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Fair Value Measurements and Credit Concentration (Tables)

6 Months Ended

Jun. 30, 2013

Fair Value Measurements and Credit Concentration [Line Items]

Fair Value of Assets and Liabilities Measured on Recurring Basis

The assets and liabilities measured at fair value were:

				June 30, 2013								December 31, 2012
				Total		Level 1		Level 2		Level 3		Total		Level 1		Level 2		Level 3
PPL
Assets
	Cash and cash equivalents			$	711	$	711					$	901	$	901
	Restricted cash and cash equivalents (a)				151		151						135		135
	Price risk management assets:
		Energy commodities			1,654		1	$	1,600	$	53		2,068		2	$	2,037	$	29
		Interest rate swaps			132				132				15				15
		Foreign currency contracts			85				85
		Cross-currency swaps			62				59		3		14				13		1
	Total price risk management assets				1,933		1		1,876		56		2,097		2		2,065		30
	NDT funds:
		Cash and cash equivalents			12		12						11		11
		Equity securities
			U.S. large-cap		468		349		119				412		308		104
			U.S. mid/small-cap		68		28		40				60		25		35
		Debt securities
			U.S. Treasury		95		95						95		95
			U.S. government sponsored agency		6				6				9				9
			Municipality		77				77				82				82
			Investment-grade corporate		39				39				40				40
			Other		3				3				3				3
		Receivables (payables), net			3				3						(2)		2
	Total NDT funds				771		484		287				712		437		275
	Auction rate securities (b)				19						19		19				3		16
Total assets				$	3,585	$	1,347	$	2,163	$	75	$	3,864	$	1,475	$	2,343	$	46

Liabilities
	Price risk management liabilities:
		Energy commodities		$	1,351	$	1	$	1,337	$	13	$	1,566	$	2	$	1,557	$	7
		Interest rate swaps			46				46				80				80
		Foreign currency contracts			3				3				44				44
		Cross-currency swaps			1				1				4				4
	Total price risk management liabilities			$	1,401	$	1	$	1,387	$	13	$	1,694	$	2	$	1,685	$	7

PPL Energy Supply
Assets
	Cash and cash equivalents			$	265	$	265					$	413	$	413
	Restricted cash and cash equivalents (a)				87		87						63		63
	Price risk management assets:
		Energy commodities			1,654		1	$	1,600	$	53		2,068		2	$	2,037	$	29
	Total price risk management assets				1,654		1		1,600		53		2,068		2		2,037		29
	NDT funds:
		Cash and cash equivalents			12		12						11		11
		Equity securities
			U.S. large-cap		468		349		119				412		308		104
			U.S. mid/small-cap		68		28		40				60		25		35
		Debt securities
			U.S. Treasury		95		95						95		95
			U.S. government sponsored agency		6				6				9				9
			Municipality		77				77				82				82
			Investment-grade corporate		39				39				40				40
			Other		3				3				3				3
		Receivables (payables), net			3				3						(2)		2
	Total NDT funds				771		484		287				712		437		275
	Auction rate securities (b)				16						16		16				3		13
Total assets				$	2,793	$	837	$	1,887	$	69	$	3,272	$	915	$	2,315	$	42

Liabilities
	Price risk management liabilities:
		Energy commodities		$	1,351	$	1	$	1,337	$	13	$	1,566	$	2	$	1,557	$	7
	Total price risk management liabilities			$	1,351	$	1	$	1,337	$	13	$	1,566	$	2	$	1,557	$	7

PPL Electric
Assets
	Cash and cash equivalents			$	24	$	24					$	140	$	140
	Restricted cash and cash equivalents (c)				12		12						13		13
Total assets				$	36	$	36					$	153	$	153

LKE
Assets
	Cash and cash equivalents			$	23	$	23			$	43	$	43
	Restricted cash and cash equivalents (d)				22		22				32		32
	Price risk management assets:
			Interest rate swaps		72			$	72		14			$	14
	Total price risk management assets				72				72		14				14
Total assets				$	117	$	45	$	72	$	89	$	75	$	14

Liabilities
	Price risk management liabilities:
		Interest rate swaps		$	43			$	43	$	58			$	58
Total price risk management liabilities				$	43			$	43	$	58			$	58

LG&E
Assets
	Cash and cash equivalents			$	13	$	13			$	22	$	22
	Restricted cash and cash equivalents (d)				22		22				32		32
	Price risk management assets:
			Interest rate swaps		36			$	36		7			$	7
	Total price risk management assets				36				36		7				7
Total assets				$	71	$	35	$	36	$	61	$	54	$	7

Liabilities
	Price risk management liabilities:
		Interest rate swaps		$	43			$	43	$	58			$	58
Total price risk management liabilities				$	43			$	43	$	58			$	58

KU
Assets
	Cash and cash equivalents			$	10	$	10			$	21	$	21
	Price risk management assets:
			Interest rate swaps		36			$	36		7			$	7
	Total price risk management assets				36				36		7				7
Total assets				$	46	$	10	$	36	$	28	$	21	$	7

(a) Current portion is included in "Restricted cash and cash equivalents" and the long-term portion is included in "Other noncurrent assets" on the Balance Sheets.

