XML 75 R58.htm IDEA: XBRL DOCUMENT v2.4.0.6
DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives, gross $ (47,768) $ (35,045) [1] $ (77,677) $ (47,909) [1]  
Notional Amount, Other long-term investments 6,786,747   6,786,747   5,948,784
Fair Value, Other long-term investments 105,674   105,674   54,645
Notional Amount, Other liabilities 8,406,236   8,406,236   7,321,905
Fair Value, Other liabilities 549,828   549,828   455,710
Derivatives not designated as hedging instruments
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 4,628 (2,196) (36,572) (23,679)  
Realized investment gains (losses) - derivatives, gross (47,768) (35,045) (77,677) (47,909)  
Derivatives not designated as hedging instruments | Interest rate futures
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 69,196 9,039 35,790 3,369  
Notional Amount, Other long-term investments 769,749   769,749   615,445
Fair Value, Other long-term investments 7,065   7,065   6,393
Notional Amount, Other liabilities 358,884   358,884   270,019
Fair Value, Other liabilities 625   625   1,148
Derivatives not designated as hedging instruments | Equity futures
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross (220) (1,503) (25,319) (19,346)  
Notional Amount, Other long-term investments         49,631
Fair Value, Other long-term investments         837
Notional Amount, Other liabilities 296,141   296,141   189,765
Fair Value, Other liabilities 14,964   14,964   1,454
Derivatives not designated as hedging instruments | Currency future
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 1,764 (199) 780 (199)  
Notional Amount, Other long-term investments 14,425   14,425   57,912
Fair Value, Other long-term investments 323   323   976
Notional Amount, Other liabilities 111,326   111,326   14,348
Fair Value, Other liabilities 1,835   1,835   126
Derivatives not designated as hedging instruments | Volatility futures
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 343   (132)    
Derivatives not designated as hedging instruments | Volatility swaps
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 1,063 (917) (821) (3,734)  
Notional Amount, Other long-term investments 600   600    
Fair Value, Other long-term investments 609   609    
Notional Amount, Other liabilities 675   675    
Fair Value, Other liabilities 1,430   1,430    
Derivatives not designated as hedging instruments | Equity options
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 3,153 (3,982) (20,719) (7,259)  
Notional Amount, Other long-term investments 471,276   471,276   440,000
Fair Value, Other long-term investments 47,330   47,330   19,396
Derivatives not designated as hedging instruments | Interest rate swaptions
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 8,831   5,312    
Notional Amount, Other long-term investments 400,000   400,000    
Fair Value, Other long-term investments 18,942   18,942    
Derivatives not designated as hedging instruments | Interest rate swaps
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross 5,954   3,826    
Realized investment gains (losses) - derivatives, gross (2,916) (2,989) (879) (2,457)  
Notional Amount, Other long-term investments 225,000   225,000   125,000
Fair Value, Other long-term investments 5,797   5,797   5,118
Notional Amount, Other liabilities 150,000   150,000   25,000
Fair Value, Other liabilities 4,462   4,462   3,064
Derivatives not designated as hedging instruments | Credit default swaps
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross   915   915  
Derivatives not designated as hedging instruments | Interest rate floor agreement/ YRT premium support
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives, gross 500 (50) 500 (451)  
Notional Amount, Other long-term investments 775,198   775,198   796,713
Fair Value, Other long-term investments 6,900   6,900   6,400
Derivatives not designated as hedging instruments | Embedded derivative - Modco reinsurance treaties
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives, gross (48,679) (29,214) (37,973) (21,372)  
Notional Amount, Other long-term investments 30,531   30,531   30,001
Fair Value, Other long-term investments 1,787   1,787   2,038
Notional Amount, Other liabilities 2,689,788   2,689,788   2,761,686
Fair Value, Other liabilities 317,520   317,520   279,799
Derivatives not designated as hedging instruments | Embedded derivative - GMWB
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives related to variable annuity contracts, gross (85,456) (5,549) (35,289) 2,575  
Notional Amount, Other long-term investments 1,099,744   1,099,744   826,790
Fair Value, Other long-term investments 16,628   16,628   10,665
Notional Amount, Other liabilities 4,489,658   4,489,658   3,741,688
Fair Value, Other liabilities 199,067   199,067   157,813
Derivatives not designated as hedging instruments | Interest rate caps
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives, gross (351)   (2,515)    
Notional Amount, Other long-term investments 3,000,000   3,000,000   3,000,000
Fair Value, Other long-term investments 152   152   2,666
Derivatives not designated as hedging instruments | Other
         
Notional amount and fair value of the entity's derivative financial instruments          
Realized investment gains (losses) - derivatives, gross (950) (596) (238) 50  
Notional Amount, Other long-term investments 224   224   224
Fair Value, Other long-term investments 141   141   155
Cash flow hedges | Inflation
         
Notional amount and fair value of the entity's derivative financial instruments          
Notional Amount, Other long-term investments         7,068
Fair Value, Other long-term investments         1
Notional Amount, Other liabilities 234,764   234,764   244,399
Fair Value, Other liabilities 8,115   8,115   8,863
Cash flow hedges | Interest rate swaps
         
Notional amount and fair value of the entity's derivative financial instruments          
Notional Amount, Other liabilities 75,000   75,000   75,000
Fair Value, Other liabilities $ 1,810   $ 1,810   $ 3,443
[1] Recast from previously reported information