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Derivatives - Schedule of listing currency, fair value and notional amounts of derivative instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Dec. 31, 2014
Derivative [Line Items]          
OTC Option Asset $ 3,500   $ 3,500   $ 3,800
Derivative assets, at fair value 27,337   27,337   21,130
Derivative Assets, Notional Amount 704,492   704,492   836,304
Derivative liabilities, at fair value 22,495   22,495   11,015
Derivative Liabilities, Notional Amount 588,553   588,553   757,406
Realized Gain (Loss) on Derivatives 18,421 $ 2,026 35,872 $ 10,675  
Unrealized Gain (Loss) on Derivatives (4,400) 16,420 (11,658) (263)  
OTC Option Liability 3,300   3,300   2,800
Credit Default Swaps - Protection Purchased          
Derivative [Line Items]          
Derivative assets, at fair value 16,157   16,157   9,456
Derivative Assets, Notional Amount 118,096   118,096   89,772
Derivative liabilities, at fair value 2,919   2,919   3,230
Derivative Liabilities, Notional Amount 38,582   38,582   49,465
Realized Gain (Loss) on Derivatives 1,232 (1,479) 617 (3,793)  
Unrealized Gain (Loss) on Derivatives 3,026 2,843 3,431 (678)  
Commodity Contract          
Derivative [Line Items]          
Derivative assets, at fair value         269
Derivative Assets, Notional Amount         25,168
Derivative liabilities, at fair value         285
Derivative Liabilities, Notional Amount         12,012
Commodity Contract | Short Contracts / Sold          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 (6) (201) (6)  
Unrealized Gain (Loss) on Derivatives 0 (80) 143 (80)  
Credit Default Swaps - Protection Sold          
Derivative [Line Items]          
Derivative assets, at fair value         205
Derivative Assets, Notional Amount         2,084
Derivative liabilities, at fair value 1,873   1,873   1,319
Derivative Liabilities, Notional Amount 6,019   6,019   5,142
Realized Gain (Loss) on Derivatives 322 1,081 2,017 1,266  
Unrealized Gain (Loss) on Derivatives (556) (1,181) (1,916) (977)  
Contracts for Differences | Long Contracts / Purchased          
Derivative [Line Items]          
Derivative assets, at fair value 1,227   1,227   263
Derivative Assets, Notional Amount 6,072   6,072   3,080
Derivative liabilities, at fair value 9,971   9,971   1,404
Derivative Liabilities, Notional Amount 41,710   41,710   48,152
Realized Gain (Loss) on Derivatives 512 (1,397) (335) 3,639  
Unrealized Gain (Loss) on Derivatives (12,058) (5,837) (7,602) (12,972)  
Contracts for Differences | Short Contracts / Sold          
Derivative [Line Items]          
Derivative assets, at fair value 5,035   5,035   186
Derivative Assets, Notional Amount 57,496   57,496   6,428
Derivative liabilities, at fair value 1,054   1,054   130
Derivative Liabilities, Notional Amount 47,773   47,773   3,070
Realized Gain (Loss) on Derivatives 14,087 (1,396) 12,150 (3,734)  
Unrealized Gain (Loss) on Derivatives 2,505 310 3,925 361  
Total Return Swaps | Long Contracts / Purchased          
Derivative [Line Items]          
Derivative assets, at fair value 1,202   1,202   43
Derivative Assets, Notional Amount 16,366   16,366   1,874
Derivative liabilities, at fair value 4,605   4,605   590
Derivative Liabilities, Notional Amount 20,700   20,700   11,233
Realized Gain (Loss) on Derivatives 3,477 2,488 2,859 12,279  
Unrealized Gain (Loss) on Derivatives 3,451 9,990 (2,857) 10,323  
Total Return Swaps | Short Contracts / Sold          
Derivative [Line Items]          
Derivative assets, at fair value 494   494   34
Derivative Assets, Notional Amount 17,853   17,853   9,763
Derivative liabilities, at fair value 429   429    
Derivative Liabilities, Notional Amount 14,311   14,311    
Realized Gain (Loss) on Derivatives (108) (1,112) (159) (588)  
Unrealized Gain (Loss) on Derivatives 869 795 31 298  
Interest Rate Swaps          
Derivative [Line Items]          
Derivative liabilities, at fair value         220
Derivative Liabilities, Notional Amount         467,956
Realized Gain (Loss) on Derivatives 119 107 119 (350)  
Unrealized Gain (Loss) on Derivatives (530) (82) 0 267  
Interest Rate Swaptions          
Derivative [Line Items]          
Derivative assets, at fair value 174   174    