(b) Included in "Other investments" on the Balance Sheets.

(c) Current portion is included in "Other current assets" and the long-term portion is included in "Other noncurrent assets" on the Balance Sheets.

(d) Included in "Other noncurrent assets" on the Balance Sheets.

Reconciliation of Net Assets and Liabilities Classified as Level 3

A reconciliation of net assets and liabilities classified as Level 3 for the periods ended June 30, 2013 is as follows:

					Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
					Three Months								Six Months
					Energy		Auction		Cross-				Energy		Auction		Cross-
					Commodities,		Rate		Currency				Commodities,		Rate		Currency
					net		Securities		Swaps		Total		net		Securities		Swaps		Total
PPL
Balance at beginning of
	period				$	14	$	16			$	30	$	22	$	16	$	1	$	39
		Total realized/unrealized
			gains (losses)
				Included in earnings		14						14		6						6
				Included in OCI (a)														3		3
		Sales				(2)						(2)		(2)						(2)
		Settlements				4						4		3						3
		Transfers into Level 3				6		3	$	3		12		7		3		3		13
		Transfers out of Level 3				4						4		4				(4)
Balance at end of period					$	40	$	19	$	3	$	62	$	40	$	19	$	3	$	62

PPL Energy Supply
Balance at beginning of
	period				$	14	$	13			$	27	$	22	$	13			$	35
		Total realized/unrealized
			gains (losses)
				Included in earnings		14						14		6						6
		Sales				(2)						(2)		(2)						(2)
		Settlements				4						4		3						3
		Transfers into Level 3				6		3				9		7		3				10
		Transfers out of Level 3				4						4		4						4
Balance at end of period					$	40	$	16			$	56	$	40	$	16			$	56

(a) "Energy Commodities, net" and "Cross-Currency Swaps" are included in "Qualifying derivatives" and "Auction Rate Securities" are included in "Available-for-sale securities" on the Statements of Comprehensive Income.

A reconciliation of net assets and liabilities classified as Level 3 for the periods ended June 30, 2012 is as follows:

					Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
					Three Months								Six Months
					Energy		Auction		Cross-				Energy		Auction		Cross-
					Commodities,		Rate		Currency				Commodities,		Rate		Currency
					net		Securities		Swaps		Total		net		Securities		Swaps		Total
PPL
Balance at beginning of
	period				$	19	$	24	$	3	$	46	$	13	$	24	$	4	$	41
		Total realized/unrealized
			gains (losses)
				Included in earnings		(2)				(1)		(3)		16				(1)		15
				Included in OCI (a)		(1)		(1)		8		6		1		(1)		10		10
		Sales						(5)				(5)				(5)				(5)
		Settlements				(5)						(5)		(11)						(11)
		Transfers into Level 3				14						14		14						14
		Transfers out of Level 3				9		(3)				6		1		(3)		(3)		(5)
Balance at end of period					$	34	$	15	$	10	$	59	$	34	$	15	$	10	$	59

PPL Energy Supply
Balance at beginning of
	period				$	19	$	19			$	38	$	13	$	19			$	32
		Total realized/unrealized
			gains (losses)
				Included in earnings		(2)						(2)		16						16
				Included in OCI (a)		(1)		(1)				(2)		1		(1)
		Sales						(3)				(3)				(3)				(3)
		Settlements				(5)						(5)		(11)						(11)
		Transfers into Level 3				14						14		14						14
		Transfers out of Level 3				9		(3)				6		1		(3)				(2)
Balance at end of period					$	34	$	12			$	46	$	34	$	12			$	46

Significant Unobservable Inputs Used in Fair Value Measurement of Assets and Liabilities Classified as Level 3

The significant unobservable inputs used in and quantitative information about the fair value measurement of assets and liabilities classified as Level 3 are as follows:

June 30, 2013

Fair Value, net

Range

Asset

Valuation

Unobservable

(Weighted

(Liability)

Technique

Input(s)

Average) (a)

PPL

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

17% - 100% (82%)

Power sales contracts (c)

(5)

