure 13.1 13.3
Total return swaps    
Derivative Financial Instruments, exposure    
Notional amount 90.0 90.0
Credit Futures    
Derivative Financial Instruments, exposure    
Notional amount 15.6 10.5
Embedded derivative financial instruments    
Derivative Financial Instruments, exposure    
Notional amount $ 9,773.2 $ 9,235.7