Derivative Assets, Notional Amount 75,457   75,457    
Realized Gain (Loss) on Derivatives 265 (42) (286) 487  
Unrealized Gain (Loss) on Derivatives (978) (272) (419) (1,848)  
Treasury Futures | Short Contracts / Sold          
Derivative [Line Items]          
Derivative liabilities, at fair value 445   445   280
Derivative Liabilities, Notional Amount 36,418   36,418   10,119
Realized Gain (Loss) on Derivatives (2,746) (399) (2,685) (1,040)  
Unrealized Gain (Loss) on Derivatives (600) 191 (165) 62  
Foreign Currency Forward          
Derivative [Line Items]          
Derivative assets, at fair value 626   626   4,241
Derivative Assets, Notional Amount 138,207   138,207   228,416
Derivative liabilities, at fair value 367   367    
Derivative Liabilities, Notional Amount 77,798   77,798    
Realized Gain (Loss) on Derivatives 2,656 5,037 20,071 5,256  
Unrealized Gain (Loss) on Derivatives (1,134) 7,417 (3,984) 4,877  
Foreign Currency Options          
Derivative [Line Items]          
Derivative assets, at fair value 2,422   2,422   6,355
Derivative Assets, Notional Amount 274,945   274,945   283,439
Derivative liabilities, at fair value 307   307   3,527
Derivative Liabilities, Notional Amount 48,814   48,814   144,257
Foreign Currency Options | Long Contracts / Purchased          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 307 256 1,255 (1,484)  
Unrealized Gain (Loss) on Derivatives 1,373 1,539 (1,936) (613)  
Foreign Currency Options | Short Contracts / Sold          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 (78) 992 608  
Unrealized Gain (Loss) on Derivatives 0 (463) 132 (78)  
Catastrophe Risk derivatives          
Derivative [Line Items]          
Derivative liabilities, at fair value         30
Derivative Liabilities, Notional Amount         6,000
Commodity Future | Long Contracts / Purchased          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives     (286) (271)  
Unrealized Gain (Loss) on Derivatives     285 (5)  
Commodity Future | Short Contracts / Sold          
Derivative [Line Items]          
Derivative liabilities, at fair value 68   68    
Derivative Liabilities, Notional Amount 118,105   118,105    
Realized Gain (Loss) on Derivatives     272 316  
Unrealized Gain (Loss) on Derivatives     (269) (168)  
Index Futures | Long Contracts / Purchased          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 (840) 1,144 (840)  
Unrealized Gain (Loss) on Derivatives 0 0 0 0  
Index Futures | Short Contracts / Sold          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 79 0 (253)  
Unrealized Gain (Loss) on Derivatives 0 369 0 441  
Bond Futures          
Derivative [Line Items]          
Derivative liabilities, at fair value 457   457    
Derivative Liabilities, Notional Amount 138,323   138,323    
Bond Futures | Short Contracts / Sold          
Derivative [Line Items]          
Derivative assets, at fair value         78
Derivative Assets, Notional Amount         186,280
Realized Gain (Loss) on Derivatives (1,702) (273) (1,702) (817)  
Unrealized Gain (Loss) on Derivatives 232 101 (457) (253)  
Embedded derivatives in reinsurance contracts          
Derivative [Line Items]          
Derivative liabilities, at fair value 5,715   5,715   2,769
Derivative Liabilities, Notional Amount 20,000   20,000   15,000
Realized Gain (Loss) on Derivatives 0 0 (5) 0  
Unrealized Gain (Loss) on Derivatives 366 (21) 211 (127)  
Embedded derivatives in deposit contracts          
Derivative [Line Items]          
Derivative liabilities, at fair value 4,360   4,360   6,520
Derivative Liabilities, Notional Amount 75,000   75,000   75,000
Realized Gain (Loss) on Derivatives 0 0 0 0  
Unrealized Gain (Loss) on Derivatives 1,730 (90) 2,160 (310)  
Derivative liabilities (embedded)          
Derivative [Line Items]          
Derivative liabilities, at fair value 10,075   10,075   9,289
Derivative Liabilities, Notional Amount 95,000   95,000   $ 90,000
Realized Gain (Loss) on Derivatives 0 0 (5) 0  
Unrealized Gain (Loss) on Derivatives 2,096 (111) 2,371 (437)  
Other Contract [Member]          
Derivative [Line Items]          
Realized Gain (Loss) on Derivatives 0 0 30 0  
Unrealized Gain (Loss) on Derivatives $ 0 $ 780 $ 0 $ 780