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Derivative Instruments - Balance Sheet Offseting (Details) - USD ($)
$ in Millions
Jun. 30, 2016
Dec. 31, 2015
Cash collateral    
Cash collateral in margin account $ 22.4 $ 42.3
Offsetting Derivative Assets    
Gross amount recognized on the balance sheet 37.6 9.9
Gross amount not offset on the balance sheet (4.2) (3.0)
Net amount 33.4 6.9
Offsetting Derivative Liabilities    
Gross amount recognized on the balance sheet 19.9 59.0
Gross amount not offset on the balance sheet (4.2) (22.5)
Net amount 15.7 36.5
Cash collateral posted 0.0 19.5
Credit Risk Related Contingent Features    
Aggregate fair value of derivative instruments with credit risk-related contingent features that were in a liability position 3.1 23.8
Collateral that would have been required $ 1.3 $ 18.0