Discounted cash flow

Proprietary model used to calculate forward basis prices

11% - 100% (39%)

Heat rate call option (d)

Discounted cash flow

Proprietary model used to calculate forward prices

18% (18%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

11% - 78% (63%)

Cross-currency swaps (f)

Discounted cash flow

Credit valuation adjustment

11% (11%)

PPL Energy Supply

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

17% - 100% (82%)

Power sales contracts (c)

(5)

Discounted cash flow

Proprietary model used to calculate forward basis prices

11% - 100% (39%)

Heat rate call option (d)

Discounted cash flow

Proprietary model used to calculate forward prices

18% (18%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

11% - 78% (62%)

December 31, 2012

Fair Value, net

Range

Asset

Valuation

Unobservable

(Weighted

(Liability)

Technique

Input(s)

Average) (a)

PPL

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

21% - 100% (75%)

Power sales contracts (c)

(4)

Discounted cash flow

Proprietary model used to calculate forward basis prices

24% (24%)

FTR purchase contracts (g)

Discounted cash flow

Historical settled prices used to model forward prices

100% (100%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

54% - 74% (64%)

Cross-currency swaps (f)

Discounted cash flow

Credit valuation adjustment

22% (22%)

PPL Energy Supply

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

21% - 100% (75%)

Power sales contracts (c)

(4)

Discounted cash flow

Proprietary model used to calculate forward basis prices

24% (24%)

FTR purchase contracts (g)

Discounted cash flow

Historical settled prices used to model forward prices

100% (100%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

57% - 74% (65%)

(a) For energy commodities and auction rate securities, the range and weighted average represent the percentage of fair value derived from the unobservable inputs. For cross-currency swaps, the range and weighted average represent the percentage decrease in fair value due to the unobservable inputs used in the model to calculate the credit valuation adjustment.

(b) At June 30, 2013, retail natural gas sales contracts extend through 2018, and $16 million of the fair value is scheduled to deliver within the next 12 months. As the forward price of natural gas increases/(decreases), the fair value of the contracts (decreases)/increases.

(c) At June 30, 2013, power sales contracts extend into 2018, and $(5) million of the fair value is scheduled to deliver within the next 12 months. As the forward price of basis increases/(decreases), the fair value of the contracts (decreases)/increases.

(d) At June 30, 2013, the heat rate call option extends through 2014, and $6 million of the fair value is scheduled to deliver within the next 12 months. As the market implied heat rate increases/(decreases), the fair value of the contracts increases/(decreases).

(e) At June 30, 2013, auction rate securities have a weighted average contractual maturity of 23 years. The model used to calculate fair value incorporates an assumption that the auctions will continue to fail. As the modeled forward rates of the SIFMA Index increase/(decrease), the fair value of the securities increases/(decreases).

(f) At June 30, 2013, cross-currency swaps extend into 2021. The credit valuation adjustment incorporates projected probabilities of default and estimated recovery rates. As the credit valuation adjustment increases/(decreases), the fair value of the swaps (decreases)/increases.

(g) As the forward implied spread increases/(decreases), the fair value of the contracts increases/(decreases).

Fair Value of Assets and Liabilities Classified as Level 3 Measured on Recurring Basis Included in Earnings

Net gains and losses on assets and liabilities classified as Level 3 and included in earnings for the periods ended June 30 are reported in the Statements of Income as follows:

		Three Months
																		Cross-Currency
		Energy Commodities, net																			Swaps

		Unregulated Retail				Wholesale Energy				Net Energy				Energy
		Electric and Gas				Marketing				Trading Margins				Purchases				Interest Expense
		2013		2012		2013		2012		2013		2012		2013		2012		2013	2012
PPL
Total gains (losses) included in earnings		$	22	$	2	$	(5)	$	(6)	$	(2)	$	1	$	(1)	$	1		$	(1)
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		22		49				(12)		(7)		1		1		1

PPL Energy Supply
Total gains (losses) included in earnings		$	22	$	2	$	(5)	$	(6)	$	(2)	$	1	$	(1)	$	1
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		22		49				(12)		(7)		1		1		1

		Six Months
																		Cross-Currency
		Energy Commodities, net																			Swaps

		Unregulated Retail				Wholesale Energy				Net Energy				Energy
		Electric and Gas				Marketing				Trading Margins				Purchases				Interest Expense
		2013		2012		2013		2012		2013		2012		2013		2012		2013	2012
PPL
Total gains (losses) included in earnings		$	15	$	18	$	(7)	$	(2)	$	(2)								$	(1)
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		17		39		(2)		(13)		(7)	$	1	$	2	$	1

PPL Energy Supply
Total gains (losses) included in earnings		$	15	$	18	$	(7)	$	(2)	$	(2)
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		17		39		(2)		(13)		(7)	$	1	$	2	$	1

Fair Value of Financial Instruments Not Recorded at Fair Value - Other

The carrying amounts of contract adjustment payments related to the Purchase Contract component of the Equity Units and long-term debt on the Balance Sheets and their estimated fair values are set forth below.

