Derivative Instruments - Balance Sheet Offsetting (Details) - USD ($) $ in Millions |
Dec. 31, 2020 |
Dec. 31, 2019 |
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Cash collateral | ||
Cash collateral posted in margin accounts | $ 18.9 | $ 34.4 |
Offsetting derivative assets | ||
Gross amount recognized on the balance sheet | 17.9 | 6.9 |
Gross amount not offset on the balance sheet | (6.9) | (1.4) |
Net amount | 11.0 | 5.5 |
Offsetting derivative liabilities | ||
Gross amount recognized on the balance sheet | 22.1 | 28.9 |
Gross amount not offset on the balance sheet | (7.7) | (21.4) |
Net amount | 14.4 | 7.5 |
Cash collateral posted | $ 0.8 | $ 20.0 |
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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and obligation to return cash collateral under master netting arrangements. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- References No definition available.
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- Definition Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Amount of right to receive cash collateral under master netting arrangements offset against derivative liabilities. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and right to receive cash collateral under master netting arrangements. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and elected not to be offset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- References No definition available.
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- References No definition available.
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