XML 69 R58.htm IDEA: XBRL DOCUMENT v3.22.2.2
Derivative Financial Instruments - Notional Amounts and Credit Exposure (Details) - USD ($)
$ in Millions
9 Months Ended
Sep. 30, 2022
Dec. 31, 2021
Derivative Financial Instruments, exposure    
Cash and securities posted under collateral arrangements associated with derivative credit support agreements and Futures Commission Merchant agreements $ 738.8 $ 240.8
Aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position 646.5 146.3
Collateral and initial margin posted supporting derivatives with credit-risk-related contingent features that were in a liability position 738.8 240.8
Additional collateral required to be posted if derivative credit-risk-related contingent features were triggered 119.1  
Cash collateral received associated with derivative credit support annex agreements and Futures Commission Merchant agreements 238.2 214.9
Notional amount 96,889.1 69,428.1
Gross credit exposure 381.9 348.1
Less: collateral received 265.3 244.6
Net credit exposure 116.6 103.5
Interest rate swaps    
Derivative Financial Instruments, exposure    
Cash exchanged under contract 0.0  
Principal payments made under contract 0.0  
Notional amount 51,120.9 47,927.4
Gross credit exposure 67.9 205.9
Interest rate options    
Derivative Financial Instruments, exposure    
Notional amount 3,705.9 2,373.9
Gross credit exposure 40.1 24.5
Interest rate forwards    
Derivative Financial Instruments, exposure    
Notional amount 2,709.3 2,181.6
Gross credit exposure   15.3
Interest rate futures    
Derivative Financial Instruments, exposure    
Notional amount 935.5 1,774.5
Currency swaps    
Derivative Financial Instruments, exposure    
Notional amount 1,535.5 1,242.7
Gross credit exposure 221.0 51.1
Currency forwards    
Derivative Financial Instruments, exposure    
Notional amount 1,133.1 1,043.6
Gross credit exposure 24.1 11.3
Equity options    
Derivative Financial Instruments, exposure    
Notional amount 2,286.2 2,378.2
Gross credit exposure 25.7 37.3
Equity futures    
Derivative Financial Instruments, exposure    
Notional amount 600.1 150.4
Credit default swaps    
Derivative Financial Instruments, exposure    
Notional amount 400.0 295.0
Gross credit exposure 3.1 2.7
Embedded derivative financial instruments    
Derivative Financial Instruments, exposure    
Notional amount $ 32,462.6 $ 10,060.8