		June 30, 2013				December 31, 2012
		Carrying				Carrying
		Amount		Fair Value		Amount		Fair Value
PPL
	Contract adjustment payments (a)	$	56	$	57	$	105	$	106
	Long-term debt		19,626		21,413		19,476		21,671
PPL Energy Supply
	Long-term debt		3,263		3,462		3,272		3,556
PPL Electric
	Long-term debt		1,967		2,168		1,967		2,333

LKE
	Long-term debt	4,075	4,231	4,075	4,423
LG&E
	Long-term debt	1,112	1,136	1,112	1,178
KU
	Long-term debt	1,842	1,938	1,842	2,056

(a) Reflected in "Other current liabilities" and "Other deferred credits and noncurrent liabilities" on the Balance Sheets.

PPL Energy Supply LLC [Member]

Fair Value Measurements and Credit Concentration [Line Items]

Reconciliation of Net Assets and Liabilities Classified as Level 3

A reconciliation of net assets and liabilities classified as Level 3 for the periods ended June 30, 2013 is as follows:

					Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
					Three Months								Six Months
					Energy		Auction		Cross-				Energy		Auction		Cross-
					Commodities,		Rate		Currency				Commodities,		Rate		Currency
					net		Securities		Swaps		Total		net		Securities		Swaps		Total
PPL
Balance at beginning of
	period				$	14	$	16			$	30	$	22	$	16	$	1	$	39
		Total realized/unrealized
			gains (losses)
				Included in earnings		14						14		6						6
				Included in OCI (a)														3		3
		Sales				(2)						(2)		(2)						(2)
		Settlements				4						4		3						3
		Transfers into Level 3				6		3	$	3		12		7		3		3		13
		Transfers out of Level 3				4						4		4				(4)
Balance at end of period					$	40	$	19	$	3	$	62	$	40	$	19	$	3	$	62

PPL Energy Supply
Balance at beginning of
	period				$	14	$	13			$	27	$	22	$	13			$	35
		Total realized/unrealized
			gains (losses)
				Included in earnings		14						14		6						6
		Sales				(2)						(2)		(2)						(2)
		Settlements				4						4		3						3
		Transfers into Level 3				6		3				9		7		3				10
		Transfers out of Level 3				4						4		4						4
Balance at end of period					$	40	$	16			$	56	$	40	$	16			$	56

A reconciliation of net assets and liabilities classified as Level 3 for the periods ended June 30, 2012 is as follows:

					Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
					Three Months								Six Months
					Energy		Auction		Cross-				Energy		Auction		Cross-
					Commodities,		Rate		Currency				Commodities,		Rate		Currency
					net		Securities		Swaps		Total		net		Securities		Swaps		Total
PPL
Balance at beginning of
	period				$	19	$	24	$	3	$	46	$	13	$	24	$	4	$	41
		Total realized/unrealized
			gains (losses)
				Included in earnings		(2)				(1)		(3)		16				(1)		15
				Included in OCI (a)		(1)		(1)		8		6		1		(1)		10		10
		Sales						(5)				(5)				(5)				(5)
		Settlements				(5)						(5)		(11)						(11)
		Transfers into Level 3				14						14		14						14
		Transfers out of Level 3				9		(3)				6		1		(3)		(3)		(5)
Balance at end of period					$	34	$	15	$	10	$	59	$	34	$	15	$	10	$	59

PPL Energy Supply
Balance at beginning of
	period				$	19	$	19			$	38	$	13	$	19			$	32
		Total realized/unrealized
			gains (losses)
				Included in earnings		(2)						(2)		16						16
				Included in OCI (a)		(1)		(1)				(2)		1		(1)
		Sales						(3)				(3)				(3)				(3)
		Settlements				(5)						(5)		(11)						(11)
		Transfers into Level 3				14						14		14						14
		Transfers out of Level 3				9		(3)				6		1		(3)				(2)
Balance at end of period					$	34	$	12			$	46	$	34	$	12			$	46

Significant Unobservable Inputs Used in Fair Value Measurement of Assets and Liabilities Classified as Level 3

The significant unobservable inputs used in and quantitative information about the fair value measurement of assets and liabilities classified as Level 3 are as follows:

June 30, 2013

Fair Value, net

Range

Asset

Valuation

Unobservable

(Weighted

(Liability)

Technique

Input(s)

Average) (a)

PPL

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

17% - 100% (82%)

Power sales contracts (c)

(5)

Discounted cash flow

Proprietary model used to calculate forward basis prices

11% - 100% (39%)

Heat rate call option (d)

Discounted cash flow

Proprietary model used to calculate forward prices

18% (18%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

11% - 78% (63%)

Cross-currency swaps (f)

Discounted cash flow

Credit valuation adjustment

11% (11%)

PPL Energy Supply

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

17% - 100% (82%)

Power sales contracts (c)

(5)

Discounted cash flow

Proprietary model used to calculate forward basis prices

11% - 100% (39%)

Heat rate call option (d)

Discounted cash flow

Proprietary model used to calculate forward prices

18% (18%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

11% - 78% (62%)

December 31, 2012

Fair Value, net

Range

Asset

Valuation

Unobservable

(Weighted

(Liability)

Technique

Input(s)

Average) (a)

PPL

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

21% - 100% (75%)

Power sales contracts (c)

(4)

Discounted cash flow

Proprietary model used to calculate forward basis prices

24% (24%)

FTR purchase contracts (g)

Discounted cash flow

Historical settled prices used to model forward prices

100% (100%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

54% - 74% (64%)

Cross-currency swaps (f)

Discounted cash flow

Credit valuation adjustment

22% (22%)

PPL Energy Supply

Energy commodities

Retail natural gas sales contracts (b)

Discounted cash flow

Observable wholesale prices used as proxy for retail delivery points

21% - 100% (75%)

Power sales contracts (c)

(4)

Discounted cash flow

Proprietary model used to calculate forward basis prices

24% (24%)

FTR purchase contracts (g)

Discounted cash flow

Historical settled prices used to model forward prices

100% (100%)

Auction rate securities (e)

Discounted cash flow

Modeled from SIFMA Index

57% - 74% (65%)

(g) As the forward implied spread increases/(decreases), the fair value of the contracts increases/(decreases).

Fair Value of Assets and Liabilities Classified as Level 3 Measured on Recurring Basis Included in Earnings

Net gains and losses on assets and liabilities classified as Level 3 and included in earnings for the periods ended June 30 are reported in the Statements of Income as follows:

		Three Months
																		Cross-Currency
		Energy Commodities, net																			Swaps

		Unregulated Retail				Wholesale Energy				Net Energy				Energy
		Electric and Gas				Marketing				Trading Margins				Purchases				Interest Expense
		2013		2012		2013		2012		2013		2012		2013		2012		2013	2012
PPL
Total gains (losses) included in earnings		$	22	$	2	$	(5)	$	(6)	$	(2)	$	1	$	(1)	$	1		$	(1)
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		22		49				(12)		(7)		1		1		1

PPL Energy Supply
Total gains (losses) included in earnings		$	22	$	2	$	(5)	$	(6)	$	(2)	$	1	$	(1)	$	1
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		22		49				(12)		(7)		1		1		1

		Six Months
																		Cross-Currency
		Energy Commodities, net																			Swaps

		Unregulated Retail				Wholesale Energy				Net Energy				Energy
		Electric and Gas				Marketing				Trading Margins				Purchases				Interest Expense
		2013		2012		2013		2012		2013		2012		2013		2012		2013	2012
PPL
Total gains (losses) included in earnings		$	15	$	18	$	(7)	$	(2)	$	(2)								$	(1)
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		17		39		(2)		(13)		(7)	$	1	$	2	$	1

PPL Energy Supply
Total gains (losses) included in earnings		$	15	$	18	$	(7)	$	(2)	$	(2)
Change in unrealized gains (losses) relating
	to positions still held at the reporting date		17		39		(2)		(13)		(7)	$	1	$	2	$	1

- Definition

Tabular disclosure of the amount of gains or losses for the period included in earnings or resulted in a change to net assets, have arisen from the use of significant unobservable inputs (level 3) to measure the fair value of assets, liabilities, and financial instruments classified in shareholders' equity.

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- Definition

Tabular disclosure of the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments, assets, and liabilities. Such certain disclosures about the financial instruments, assets, and liabilities include: (1) the fair value of the required items together with their carrying amounts (as appropriate) and (2) the methodology and assumptions used in developing such estimates of fair value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 107

-Paragraph 15

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Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 4: http://www.xbrl.org/2003/role/presentationRef

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Reference 9: http://www.xbrl.org/2003/role/presentationRef

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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

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Reference 11: http://www.xbrl.org/2003/role/presentationRef

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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

+ Details